Comments Automated Trading Championship 2006

2 casinonsk: выкладывать на обозрение советника пока не собирался. Сырой он. 2 vpopovic, forexpipmaker: my English is very, very bad. To sell the expert did not gather yet - completions are required. After the termination of the Championship if it will be interesting to you, it is possible to discuss strategy.

Impressive climb there. Keep it up. I think it has a lot of potential.

Just a quick question though, does your takeprofit/stoploss ratio stay static or is it dynamic? Because if takepforit is always double stoploss, then with money management, you could result in exponential growth, unless you use trailing points, etc.

Hi Rich: I want ot congratulate you on your success in this trading contest, and I hope you speak English, LOL. Is it possible to tell us a little about your strategy, and how the EA works ?? Have you thought about what you will do with the EA after the contest is over, maybe selling it, or running managed accounts, or just trading it ??

George

Merab, если не секрет что за алгоритм у вас выставления стопордеров?

i am willing to pay you for your EA. you can donate that money to the charity since you will be rich once competition ends popovicvuk@rogers.com

Вопрос, а советника на общее обозрение выкладывать будите?
Алексей из Новосибирска

I should mention here that I was confused about the Max Lots to Trade rule (I imagine others here in the comp were also) and so the EA has been coded for a max of 5 lots on the same pair at one time, in the event it seems to be 15 if trades are opened on the same pair in 3 orders each of 5 lots placed sequentially.

If these types of orders were placed by the EA, the following backtest result would be vastly different.

6 months prior to contest start backtest of RisingSun with exact settings of contest version...

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		15 Minutes (M15) 2006.01.02 00:00 - 2006.10.01 00:00 (2006.04.01 - 2006.10.01)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test	38183	Ticks modelled	1213138	Modelling quality	89.98%
Initial deposit	10000.00
Total net profit	50689.23	Gross profit	77589.23	Gross loss	-26900.00
Profit factor	2.88	Expected payoff	694.37
Absolute drawdown	0.00	Maximal drawdown	3500.00 (7.64%)	Relative drawdown	16.15% (3000.00)
Total trades	73	Short positions (won %)	38 (84.21%)	Long positions (won %)	35 (88.57%)
		Profit trades (% of total)	63 (86.30%)	Loss trades (% of total)	10 (13.70%)
Largest		profit trade	2250.00	loss trade	-3000.00
Average		profit trade	1231.58	loss trade	-2690.00
Maximum		consecutive wins (profit in money)	11 (14850.00)	consecutive losses (loss in money)	1 (-3000.00)
Maximal		consecutive profit (count of wins)	14850.00 (11)	consecutive loss (count of losses)	-3000.00 (1)
Average		consecutive wins	6	consecutive losses	1

and the same backtest with compounding turned off and 1 full lot for each trade. ..

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		15 Minutes (M15) 2006.01.02 00:00 - 2006.10.01 00:00 (2006.04.01 - 2006.10.01)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test	38183	Ticks modelled	1213138	Modelling quality	89.98%
Initial deposit	10000.00
Total net profit	10910.05	Gross profit	16290.05	Gross loss	-5380.00
Profit factor	3.03	Expected payoff	149.45
Absolute drawdown	0.00	Maximal drawdown	700.00 (3.90%)	Relative drawdown	4.84% (600.00)
Total trades	73	Short positions (won %)	38 (84.21%)	Long positions (won %)	35 (88.57%)
		Profit trades (% of total)	63 (86.30%)	Loss trades (% of total)	10 (13.70%)
Largest		profit trade	450.00	loss trade	-600.00
Average		profit trade	258.57	loss trade	-538.00
Maximum		consecutive wins (profit in money)	11 (2969.99)	consecutive losses (loss in money)	1 (-600.00)
Maximal		consecutive profit (count of wins)	2969.99 (11)	consecutive loss (count of losses)	-600.00 (1)
Average		consecutive wins	6	consecutive losses	1

The full list of trades is too long to post here, if you want a copy of the full report email me here...

Email: keltech66@yahoo.com.au

Let me add those links:
http://www.originalturtles.org/
http://www.forex-tsd.com/suggestions-trading-systems/995-turtle-system.html
http://www.tradingblox.com/forum/viewforum.php?f=6

Seems a promising system. Will try it out.

Спасибо за поздравления! Только вот преждевременные они, мне кажется. Если к концу чемпионата останусь в 10-ке, то тогда можно будет о чем-то говорить.

The EUR/USD BULL/UPTREND has resumed, if it continues then all know we have a winner:  ZONKA