Comments Automated Trading Championship 2006

1
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.
1
2006.12.12 18:29
3
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.
2006.12.12 17:35
 
1

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
2006.12.12 17:25
 
109

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

68
2006.12.12 11:28
1
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
231
2006.12.12 08:19
1

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

2006.12.12 06:33
 
18
solandr wrote

Can you share the results of the backtesting of your EA? I think it will be very interesting for all.

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...

Strategy Tester Report
RisingSun

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. ..

Strategy Tester Report
RisingSun

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

18
2006.12.12 04:24
4
valvk wrote:
everlongh писал(а):
Great interview! Good luck for the remaining competition. Where can I find out more about The Turtles principle ?
Thanks. It's lot materials about Turtles trade in internet. For example -
http://www.forex-sites-directory.com/forex-strategies.html - on English
http://www.dealing-mephi.ru/11226.html - on Russian.
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.
2006.12.11 23:08
 
20
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.
20
2006.12.11 21:00
126


The EUR/USD BULL/UPTREND has resumed, if it continues then all know we have a winner:  ZONKA
2006.12.11 20:33
 
Pages: 
Total: 1561