Comments Automated Trading Championship 2006

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

Здравствуйте, Александр.
Меня очень заинтересовал принцип работы Вашего эксперта, я торгую уже более года, и также склоняюсь к автотрейдингу.
Есть соображения по поводу работы эксперта, которые хочу обсудить.
Также интересен алгоритм работы. Надеюсь на взаимовыгодное сотрудничество.
С уважением, Сергей. sw_76@mail.ru

Hi Hendrick !

I follow its work since that beginning, when it started to
work in the FireBird.

Ah! Forgive me, my English language is not very good.

In its interview you it says something on "hidden patterns", also
I have this same sensation, it seems me that the market emanates
hidden patterns, and is possible that has a "platonic code" or as if they says
for there, the Graal Saint and believes that you and my compatriot, Damiani,
they are arriving close to this secret.

Congratulations for the work and good luck.

Это мой лучший ученик. :)))

Не, это его внуки из eastern Europe балуются на форексе :-)

Вот краткая биография трейдера Rich'a:

http://www.forbes.com/lists/2006/54/biz_06rich400_Marc-David-Rich_THOQ.html

Раньше от торговал фьючерсами, а теперь решил заняться форексом :)

Главное теперь удержаться на достигнутом. Вся Украина болеет за тебя, Rich!