doctorj
Hatchet Moderator
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- 3 January 2005
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So either very very small initial position size or not a true martingale...
So either very very small initial position size or not a true martingale...i had a draw down of about AUD$1600 on the yen today after 20 trades before a sufficient pullback.
So either very very small initial position size or not a true martingale...
bit of both.
0.01 initial position on each currency. biggest position after 20 trades was 0.12. (full lots).
great consistency Norm, well done! The equity curves (or straight lines) seem to be similar on both brokers, but the IBFX was steeper than GoMarkets. Is that a difference in results for each broker, due to spread difference, is it really the same but less risky on GoMarkets by using a higher initial equity?
that means you've gone through about 10 versions of the EA to get to where you are now. I'm still working on version 1 of my first EA and this shows to me how much more work there is to do!id say the slope lessened because we found that the EA should make its trading decisions based on the close of each 5 minute candle, not each tik.
that significantly reduced drawdowns during big news movements and that was our final improvement to the EA, which occurred between the brokers.
Will you be allowed to succeed?
i have 3 different versions running now.
interesting to note that rarely do they trade at the same moment.
because its always trading, unless the two EAs are started at exactly the same time, they will actually rarely make orders at the same time.
Yeah, this is similar to opening two different platforms at different times and getting different looking candles on the same pair right?
CanOz
Keep an eye on the combined equity curve SN. You may find that the drawdown of the combined EA equity is much smaller (%) than each individual EA drawdown.
no, even with identical data they would be different. because the EA is almost always trading in a direction, if one has a drawdown when the 2nd EA is started they are unlikely to match up.
one might be short on the JPY and have 3 positions open while the market is rising. adding a 2nd EA at this time will see it open a position long. even when both EAs are in the same direction theyre not making trades at the same instance.
yes, that is something im looking at atm. is seperating the EA into two. one side does only long trades, the other only short trades. then if a prolonged rise in a currency causing a drawdown during a short sell will allow the 2nd part of the EA to buy during this rather then the EA being locked into it original position until it can exit.
how does it trade?
my results are the same, the means of obtaining them are different.
its not a system which trades irregularly, on an exact signal, like the famous FAP. so multiple instances will unlikely match up as theyll be travelling along different paths.
its kind of hard to explain unless youve watched it happen.
hence the question of how your system trades, not how it calculates them, but how often more so.
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