Normal
Thanks.I've just turned it off. It ran for about 6 hours with no problems and did about 10 round trips. Next thing to focus on is getting the order trigger method right to minimise slippage. It's tracking slightly higher slippage than backtested. Only a few pips here and there but it makes a big difference to my strategy results.To give some idea of what I'm trying to achieve, this is some backtest results. I didn't trade the circled area in real life. I sat it out until I was happy the drawdown phase was finished. That was achieved by backtesting every few days and waiting until the simmed equity curve was recovering. So stormin, there is an element of discretion in whether or not to trade overall, but not for any given individual trade. Saved a lot of real life money. When I'm happy with the autotrader I hope to report forward test results which are the only ones that really count.This test was at 1% risk. Optimum results are achieved at about 1.8-2% risk. A very smooth curve with highly reduced returns can be achieved by using a set dollar risk of $500 per trade.Edit: I'll be ecstatic if the real results are half as good. This backtest takes every valid signal it can afford. Manually on live trading, I've been taking way fewer trades as the time intensiveness of managing each trade was quite high - another reason why I want it fully automated.
Thanks.
I've just turned it off. It ran for about 6 hours with no problems and did about 10 round trips. Next thing to focus on is getting the order trigger method right to minimise slippage. It's tracking slightly higher slippage than backtested. Only a few pips here and there but it makes a big difference to my strategy results.
To give some idea of what I'm trying to achieve, this is some backtest results. I didn't trade the circled area in real life. I sat it out until I was happy the drawdown phase was finished. That was achieved by backtesting every few days and waiting until the simmed equity curve was recovering. So stormin, there is an element of discretion in whether or not to trade overall, but not for any given individual trade. Saved a lot of real life money. When I'm happy with the autotrader I hope to report forward test results which are the only ones that really count.
This test was at 1% risk. Optimum results are achieved at about 1.8-2% risk. A very smooth curve with highly reduced returns can be achieved by using a set dollar risk of $500 per trade.
Edit: I'll be ecstatic if the real results are half as good. This backtest takes every valid signal it can afford. Manually on live trading, I've been taking way fewer trades as the time intensiveness of managing each trade was quite high - another reason why I want it fully automated.
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