Another Profitable Robot - Best Performance!
Another Profitable Robot - Best Performance!
02 Dec 2012, 15:45
Hello everyone,
I developed a new robot, I would like to know the opinion of the community on this one.
I was able to rework my previous robots in order to reduce the DrawDown.
The tests were done with the following values:
Starting capital: 3,000
Pair: EURJPY
Time frame: 1 Minute
Period: 2nd December 2011 to 2nd December 2012
Volume: 10000
Leverage: 1:50
Results
% Profit: ~8600%
Net Profit: 260653.54
Max DrawDown: 20.02%
Results screenshot: http://i50.tinypic.com/2429b0y.png
I already posted here some other results but I think this is the best one so far.
This was the result of some intensive work, as I said in the other robots in case someone is interested I can sell one copy of the code (Only one!), contact me at lverdastroiste[at]live.com.
Thanks
Replies
galafrin
28 Jan 2013, 00:44
Giving that short were not implemented in the preceding version according to the report, here there might be dissimetry between short and long trade decision because average long profits roughtly match average long losses while average short profits triplicate average short losses, so there might be room for further improvement toward 430k net profits ;) I don't remember having seen such a difference in yield between shorts and longs when decisions are symetric and the number of bars is huge.
As average short profits are about 100 pips , max short profits about 250 pips, max short losses about 75 pips, the robot might have a 75 stop loss and a trailing stop logic of about 50 pips . It could add position every 15mn while in the trend , that might explain the losing streak at 410.
@galafrin
cg1980
03 Jan 2013, 01:52
RE:
Hi.
result seems pretty good. Expect the number of consecutive losing trade which is quite high (but as it is on 1min, I suppose is really high frequency trade. could you explain briefly what is the idea behind your strategy (trend following), support/resistance... it's difficult to build an idea only with some statistics.
thks
@cg1980