trend_meanreversion
14 Feb 2017, 12:32

RE:

tmc. said:

Hey, good luck with that! Please keep us updated even if it doesn't go well. I am very interested on your results, me myself tried to achieve profitable martingale robot as well but didn't succeed.

Thanks tmc ! I have really liked your work so far on ctdn forums. I have created a successful DAX martingale ( not to boast , just to encourage you ). So good luck to you as well with your research. 

trend_meanreversion
08 Feb 2017, 08:10 ( Updated at: 21 Dec 2023, 09:20 )

Good work HFT !!!

trend_meanreversion
05 Feb 2017, 12:17

Not sure if this is what are you looking for ...

MarketSeries.OpenTime[curIndex]

MarketSeries.OpenTime[curIndex].ToString("yyyyMMdd")

MarketSeries.OpenTime[curIndex].ToString("HH:mm")

trend_meanreversion
22 Jan 2017, 09:49

RE:

ColossusFX said:

Can you post some real live data from trades from Live account?

If you can provide profitable results proven with a live account I may have an offer for you.

Looking at your results, with a $1000 account you should be making money now,so give me some live results and we can maybe offer you something.

:)

Mate, i can understand your requirement to show my 'Live' account to be more comfortable with the strategies, but i manage much bigger fund than 1000$ with some investors who might be not be excited to show live account . But more than that , i run atleast >5 strategies with a combination of systematic and discretionary approach and i do performance attribution and asset/capital allocation on monthly basis,so it won't give clear idea about the results from these 3 systematic models. I believe in portfolio approach and diversification is a big thing for me and that's why i advertise these 3 strategies separately if someone is interested. I run the models for few months in Demo environment which are linked with myFXbook so you can see performance if that helps you. Sorry but no information about my 'Live' account/s will be shared ! ( No Offence )

trend_meanreversion
20 Jan 2017, 01:54 ( Updated at: 21 Dec 2023, 09:20 )

DAX Scalper

trend_meanreversion
19 Jan 2017, 12:14 ( Updated at: 21 Dec 2023, 09:20 )

Few people have been asking to update my backtesting results , so here you go  ( DAX CFD Bot + DAX Scalper + DAX HFT )

Settings

DAX CFD

DAX HFT

Will provide update on DAX Scalper tomorrow !!

trend_meanreversion
13 Dec 2016, 11:48

Not bad averaging 3.2% every month  !~!

http://www.myfxbook.com/members/ashgupta/dax-hft/1874928

trend_meanreversion
13 Dec 2016, 11:47

same here !!

trend_meanreversion
10 Oct 2016, 00:49 ( Updated at: 21 Dec 2023, 09:20 )

Finally something which is looking good to earn quick bucks !!.. ( Thanks to everyone who suggested that martingale isn't always a bad option )

New version of DAX_HFT released !!

From 21 Sep 2014 - 16 Aug 2016

Total Return : 550%

Max DD : 6.5% ( balance)

Max DD :  27.8% ( equity )

Return/DD(balance): 84:1 (approx)

Return/DD(Equity): 20:1 (approx)  [ So you can leverage according to your needs ]

trend_meanreversion
21 Sep 2016, 16:08

RE:

iRobot said:

Is there a way or website where I could see my trading performance like in time-series?

For example, I want to export all my historic trades from cAlgo or cTrader and import them to some system where I could see dynamics of each trade, my balance, equity. Now I can see only current balance/equity and max drawdown, but I need to see it at least in daily (perfectly in any customized timeframe) how it was changing.

Not sure if it helps but do look at this post -> /forum/cbot-support/1353

trend_meanreversion
14 Sep 2016, 02:25

RE: good points

Balena said:

Ok, I see... 

 

1) If one sided is all you trade that's fine... but you are missing opportunities by not letting the market dictate your trading direction and opening yourself to opportunities in both directions potential at the same time (especially in mean revision/micro mean revision type strategies)

2) I concede I missed the "19:1" explanation/wording in your original post... my bad   --> What leverage are you incorporating to get the shawn return? That also tells a story. Regardless, 42% over more than a year timeframe is just an ok return; it's not really great unless you are in fact assuming 1:1 leverage. 

3) I trade from US (futures) only using this application/forum as a playground for quick dev for idea generation... so I didn't know about these type instruments... very interesting indeed... you do learn something new everyday I guess

 

All said, regardless of outside opinions like mine, you have to believe in what you know/have to trade... so great job on your progress!

A friend of mine is running it on demo for the time being .check here -> https://www.myfxbook.com/members/TREND_MEANREVERSION/dax-hft/1762170

trend_meanreversion
26 Aug 2016, 00:58

Definitely a much needed requirement.

+1

trend_meanreversion
26 Aug 2016, 00:53

RE:

Spotware said:

Dear Trader,

Currently, we don't provide users with the ability to access the data of the live Sentiment through any Method. We will consider providing it in the future. 

Additionally, you can post your ideas/suggestions to http://vote.spotware.com/

It will be very nice to have this sentiment access via cAlgo. Please consider it implementing early ( rather than years !! )

trend_meanreversion
19 Aug 2016, 00:18

RE:

Balena said:

nice chart... but

looks like it's trading a one sided market and showing 0 commissions... 

also looks like risk is 10x reward... seems high... and 41% return on 19:1 is not that great if you back down to 1:1

I'd think changes to these details would paint a different picture if included 

All valid questions so here you go..

1) It is trading one sided market ..that is long only ( when some price patterns happen ). I have my reasons to go long on equity indices which i have explained in another post somewhere so won't repeat here.

2) Your interpretation of 19:1 is poor as it return to Max DD. Even if you take Return to MaxDD equity ( ie..~3.5 ), it implies that you make 3.5 times of MaxDD you encounter so you can always take more risk without blowing yourself. It is not a conventional way of looking at risk/reward but more neat way in my opinion. It is risky for sure as you martingale but reward compensates for it ( Yes it is risky and i have iterated it sufficient times i think )

3) Anyone trading Index CFDs would know that there aren't any commissions on them [ and the spread is fixed ..that's why they are my favorite instruments ]

trend_meanreversion
29 Jul 2016, 04:23 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Hi David,

Can't really comment on it with full certainty but there are 2 things you can do to cross check if something is really indeed wrong

1) Download tick data(Bid and Ask) for that duration through your broker using cAlgo ? and then check whether that trade should have hit SL according to the tick data

and 

2) Make sure that you are backtesting on tick data and not on m1 , m10 or any of the other timeFrames because SL and TP simulation on those will have limitations as you need to provide your assumptions of 'Spread' .

Hope it helps ( i have had similar concerns about my back-testing which i was able to resolve using the above technique )

davidp13 said:

Hi. I'm this topic has been discussed in length, however I have found clear issues with the platform and would like to know why this happened. I fully understand slippage etc, but if an SL is printed to a position and when price hits that SL and even moves why over/under that price is should close - RIGHT?

Now in live trading it does, but for some reason when I look at the backtest results it doesn't. Even though one can clearly see (attached image) the position has an SL, but it does not close on the backtest results.

Why is this? Admin please have a look at this. Thanks

trend_meanreversion
14 Apr 2016, 00:57

RE:

This post has been removed by moderator due to a violation of the EULA. Broker discussions are prohibited in cTDN.

trend_meanreversion
11 Apr 2016, 01:47

RE:

malinga.ratwatte said:

It would be really beneficial to have 5 years worth of historical tick data to really be able to effectively backtest algorithms. Currently less than one year available on the indices I'm working with and so really hard to effectively backtest. This is make or break for algo traders. 

Hi Malinga,

I am too facing the same issue but it is a broker related issue as tick data comes from them not from spotware .Very few brokers are providing tick data for indices and as you pointed out history is limited but you can find some brokers offering at least 1.5 years worth of data.

trend_meanreversion
08 Apr 2016, 06:02

Sorry didn't update it in recent times..here you go

March wasn't a great month as well :(

Dec : +1.95%

Jan : +3.15%

Feb : -0.86% 

Mar : -1.58%

Apr:  +1.51% (so far)

[ use http://www.myfxbook.com/members/TRMR/cfd-bot-backup/1502743  for Feb month onwards ]

trend_meanreversion
31 Mar 2016, 10:32

RE:

obisaurus said:

I was looking everywhere on the platform for it, and couldn't find anything. Having renko charts would be fantastic on cTrader. 

hi mate, you can try renko chart indicators in the meanwhile. Several generous people have contributed a couple of different ones for cTrader namely,

/algos/indicators/show/1086

/algos/indicators/show/419

/algos/indicators/show/457

trend_meanreversion
19 Mar 2016, 05:41 ( Updated at: 21 Dec 2023, 09:20 )

I would share one of sub-strategy for DAX which should provide some hope for fellow traders that it is not necessarily 'rocket-science' to create profitable strategies.

If you have heard of GAP strategy , then you would know that GAPs tend to get filled. So basically, i am saying that if  there are sharp moves in short time frame for DAX then they will get filled or at-least provide good buying opportunity in a sharp sell-off. 

Buy if High (previous candle) - Low(current candle) >= 50 points, then buy and hold with 20 mins .

This is a very basic version of strategy and you can do 'magic' with it if you include money management/position management ..opportunities are endless here..

Please find link of strategy at -> http://www.filedropper.com/de30gapmodel

Equity without any money management looks something like this  ( Return > 28% , MaxDD = ~8% )

Go crazy..i am sharing it just to give some hope to fellow traders that it is possible ( not easy ) to find an edge in this market :) . Have fun !