Two Systems Journal - Page 4
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Thread: Two Systems Journal

  1. #31
    EU: triggered Brief, hit full stop, (-40), triggered Brief 2nd time, 1/2 taken 1 box, 1/2 close EOD ( 43), total 3
    GC: triggered Extended, 1/2 taken 1 box, 1/2 BE 2, ( 12), triggered Extended 2nd time, Shut EOD (-3), total 9
    GZ: triggered Extended, 1/2 closed 1 box, 2nd close BE 2, total 18
    AU: triggered Lengthy 2x, hit full stop 2x, total -82
    AJ: triggered Brief, 1/2 taken 1 box, 2nd closed EOD, total 23
    NZU: triggered Brief, hit full stop -28
    EJ: triggered Brief, hit full stop, -39, triggered Brief 2nd Period, 1/2 taken 1 box, 2nd Shut BE 2, 11, triggered Brief 3rd Period, 1/2 taken 1 box, 2nd hit trailing stop, 56, triggered Lengthy close EOD BE, total 28
    AUCAD: not triggered
    GU: triggered Brief, hit full stop, -75
    NZDJPY: triggered Brief, 1/2 taken 1 box, 2nd close EOD, 17

    Daily Total: -87
    Running Total: 1023


    EU: triggered Brief, 1/2 taken 1 box, 2nd closed BE 2, ( 19), triggered Brief 2nd Period, hit full stop (-52), total -33
    GC: triggered Extended, hit full stop (-22), triggered Extended 2nd Period, 1/2 taken 1 box, 2nd close BE 2, ( 10), triggered Brief 2x more, hit full stop (-44) total -56
    GZ: triggered Lengthy, Shut EOD -5
    EJ: triggered Lengthy, 1/2 taken 1 box, 2nd closed BE 2, 16
    AJ: triggered Brief, 1/2 taken 1 box, 2nd close EOD, 25
    NZU: not triggered
    EJ: Never triggered
    AUDCAD: Never triggered
    GU: triggered Brief, hit full Prevent -49

    Daily Total: -102
    Running Total: 921

    Two tough Days, More Comments Later

  2. #32
    The largest weakness in the trading rules, which the Sim results made me aware of, and once I started seeing very often from the live results, has to do with trades that get really close to reaching their profit targets, and then collapse back to strike a complete stop.

    There's not any provision for this, and its responsible for a large part of the overall losses. Its not something you'd allow if you're actually watching your commerce, so its not something which should be permitted systematically.

    So the revision is merely to set trades that are in profit at least 50% 1 box to BE 1 as soon as the reach 50% level. This should reduce drawdown dramatically.

    I have six charts which show where I discovered about 1100 points values of discrepancy as well as the SIM outcomes for the EU, supplied by ZZ. These don't represent all probable discrepancies, since I only checked about 50 to 60 percent of those losers, and none of the winners.

    If there was a discrepancy that had to do with a data point which was less than one pip, I overlooked it. If it was 1 pip or longer, then I pointed out it.

    Thats about it-have a Fantastic weekend. Charts to come.

  3. #33
    6 Structure (s) Here are the data checks.

  4. #34
    Quote Originally Posted by ;
    Here are the data checks.
    Remarks below.

    Chart1 - 1/19/2010
    These trades are there, watch trades #27 and #28 in spreadsheet

    Chart two - 6/21/2010
    My broker opened at 21:00 GMT, yours opened at 22:00 GMT.
    My broker opened at a higher price than yours, consequently changing the
    previous day's high price and the corresponding grid for the day.

    Chart 3 - 5/6/2010
    I can't see your high/low from the preceding afternoon on the chart. But judging by the chart, looks as though my prev high/low is different than yours. I assume a difference in data. Remember , I had been using M1 data for my evaluations. Sometimes there are gaps in data (particularly M1 information ). Sometimes it is spikes that one broker has that another does not. That happens with different brokers. . .not far to do this. My 3 declines in my broker with my broker's M1 data looks correct.

    Chart 4 - 5/14/2010
    On my chart, I missed the green group pending by 0.2 pips. Thus, I entered 1 grid segment above you. . .making the outcome completely different from you. Again, that'll occur with different data feeds.
    Additionally, with this chart. The previous trade was triggered at precisely 17:00 GMT. This is the specific same time we shouldn't take any trades. In my code I had been allowing trades on 17:00, but stopped allowing trades at 17:01. By poor here, you are correct, the previous trade here shouldn't have occurred.

    Chart 5 - 5/21/2010
    On my chart, I missed the green group pending by 0.7 pips. Again, resembles simple differences in data feed.

    Chart 6 - 6/4/2010
    Same as the previous trade on chart 4. Last commerce triggered at 17:00 GMT. Again, bug in my code in which this trade shouldn't have been allowed.

    As all Foreign Exchange traders can attest to, one minute (or second) or 0.1 pips and there could make differences in individual trade outcomes.

    Backtesting isn't perfect. Though testing with tick data is very, very good, it isn't perfect. All we can do is try to find an overall idea of the profitability of a egy. I used M1 data because it seemed like it'd give me enough of an idea about the machine functionality. I've tick data, but decided not to use it for this testing.

    We have discovered two bugs in my code. That is actually good, that is the reason why we test out things. The programming stadium is more about design and testing than it's about real coding. Are there any more bugs? Maybe, maybe not.

    I can tell you I am quite pleased that my evaluations have helped you identify some potential adjustments to your egy. That's was the stage!!!!

  5. #35
    Quote Originally Posted by ;
    Remarks below.

    Chart1 - 1/19/2010
    These trades are there, see trades #27 and #28 in spreadsheet

    Chart 6 - 6/4/2010
    Much like the previous trade on chart 4. Trade triggered at 17:00 GMT. Again, bug in my code have been permitted.

    As all forex traders may attest to, 1 minute (or second) or 0.1 pips and there can make differences in person trade outcomes.

    Backtesting is not perfect. Although testing with tick data is very, great, it is not perfect. All we...
    I discovered the trades to the 19th, that have been marked on the 18th. I tried to check to make sure any reported issues weren't time stamp associated, but one got by me.

    I understand about the data issues-been round the block for this earlier. Perhaps it all evens out in the end anyway, because not one of the winners were assessed.

    Apart from this, your tests were very helpful really. I seen a major issue. So thanks!

    The last thing I'm going to start looking into is to try and check the wisdom of splitting up the trades into two components, and whether the additional pips being made on the trailing stops warrant the multiple losses on the BE 2 results. I am not in any way sure they do, so your results will again help me to figure this out quickly.

    -Greatest Speeches

  6. #36
    Quarters Results for 5/13/11

    EU: triggered long, 1/2 taken at first box, trailing stop hit 2nd, total 58
    EA: not triggered
    EJ: not triggered
    GU: triggered long, closed EOD -26
    GC: triggered long, 1/2 taken first box, 2nd hit trailing stop, total 46
    triggered extended 2nd time, 1st 1/2 taken at box, second closed EOD, 18
    GY, triggered long, hit full cease -75
    GZ, not triggered
    AU: triggered short, 1/2 taken a 1st box, 2nd hit trailing stop, total 82
    AUCAD: triggered short, 1/2 taken 1st box, second closed EOD, total 20
    AUD/JPY: triggered extended, closed EOD 18
    NZUSD: triggered long, closed EOD -5
    NZJPY: triggered extended, closed EOD -8
    UCAD: triggered short, 1/2 taken first box, 1/2 closed EOD, total 26

    Daily Total: 154

    Running Total: 417

    Observations: GY was up 25 points before falling down to hit its stop. Instead of locking pips in pips. Thats a 100 point swing. By making that change, I will be most likely cost in situations. Something to think about.

    Having too narrow a trailing stop price me again today on EURO, a great 150 points. Changing trailing stop rule on 2nd half of trade to BE 2, and/or 30 point trailing stop at 80 pips profit/or near at EOD if all else fails to close it.

    GC closed in profit double, hehe.


    Micro-Happs Results:
    This program gave some 11 trade signals on EU now, getting 10 from 11 of these correct. If EU pulled back out of its drop, the only one is.

    Anyhow, predictively its up roughly 240 points now. I was awake having slept through the L/O. I wound up trading about. I must say I am impressed with its overall performance, and the way it can keep me from tight consolidation transactions. I didn't accept as many pips as I might have for lack of confidence.

    The best comments I will make about this system is that if you need to squint your eyes in order to tell whether or not a transaction is providing a valid signal, let it go. Have patience, take nice clear signals, and trade with confidence. Avoid slow moving markets, such as when Asia is slow, and Frankfurt if its too crazy. Occasionally Frankfurt behaves and it may be good.

    A simple way to do it would just be to trade it between 3AM to 7AM EST, and/or 8:30 AM to 12:30 PM EST.. These are the best and most profitable occasions.

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