ElectricSavant's™ Challenge - page 13
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meanwhile the pickup in volatility has made some strategies i've had that were unprofitable back in 05 and 06 now profitable. You just have to roll with the punches and keep building and rebuilding EA's and ideas. Testing and re-testing. It's a full-time job.
I agree, but the point I was trying to emphasise is that something 'out of the ordinary' seems to have taken place - this volatility never occured for any duration in the whole of the preceding 7 years...
Yes, this volatility is exploitable - attached are results of a lame BO EA of mine that has been doing surprisingly well, coincidently, exactly since the volatility picked up. But I hanker for the 'old days', when it (apparently) was far, far easier to make money auto-trading. Even martingalers seemed a valid proposition then...
I agree, but the point I was trying to emphasise is that something 'out of the ordinary' seems to have taken place - this volatility never occured for any duration in the whole of the preceding 7 years... Yes, this volatility is exploitable - attached are results of a lame BO EA of mine that has been doing surprisingly well, coincidently, exactly since the volatility picked up. But I hanker for the 'old days', when it (apparently) was far, far easier to make money auto-trading. Even martingalers seemed a valid proposition then...
Long live Volatility!
Here's an indicator that shows account performance in terms of the ElectricSavant[TM] Ratio; you give it a start date, and it predicts a yearly ROI, and computes DD from account history. Makes it easy to confirm that your favorite EA easily beats the challenge....
Will there be a non buggy version added? The indicator calculates open trades as well as closed trades so DD is high for this reason as well. My manual trading shows ROI is 3264.7% estimated by indicator. Ratio 74.8:1. Not based on any where near 6 months of trading though.
ES on your blog you mention having good experience with touch the sky EA. I have this and see TP and SL needs fine tuning for it to be profitable with good amount of DD even then. Not traded it live.
Could be, or at least less buggy; I just waited for someone to ask
Perhaps this one is better. It may still overdo the drawdown as it assumes
trades being entered on bar opening and exited on bar closing, and for
example, a trade entered and exited on the same bar will be attributed a drawdown by the low or high of that bar.
Hmmm this is the same as the last one, isn't it?... where did I put the fixed one?
It seems like this is the version I call fixed; same as last one.
a) you think it's wrong to include open trades for DD ? The "definition" I use is that DD is the difference between highest banked balance since a given date and the equity anytime after that banking.
b) the estimated ROI is for the year, by linear extrapolation of current banked balance versus the balance at the start date (as computed by looking at history). If your history table is incomplete, the numbers go whacky.
Perhaps you can be more specific about what is wrong?
good info fsexy concerning "Touch the Sky".
Thanks!
May I ask what settings you have discovered? What pairs might this work on, besides cable....etc....? As I would like to "Reach for the Heavens"
ES
Will there be a non buggy version added? The indicator calculates open trades as well as closed trades so DD is high for this reason as well. My manual trading shows ROI is 3264.7% estimated by indicator. Ratio 74.8:1. Not based on any where near 6 months of trading though. ES on your blog you mention having good experience with touch the sky EA. I have this and see TP and SL needs fine tuning for it to be profitable with good amount of DD even then. Not traded it live.
good info fsexy concerning "Touch the Sky".
Thanks!
May I ask what settings you have discovered? What pairs might this work on, besides cable....etc....? As I would like to "Reach for the Heavens"
ESOk, here goes then for touch the sky EA. Tested on a few accounts until I found settings I thought worked for me longer term. Attached a statement showing the TP, SL levels. I also changed lot size recently as can be seen. Only tested on 1H TF on pair EA was made for so hopefully still of some use. Ignore G/J trades that were manual.
FxSexy,
looks like you ended up with a 400 PIP SL and 50 PIP TP?
FseXy
I looked at the statement...you seem to change the TP's and SL's...do you base this on the range? ....or was it that you were fine tuning the strategy?
ES
Ok, here goes then for touch the sky EA. Tested on a few accounts until I found settings I thought worked for me longer term. Attached a statement showing the TP, SL levels. I also changed lot size recently as can be seen. Only tested on 1H TF on pair EA was made for so hopefully still of some use. Ignore G/J trades that were manual.
Does this qualify?
Demo, not backtest.