About Me

I am a full time chemical engineer with a strong interest in numerical problems, programming, optimisation, trading and money!  I became interested in forex trading approximately 3 years ago but have only been 'seriously' into FX for 12 months or so.  My "worst enemy" in trading is the "human" aspect of it that I am sure many traders share - being able to take a small profit but being unwilling to accept a loss.  My solution to overcome this was to take my emotion and decision-making out of it completely, and devise an automated system into which I have put careful calculation, checking and robustness to create a trading style that suits me. 

About the Signal

This is a fully automated trading algorithm but does not involve a standalone "EA".   I have studied many signals from the MQL4 website and spotted many common issues that represented an unacceptable risk to me.  This included trades placed without any stop-loss and trades placed using "gridding", "martingale" or other questionable staking methods, and placing multiple, identical trades (presumably to inflate MQL4 stats and make the signal look more proven than it really is?).  I wanted to devise a system that would have stop losses applied to all trades, not try any "tricks" to inflate Signal statistics, and follow strict-money management rules.  It is my belief that if a trading system cannot make profit with "level stakes" (constant lot sizes) then any other money management system ("chasing", "martingale") etc will fail in the long run.  Even if a stop is not particularly tight, it serves the same principle and protects capital for future trades. 

Trading Principles 

The metrics below are intended to give "guideline" performance expectations for the signal in the long run and were determined following intensive calculation using the Google Compute Engine based on a large set of data.  The performance of the trading signal will initially vary (potentially greatly!) from these metrics because it takes time for the true system performance and averages to be realised.

Trades per Week:  xxx
Average holding time:  yyy
Traded currencies:  AUDUSD, EURUSD, EURJPY, GBPUSD, GBPJPY, USDCAD, USDJPY
Expected drawdown:   aa-bb%
Expected growth:   nn% / month
Expected win-rate: xx%

Trading Activity:   Effectively 100%

Due to the way in which the system works, it is expected that trades will be open almost permanently on the account.  It is also likely to have the maximum allowable trades (20) open most of the time too, and the average holding time is quite long.  I realise that this upsets many traders and if this is something that represents unacceptable practice to prospective traders then I recommend finding a Signal that is less "busy" all the time.  I intend to do some work in the future that may help decrease the average holding time and the average number of trades open at any one time, but this requires significant additional calculation. 


Money Management

The system follows strict money management rules that are applied the same for all trades: 

Maximum allowable number of open trades:  20
Maximum allowable risk per trade:  1.5% of balance
Stop loss:  2500 points (250 pips), applicable to all trades
At any one time the exposure of the account is 30% (i.e. 20 trades of 1.5% each), however the probability of all 20 open trades resulting in a 250 pip loss is rather small, and was far from being observed in testing.  Remember that even though the exposure at any one time is 30% of balance, the maximum drawdown may be greater than 30% as it is possible for the system to take a string of losses.  Further protection against large drawdowns are gained through diversification across currencies - the system will only open 5 similar trades with the same "direction" and currency.

Final Remarks

If you have made it this far through the description then thank you for reading!  I'd just like to point out that this system/signal is not intended to be a get-rich-quick signal with some outrageously large growth in the first few months, nor I am pretending to be an expert trader (as Im clearly not!) that would bet his life on the back-test calculations upon which the system is based.  I made the decision to go ahead with the signal because I thought that the potential for gains outweighed the risk, and my opinion is that no-one should even think of depositing in leveraged trading account without understanding the risks and even then should only use money they can "afford to lose".  I have enough faith in the work I have done to "put my money where my mouth is" and invest 20,000 real GBP into it, and see how it goes.
  • 成长
  • 净值
  • 结余
  • 风险
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1月
2月
3月
4月
5月
6月
7月
8月
9月
10月
11月
12月
YTD
共计:
交易: 119
盈利交易: 79 (66.38%)
亏损交易: 40 (33.61%)
最好交易: 312.31 GBP
最差交易: -252.00 GBP
毛利: 7 600.53 GBP (95 021 pips)
毛利亏损: -4 355.58 GBP (57 476 pips)
最大连续赢利: 20 (2 010.96 GBP)
最大连续盈利: 2 599.73 GBP (16)
夏普比率: 0.24
交易活动: 94.60%
最大入金加载: 2.33%
采收率: 2.01
长期交易: 35 (29.41%)
短期交易: 84 (70.59%)
利润因子: 1.75
预期回报: 27.27 GBP
平均利润: 96.21 GBP
平均损失: -108.89 GBP
最大连续失误: 9 (-569.85 GBP)
最大连续亏损: -1 248.70 GBP (5)
每月增长: -4.58%
年度预测: -55.62%
最好交易: 312.31 GBP
最大连续赢利: 20 (2 010.96 GBP)
最大连续盈利: 2 599.73 GBP (16)
最差交易: -252.00 GBP
最大连续失误: 9 (-569.85 GBP)
最大连续亏损: -1 248.70 GBP (5)
结余跌幅:
绝对: 125.49 GBP
最大值: 1 614.56 GBP (6.49%)
相对跌幅:
结余: 6.49% (1 614.56 GBP)
净值: 6.82% (1 679.06 GBP)

MFE和 MAE分布点图

在使用期内为每个持仓订单记录最大利润(MFE)值和最大亏损(MAE)值。这些参数使用最大未实现的潜在值和最大容许风险额外表现每个平仓订单。MFE/利润和MAE/利润分布图显示每个订单为沿X轴绘制的收到利润/亏损值的一个点,而潜在利润(MFE)和潜在亏损(MAE)的最大显示值则是沿Y轴绘制。

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将光标放在参数/图说明上可以看到最佳和最糟的交易系列。在文章交易中的数学:如何评估交易结果中了解更多有关MAE和MFE分布的信息。

交易品种 交易 Sell Buy
GBPUSD-sb 58
EURUSD-sb 54
USDCAD-sb 5
AUDUSD-sb 2
102030405060
102030405060
102030405060

基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 Activtrades-3 提供商以及订阅者之间不同的报价,以及订单执行的延迟。值越低意味着复制的质量越高。

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2016.07.19 05:19 2016.07.19 05:19:27 

Today I relaxed one of the risk parameters of the program to make it open larger trades. Each trade now represents a risk of 0.8% of bankroll. It will take several weeks for trades that are "queued up" with smaller risk percentages (previous values were 0.2% and 0.5%) to work their way out of the program. The final risk percentage is expected to be 1.5%-2.0%, so the program is still operating far below its potential.

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