• Welcome back! Thank you for being a part of this Traders Community. Let's discuss and share :)
    Selamat datang kembali! Trimakasih telah menjadi bagian dari Komunitas Trader ini. Mari berdiskusi dan berbagi :)

New EA Auto Trading Portfolio (Free EA, No Expiration)

Reader mode
Drolph said:
Having a look at the numbers the "loss" is still small compared to the gains you would accumulate in the 10 years after. So having a proper money management in mind this whole drawdown period - although it is pretty long I have to admit - does not turn the strategy into a not working one.

That does not mean, that considering a further look into it in terms of further optimization would not make sense, but no matter how large your sample perios is, there will always be an out of sample period, that could lead to different results.
Click to expand...

in this period from 2007 to 2018 he did an optimization with thousands of back tests, and passed the best result, you do not see the negative results, this program does not allow adjustments in the parameters of the 20 strategies that are in their internal, we can help to improve!

What I did was to simply use the program in a period that had not been optimized.

and that was the result
 
Heltoneli said:
in this period from 2007 to 2018 he did an optimization with thousands of back tests, and passed the best result, you do not see the negative results, this program does not allow adjustments in the parameters of the 20 strategies that are in their internal, we can help to improve!

What I did was to simply use the program in a period that had not been optimized.

and that was the result
Click to expand...

In which way does this invalidate my statement? I am aware of the optimization process, do not worry. But it does not make any difference, as even with that bad out of sample period it remains an overall profitable strategy.

Besides that, taking timeframes into account too far into the past results in a reduction of the possibility for a meaningful comparison. 20 years ago algotrading was nearly non existent, volumes only a joke compared to nowadays and retail trading was as well non existent. Do you want to concentrate your trading logic on the behavior of quotes beeing that fundamentally different?

So an optimization on timeframes that far away should not be the main focus. Which leads back to the out of sample "problem" again..
 
Drolph said:
In which way does this invalidate my statement? I am aware of the optimization process, do not worry. But it does not make any difference, as even with that bad out of sample period it remains an overall profitable strategy.

Besides that, taking timeframes into account too far into the past results in a reduction of the possibility for a meaningful comparison. 20 years ago algotrading was nearly non existent, volumes only a joke compared to nowadays and retail trading was as well non existent. Do you want to concentrate your trading logic on the behavior of quotes beeing that fundamentally different?

So an optimization on timeframes that far away should not be the main focus. Which leads back to the out of sample "problem" again..
Click to expand...

Of course, the most significant risk in any trading strategy development is “over-optimization,” also referred to as “curve fitting.”
Over-optimization will result in trading strategies where the historical performance is vastly superior to subsequent live trading.
 
Heltoneli said:
Of course, the most significant risk in any trading strategy development is “over-optimization,” also referred to as “curve fitting.”
Over-optimization will result in trading strategies where the historical performance is vastly superior to subsequent live trading.
Click to expand...
Thank you sir for back test but we can but separate paries doning well please
 
Heltoneli said:
[QUOTE = "Jean-Leon, pós: 258.674, membro: 44967"] Hi autotradingportfolio,
Você pode obter todos os dados a partir de 2000, relativo TickStory (por exemplo).
Considera [/ CITAÇÕES]

I download my historical data from SQ tick downloader, it's the same company that does QUANT ANALYZER, the program is free.
it's much easier to download the historical
Click to expand...
I see.., thanks for the information.
 
Heltoneli said:
[QUOTE = "Jean-Leon, pós: 258.674, membro: 44967"] Hi autotradingportfolio,
Você pode obter todos os dados a partir de 2000, relativo TickStory (por exemplo).
Considera [/ CITAÇÕES]

I download my historical data from SQ tick downloader, it's the same company that does QUANT ANALYZER, the program is free.
it's much easier to download the historical
Click to expand...
Hi Heltoneli

Both SQ Tick Downloader and Tickstory only have data from 2003 both are dukascopy data, the only sources I know that have older data is forexite.com and histdata.com.

So how did you get the data from 2000?

Best regards.
 
Mr auto trading portfolio you must stady OCT 2018 when the first manth loos after 12 very bad signal I mean 2000-2006 come again please adviso
 
You guys still do not get it.
Stone79 said:
Dear autotradingportfo

Could you please make available to change the sl and tp? In that way we could help you in the optimisation. It's a very promising ea anyway, although it made me losses only so far. I think to change the tp/sl could help to avoid the losses.
Thanks for your hard work.
Click to expand...

You are running the EA on a truly large account, that is why I am answering you in a serious way since you are doing it right (unlike most here).

Why should "changing" these static values change anything for good in the long run? The current setting is the one which produced the impressive results we can backtest until today.

So adapting blindly to short time market behaviour just because you had some "bad month" will most likely lead to new/worse results later on - where maybe the current setting will outperform again. It just do not makes sense. THAT would be overoptimization and curve fitting, which someone recently mentioned. Not the "building" of a setting based on a 12 year timeframe!
Losses are part of the game, we have to accept that. Even in the worst case scenario of having a drawdown in the upcoming six years (when having 2000-2006 in mind) you would be a wealthy man just two years later on (when having 2007-2009 in mind afterwards) INLCUDING the losses of the DD period.

The only problem is the person in front of the screen - impatient, greedy and emotional. Take care of the moneymanagement, which should be no isse having your account size and I highly guarantee you will be more than happy in 10 years from now with a risk as low you will hardly find in any other EA around here.

If you want a quicker way, use more risky grid/hedge/martingale approaches. Simple as that.

I am running the EA on a comparable account size and relax..
 
This was another test done with the ATP version v2.9, fixed size of 0.01, in a period of August 1 until today November 9, where an Over-optimized was not done, to know what the results would be.

I am doing these tests to be able to help with the development, not to criticize, and together we can find solutions for improvements, and to know what the true results of this EA will be.
 

Attachments

Heltoneli said:
This was another test done with the ATP version v2.9, fixed size of 0.01, in a period of August 1 until today November 9, where an Over-optimized was not done, to know what the results would be.

I am doing these tests to be able to help with the development, not to criticize, and together we can find solutions for improvements, and to know what the true results of this EA will be.
Click to expand...
Sure no problem.

So if you have historical data from 2000 to 2018, will you try to backtest my next EA?
 
Hey, I have been doing a lot of back testing as well. I found the EA on mt4talk and decided to give it a try. My broker uses a kind of higher spread than the rest (eurusd around 15 +-3). I have found that during some months it works much better on M30 charts, but during longer periods of testing H1 works best. From August 1 till the end of September on m30 chart it made above 1000 in profit but the drawdown was about 47% (500) deposit. During BT from Jan 1 2016 until Nov 8 2018 on H1 chart it made 27000 USD profit with 34% drawdown (500 deposit). Unfortunately the SL and TP are not changeable but right now I am trying to manually stop trades that hit a verified support level or resistance (in profit), actually I just move my tp to that area.
I am sure people asked but you guys are not willing to put out the .mq4 file of course. Would be able to try and incorporate RONZ to manage the trades, or use a simpler indicator to manage TPs within a support/resistance area.
I can tell the strategy behind this EA is pretty different than what is out there and I really like it.
Will update what happens with me with manual stops. So far I made 130 USD within one week by manually stopping. Zero losing trades. 500 deposit, 0.05 lots.
Of course for the manually closing of trades being tested now is on a demo account but I am putting a lot of time and effort into it.
Thanks to the person or team who made it.
 
Reader mode
You must log in or register to reply here.
Back
Top