Anti-Martingale Hedge System: 490 Pips No Drawdown - page 2

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Thanks Dreamliner for starting a new thread on this.

Attached in zip Version 1, is the excel file from my understanding of the system with lot increment 0.1 0.2 0.3 including the demo days that are not necessary live, in any case I found the total net to be 270 pips (30 pips steps) with maximum lot of 0.3 (starting with 0.1), there are 9 series completed with a win so 9 * 30 pips = 270 pips.

Also in Zip version 2, this version should follow exactly your rules with lot increment 0.1 0.2 0.4, so 330 pips profits and max lot 0.4.

I added a column with L or S which means market went 30 pips up for Long or 30 pips down for Short, now as long as you have 2 L or 2 S in a row you complete a serie and make your pip step profit => 30 pips in that case.

Cheers,

Sunwest.

 

Dreamliner,

Have you backtested any pairs over a long duration to see what the largest lot size would be before going back to the start? If the consecutive losses are no more than a hand full then you maybe on to something. I will help in backtesting along with my buddy if needed. Perhaps ES is willing to get involved as well.

Thanks, lcfxtrader

 

Yes, I think the key is to make sure they are both hit each day, so that there is no double loss.

By the way, ES, you can do this at any time of the day, 5:00 PM is arbitrary. As long as it is the same time everyday should be fine.

ElectricSavant:
Shouldn't the fixed SL's and TP's be ATR adjusted? I am sure you can agree the movement...hmmm say in the EUR/GBP...verses the GBP/JPY is quite different? ES
 
sunwest:
Thanks Dreamliner for starting a new thread on this.

Attached in zip Version 1, is the excel file from my understanding of the system with lot increment 0.1 0.2 0.3 including the demo days that are not necessary live, in any case I found the total net to be 270 pips (30 pips steps) with maximum lot of 0.3 (starting with 0.1), there are 9 series completed with a win so 9 * 30 pips = 270 pips.

Also in Zip version 2, this version should follow exactly your rules with lot increment 0.1 0.2 0.4, so 330 pips profits and max lot 0.4.

I added a column with L or S which means market went 30 pips up for Long or 30 pips down for Short, now as long as you have 2 L or 2 S in a row you complete a serie and make your pip step profit => 30 pips in that case.

Cheers,

Sunwest.

Sunwest, thank you for doing this excel sheet as well as your previous post explaining the system. 210 pips in 20 days equates to 10.5 pips day. My only concern was you will for sure get days when both legs, long and short, will get stoped out, due to the spread, my question is has that been taken into account? What do you do then the next day? Maybe we need to minues 60 or pips of the total? From my back testing I find you get 1 or 2 days per month like this.

Besides this Gentlemen, if one can be sure to get 10.5 pips a day with such low drawdowns, and with the beauty of forex being liquid, I think its not bad. Just go in with higher lots.

Dreamliner, I wasn't sure how you ended up with 490 pips, pls can you kindly clarify, maybe I am missing something, its been a long time since I went to school.

Thank you all for contributing.

 
lcfxtrader:
Dreamliner,

Have you backtested any pairs over a long duration to see what the largest lot size would be before going back to the start? If the consecutive losses are no more than a hand full then you maybe on to something. I will help in backtesting along with my buddy if needed. Perhaps ES is willing to get involved as well.

Thanks, lcfxtrader

Hi Lcfxtrader,

If I am correct in saying this, i think you only get killed if one day, its long, then the next day is short and keeps on alternating like this for long period. I think this is the risk.

However, from my backtesting I find this kind of Scenario more of an exception then the norm.

I again maybe wrong here, but what I have found is no more then 4 days in a row, from 22.00gmt does it trend in one way.

Only went back 3 months data.

Thx

 

Sunwest, you da man! Unless you are a female, in which case, you da woman!

Seriously, thank you for this spreadsheet, this is perfect.

I have a question: I assume you did not count the demo trades as part of the final pips, correct? If so, how do you keep the spreadsheet from totaling the demo trades?

Also, am I able to somehow erase the pips in each column so as to start from scratch using this spreadsheet in my forward testing? Sorry to ask these very basic questions about spreadsheet usage.

Thank you again!

sunwest:
Thanks Dreamliner for starting a new thread on this.

Attached in zip Version 1, is the excel file from my understanding of the system with lot increment 0.1 0.2 0.3 including the demo days that are not necessary live, in any case I found the total net to be 270 pips (30 pips steps) with maximum lot of 0.3 (starting with 0.1), there are 9 series completed with a win so 9 * 30 pips = 270 pips.

Also in Zip version 2, this version should follow exactly your rules with lot increment 0.1 0.2 0.4, so 330 pips profits and max lot 0.4.

I added a column with L or S which means market went 30 pips up for Long or 30 pips down for Short, now as long as you have 2 L or 2 S in a row you complete a serie and make your pip step profit => 30 pips in that case.

Cheers,

Sunwest.
 

Hi Shads,

Thank you for your thoughts here. The reason we kept the take profit and stop loss to 30 was so that we would "most likely" get that each day. In other words, the system originally was at 50 for each, but they found that the market might only make one side of the equation and get stopped out on both. So they shortened it to 30.

The way I got 490 pips was to minus all pips that are entered as "demo" trades. It is possible my math is wrong, but I did add it up two times, and I think it is correct.

shads:
Sunwest, thank you for doing this excel sheet as well as your previous post explaining the system. 210 pips in 20 days equates to 10.5 pips day. My only concern was you will for sure get days when both legs, long and short, will get stoped out, due to the spread, my question is has that been taken into account? What do you do then the next day? Maybe we need to minues 60 or pips of the total? From my back testing I find you get 1 or 2 days per month like this.

Besides this Gentlemen, if one can be sure to get 10.5 pips a day with such low drawdowns, and with the beauty of forex being liquid, I think its not bad. Just go in with higher lots.

Dreamliner, I wasn't sure how you ended up with 490 pips, pls can you kindly clarify, maybe I am missing something, its been a long time since I went to school.

Thank you all for contributing.
 
Dreamliner:
Hi Shads,

Thank you for your thoughts here. The reason we kept the take profit and stop loss to 30 was so that we would "most likely" get that each day. In other words, the system originally was at 50 for each, but they found that the market might only make one side of the equation and get stopped out on both. So they shortened it to 30.

The way I got 490 pips was to minus all pips that are entered as "demo" trades. It is possible my math is wrong, but I did add it up two times, and I think it is correct.

Dreamliner to confrim even we take 30 pips TP and SL 1 or 2 times a month you can get wipsawed. Pls kindly look at January 2nd 22.00GMT and you will see both trades would have been stopped out.

This has to be taken into account, as 60 pips is in question and if it happens twice in 1 month, thats 120 pips.

Sorry to ask you this again, but do you mean you added the demo pips too, instead of minus them?

Thank You

 

Hi Shads,

Yes, I am sure that may happen. If it happened enough it would ruin the system. I have not backtested, so I don't know how much it happens. If it just happened on the 22nd of January, then that is not a big deal.

I minus the demo trades entirely from the total. Obviously, as demo trades, they do not count either in the plus or the minus column.

shads:
Dreamliner to confrim even we take 30 pips TP and SL 1 or 2 times a month you can get wipsawed. Pls kindly look at January 2nd 22.00GMT and you will see both trades would have been stopped out.

This has to be taken into account, as 60 pips is in question and if it happens twice in 1 month, thats 120 pips.

Sorry to ask you this again, but do you mean you added the demo pips too, instead of minus them?

Thank You
 

Dreamliner and Shads:

My understanding of the system is that each day it will hit either The Buy Take profit and consequently the Sell Stop loss or the opposite which make the demo days neutral +30 - 30 = 0 but you save the spread.

So I think adding the demo days or not do not make a difference unless it hits just both Stop loss or never reach either Take Profit on a single day.

Dreamliner I think in your calculation you added somehow pips from the demo days and that is why I have a different profit (either 210 or 270 or 330 pips but not 490 pips).

Now looking at daily charts we can clearly see the trend stays more than a couple of days at a time which make this anti-Martingale a winner on most weeks.

If some days it hits both SL but not TP I guess we could just start again by doubling the winner on those occasional days.

Also If it never reach any TP we could just adjust the lot size so the next day if it hits TP the serie will close with a pip step profit.

I will be out today as I am still on holiday but I am following this thread closely and back in 12 hours.

Sunwest

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