My new algo
My new algo
17 Dec 2015, 14:42
Hi Everyone,
I have recently built a bot in cAlgo which is showing promising results in back testing using tick data and no martingaling. It works best with AUDUSD (as i was able to detect an unique pattern) and i have been testing it in live environment with very similar results.
I have one more bot on an Index CFD, again with tick data back testing results with no martingaling which is also live with very similar results as in back testing. Please find the back-testing results of them below.
Both of these bots are realistic and have high risk reward as i always seek at least 2 or 3:1 annualized return to max DD . This allows one to leverage if needed without blowing their accounts within limited risk appetite.
From 19 Jan 2014 - 15 Dec 2015
Total Return : 30%
Max DD : 6%
From 19 Jan 2014 - 15 Dec 2015
Total Return : 47%
Max DD : 6%
If anyone is interested in them, then please contact me "trend_meanreversion@yahoo.com"
Replies
trend_meanreversion
17 Dec 2015, 15:24
RE:
GS66 said:
Are you trying to sell or discuss?
Market conditions change frequently. That's not an universal Algo that can profit anyway. When it's a range phase play start with a range bot. Stop it during high volatilty. When it's a trending phase, medium averages or breakout will gives your profit anyway, but an universal bot that can profit forever in any market condition is not a double goals.
Just my 2 cents
Thanks for your reply GS66. I do agree that there is nothing universal in this trading business and markets do change. But there are some anomalies which are statistically proven to exist like trend and mean reversion across the products and asset classes. I am trying to exploit those through my bots. I have also worked on regime detection techniques to find out the ranging markets vs trending markets but i haven't been successful in making money out of them yet. Unfortunately, i haven't seen any successful bot in retail space which offers reliable results with high risk reward with no martingale and that's why i feel my bots are probably superior than others ( but again not every successful algo will be revealed in the market so there must be some silent players )
In any case, to answer your question -> Yes i am trying to sell these bots
Obvious question would be why ? ( given they are so good )
1) I am thinking i can earn a little extra from them by providing monthly/yearly/life time access.
2) I am making money from these bots and hopefully will continue to do so . Also, i am the one who knows the algorithm, so probably i can extract more from them as i learn more from these markets.
3) I think of it as a business and thus offering them is one avenue of revenue. I am also thinking of account management based on these algos where i might charge 30% of profits.
I am not trying to hide anything here. If anyone is interested, feel free to ask questions or contact me directly.
@trend_meanreversion
hichem
17 Dec 2015, 15:35
( Updated at: 21 Dec 2023, 09:20 )
RE:
Hello,
There some things that need to be clarified before trying to sell a Robot:
1. In a demo account rarely you see a request being rejected or failed to be sent.
How does your robot handle failed requests sent to the broker ? Does it auto retry ?
2. The initial Balance in your backtests is $10000, I would like to see backtests with initial balance of $2000
Keep the good work.
trend_meanreversion said:
Hi Everyone,
I have recently built a bot in cAlgo which is showing promising results in back testing using tick data and no martingaling. It works best with AUDUSD (as i was able to detect an unique pattern) and i have been testing it in live environment with very similar results.
I have one more bot on an Index CFD, again with tick data back testing results with no martingaling which is also live with very similar results as in back testing. Please find the back-testing results of them below.
Both of these bots are realistic and have high risk reward as i always seek at least 2 or 3:1 annualized return to max DD . This allows one to leverage if needed without blowing their accounts within limited risk appetite.
From 19 Jan 2014 - 15 Dec 2015
Total Return : 30%
Max DD : 6%
From 19 Jan 2014 - 15 Dec 2015
Total Return : 47%
Max DD : 6%
If anyone is interested in them, then please contact me "trend_meanreversion@yahoo.com"
@hichem
trend_meanreversion
17 Dec 2015, 15:54
( Updated at: 21 Dec 2023, 09:20 )
RE: RE:
hichem said:
Hello,
There some things that need to be clarified before trying to sell a Robot:
1. In a demo account rarely you see a request being rejected or failed to be sent.
How does your robot handle failed requests sent to the broker ? Does it auto retry ?
2. The initial Balance in your backtests is $10000, I would like to see backtests with initial balance of $2000
Keep the good work.
trend_meanreversion said:
Hi Everyone,
I have recently built a bot in cAlgo which is showing promising results in back testing using tick data and no martingaling. It works best with AUDUSD (as i was able to detect an unique pattern) and i have been testing it in live environment with very similar results.
I have one more bot on an Index CFD, again with tick data back testing results with no martingaling which is also live with very similar results as in back testing. Please find the back-testing results of them below.
Both of these bots are realistic and have high risk reward as i always seek at least 2 or 3:1 annualized return to max DD . This allows one to leverage if needed without blowing their accounts within limited risk appetite.
From 19 Jan 2014 - 15 Dec 2015
Total Return : 30%
Max DD : 6%
From 19 Jan 2014 - 15 Dec 2015
Total Return : 47%
Max DD : 6%
If anyone is interested in them, then please contact me "trend_meanreversion@yahoo.com"
1. In a demo account rarely you see a request being rejected or failed to be sent.
How does your robot handle failed requests sent to the broker ? Does it auto retry ?
Currently it doesn't because i haven't seen any failures with my broker . If you have a reliable broker then it shouldn't be an issue, but i still feel you have a valid point. I can easily adjust that condition in my code.
2. The initial Balance in your backtests is $10000, I would like to see backtests with initial balance of $2000
It wouldn't matter what is your balance size as there is no martingale. Your return vs max DD % will remain same. But here you go for the first bot ( on AUDUSD ) [ showing for 1K balance as 2K is not an option in Calgo back testing ]. Since DD is 6% , you can leverage upto lets say 3 times and get 90% return with 18% DD.
Keep the good work. -> Thanks for the appreciation.
@trend_meanreversion
trend_meanreversion
18 Dec 2015, 00:32
RE:
hichem said:
This is very good.
How much is the price of this Robot ?
Please can you contact me at "trend_meanreversion@yahoo.com"
@trend_meanreversion
Robot forex
18 Dec 2015, 13:20
RE: RE:
Selling the robot will make more money than using it?
Strend_meanreversion said:
hichem said:
This is very good.
How much is the price of this Robot ?
Please can you contact me at "trend_meanreversion@yahoo.com"
@Robot forex
trend_meanreversion
18 Dec 2015, 13:55
RE: RE: RE:
stetrimo said:
Selling the robot will make more money than using it?
Strend_meanreversion said:
hichem said:
This is very good.
How much is the price of this Robot ?
Please can you contact me at "trend_meanreversion@yahoo.com"
I don't think so that selling would make more money than actually using it(which i am doing in any case), but definitely it will be an additional income.
@trend_meanreversion
trend_meanreversion
20 Dec 2015, 06:50
RE:
ironmine said:
>> showing for 1K balance as 2K is not an option in Calgo back testing
You can manually type in this field ("starting capital") any number you need.
Thanks Ironmine. I wasn't aware of it.
@trend_meanreversion
trend_meanreversion
23 Dec 2015, 15:20
RE: RE:
I am soon going to provide link to myfxbook link where i have been running CFD bot from Dec. Hoping it to perform the way it has done in last couple of months...Stay tuned !
@trend_meanreversion
trend_meanreversion
24 Dec 2015, 00:22
RE: RE: RE:
trend_meanreversion said:
I am soon going to provide link to myfxbook link where i have been running CFD bot from Dec. Hoping it to perform the way it has done in last couple of months...Stay tuned !
Here you go ->> http://www.myfxbook.com/members/TRMR/cfd-bot/1459477
@trend_meanreversion
trend_meanreversion
01 Jan 2016, 03:55
RE: RE: RE: RE:
trend_meanreversion said:
trend_meanreversion said:
I am soon going to provide link to myfxbook link where i have been running CFD bot from Dec. Hoping it to perform the way it has done in last couple of months...Stay tuned !
Here you go ->> http://www.myfxbook.com/members/TRMR/cfd-bot/1459477
Yippie !! Strong performance from CFD bot for Dec : +1.95%
@trend_meanreversion
trend_meanreversion
08 Jan 2016, 09:33
Good start of the month ..CFD Bot up 1.3% in Jan ( Let's not jinx it ! )
@trend_meanreversion
trend_meanreversion
28 Jan 2016, 13:25
RE:
trend_meanreversion said:
Good start of the month ..CFD Bot up 1.3% in Jan ( Let's not jinx it ! )
1 more day left and we are up +2.8% in Jan . I will update the performance tomorrow for Jan but it is looking great !
@trend_meanreversion
loryy69
28 Jan 2016, 13:38
( Updated at: 21 Dec 2023, 09:20 )
RE:
trend_meanreversion said:
Hi Everyone,
I have recently built a bot in cAlgo which is showing promising results in back testing using tick data and no martingaling. It works best with AUDUSD (as i was able to detect an unique pattern) and i have been testing it in live environment with very similar results.
I have one more bot on an Index CFD, again with tick data back testing results with no martingaling which is also live with very similar results as in back testing. Please find the back-testing results of them below.
Both of these bots are realistic and have high risk reward as i always seek at least 2 or 3:1 annualized return to max DD . This allows one to leverage if needed without blowing their accounts within limited risk appetite.
From 19 Jan 2014 - 15 Dec 2015
Total Return : 30%
Max DD : 6%
From 19 Jan 2014 - 15 Dec 2015
Total Return : 47%
Max DD : 6%
If anyone is interested in them, then please contact me "trend_meanreversion@yahoo.com"
This robot does work
@loryy69
loryy69
28 Jan 2016, 13:39
RE:
GS66 said:this robot does not work
Are you trying to sell or discuss?
Market conditions change frequently. That's not an universal Algo that can profit anyway. When it's a range phase play start with a range bot. Stop it during high volatilty. When it's a trending phase, medium averages or breakout will gives your profit anyway, but an universal bot that can profit forever in any market condition is not a double goals.
Just my 2 cents
@loryy69
loryy69
28 Jan 2016, 13:41
( Updated at: 21 Dec 2023, 09:20 )
RE:
trend_meanreversion said: This robot does not work
Hi Everyone,
I have recently built a bot in cAlgo which is showing promising results in back testing using tick data and no martingaling. It works best with AUDUSD (as i was able to detect an unique pattern) and i have been testing it in live environment with very similar results.
I have one more bot on an Index CFD, again with tick data back testing results with no martingaling which is also live with very similar results as in back testing. Please find the back-testing results of them below.
Both of these bots are realistic and have high risk reward as i always seek at least 2 or 3:1 annualized return to max DD . This allows one to leverage if needed without blowing their accounts within limited risk appetite.
From 19 Jan 2014 - 15 Dec 2015
Total Return : 30%
Max DD : 6%
From 19 Jan 2014 - 15 Dec 2015
Total Return : 47%
Max DD : 6%
If anyone is interested in them, then please contact me "trend_meanreversion@yahoo.com"
@loryy69
trend_meanreversion
28 Jan 2016, 13:47
( Updated at: 21 Dec 2023, 09:20 )
RE: RE:
loryy69 said:
trend_meanreversion said: This robot does not work
Hi Everyone,
I have recently built a bot in cAlgo which is showing promising results in back testing using tick data and no martingaling. It works best with AUDUSD (as i was able to detect an unique pattern) and i have been testing it in live environment with very similar results.
I have one more bot on an Index CFD, again with tick data back testing results with no martingaling which is also live with very similar results as in back testing. Please find the back-testing results of them below.
Both of these bots are realistic and have high risk reward as i always seek at least 2 or 3:1 annualized return to max DD . This allows one to leverage if needed without blowing their accounts within limited risk appetite.
From 19 Jan 2014 - 15 Dec 2015
Total Return : 30%
Max DD : 6%
From 19 Jan 2014 - 15 Dec 2015
Total Return : 47%
Max DD : 6%
If anyone is interested in them, then please contact me "trend_meanreversion@yahoo.com"
Hi Lorry69,
You just created your profile and are just acting as typical troller. You don't have even slightest idea about the bots or indicators or even trading i suppose. You haven't bot the indicators or bot and are able to comment that it doesn't work. And to add to your audacity , you are adding other members name and responding as if they responded saying it doesn't work like "GS66 said:this robot does not work"
You should really seek some help and try not to invade on other members forums.
@trend_meanreversion
trend_meanreversion
29 Jan 2016, 12:19
RE: RE:
Strong finish for Jan month ..Here is the performance ( http://www.myfxbook.com/members/TRMR/cfd-bot/1459477 )
Dec : +1.95%
Jan : +3.15%
Looking forward to Feb month now..Bot is expecting better than expected. I hope it keeps it performing like this :)
@trend_meanreversion
trend_meanreversion
31 Jan 2016, 14:10
( Updated at: 21 Dec 2023, 09:20 )
Good news to existing AUD bot holders :) . We have released the new V2 for the bot and all would have received a free copy as agreed.
Here is the backtest from 19 Jan 2014 - 29 Jan 2016 ( ICMarkets ECN )
Also, i have released a trail version which you is valid till 6 Feb , so feel free to test it . You can find the related link here -> http://www.forexfactory.com/showthread.php?t=570825
@trend_meanreversion
trend_meanreversion
14 Feb 2016, 13:32
Feb is acting as really tough situation in the market for CFD bot..not having a great start of the month but it is part of trading so just treat it as part of journey
Dec : +1.95%
Jan : +3.15%
Feb : -1.7%
@trend_meanreversion
MrPro
15 Feb 2016, 06:08
Hello ;)
Hey wow, this seems really nice!
Congratulations and Thanks for your great work!
I'm a friend of a little more agressive trading and would have a suggestion, you might add as an option.
Pyramid Martingale up to X times. Not Double all the time, but 1x 2x 3x 4x 5x 6x 7x 8x 9x 10x the initial value.
This would be interesting in many strategies btw.
Could you implement that? I believe there are already some martingale codes out there, you just need to get it and modify the code.
Would be great!
Thanks
@MrPro
trend_meanreversion
15 Feb 2016, 06:21
RE:
maximpro said:
Hello ;)
Hey wow, this seems really nice!
Congratulations and Thanks for your great work!I'm a friend of a little more agressive trading and would have a suggestion, you might add as an option.
Pyramid Martingale up to X times. Not Double all the time, but 1x 2x 3x 4x 5x 6x 7x 8x 9x 10x the initial value.
This would be interesting in many strategies btw.
Could you implement that? I believe there are already some martingale codes out there, you just need to get it and modify the code.Would be great!
Thanks
Hi Maximpro,
Thanks for the appreciation. Personally i don't like martingale ( but always looking for better risk rewards money management techniques ). I have tried some versions of martingale in my CFD bot but nothing beats the non-martingale version in terms of risk-reward. It definitely improves the net return but it comes with a price of extra Draw down. A Ret/DD ratio of >3 or 5 gives me an ample opportunity to leverage and gain those extra pips !
If you like more aggressive trading then probably you might find my DAX scalper bot quite interesting . Have a look here : /forum/calgo-support/8208
@trend_meanreversion
MrPro
15 Feb 2016, 06:44
Now today is your lucky day. I just make it public for you, because maybe you are the hero, that can implement those things into your strategy or even a new strategy (minibahn).
Also because I want to push it into the best Trading Platform, wich is cTrader and cAlgo. Love it! Just Improve it to the End, it's almost perfect, see user suggestions ;)
You got me, because of your name. I also deeply believe in Reversal Trading!
Pivot Points (Daily, Weekly, Monthy) best combined with the high time frame trend direction... with Priceaction, Multiple Stochastics, CCI.
3 Things you maybe interested in.
> The holy grail strategy... http://minibahn.blogspot.de/2009/10 (this is what interests me most to get automated into cAlgo)
> The Fractal Strategy... https://www.youtube.com/watch?v=6NlvjxMX6zg (just recently stubled upon)
> The Multiple Stochastics, MAs and CCI Strategy... https://www.youtube.com/watch?v=6CYf73ZcBdM (see Indicator)
Feel Free to get more into that.
Check out, what minibahn did in 1 week trading.. and there is another picture like that.
Good Luck and I'm looking forward for your response ;)
Best regards,
Maximizer
@MrPro
MrPro
15 Feb 2016, 06:48
RE: RE:
trend_meanreversion said:
Hi Maximpro,
Thanks for the appreciation. Personally i don't like martingale ( but always looking for better risk rewards money management techniques ). I have tried some versions of martingale in my CFD bot but nothing beats the non-martingale version in terms of risk-reward. It definitely improves the net return but it comes with a price of extra Draw down. A Ret/DD ratio of >3 or 5 gives me an ample opportunity to leverage and gain those extra pips !
If you like more aggressive trading then probably you might find my DAX scalper bot quite interesting . Have a look here : /forum/calgo-support/8208
That was fast ! :)
Thanks! Okay, then no pyramid martingale... but did you tryed it? I would love to have it until 1x 2x 3x 4x to check for how it performs.
You may look into the new post ;)
@MrPro
trend_meanreversion
15 Feb 2016, 07:07
RE: RE: RE:
maximpro said:
trend_meanreversion said:
Hi Maximpro,
Thanks for the appreciation. Personally i don't like martingale ( but always looking for better risk rewards money management techniques ). I have tried some versions of martingale in my CFD bot but nothing beats the non-martingale version in terms of risk-reward. It definitely improves the net return but it comes with a price of extra Draw down. A Ret/DD ratio of >3 or 5 gives me an ample opportunity to leverage and gain those extra pips !
If you like more aggressive trading then probably you might find my DAX scalper bot quite interesting . Have a look here : /forum/calgo-support/8208
That was fast ! :)
Thanks! Okay, then no pyramid martingale... but did you tryed it? I would love to have it until 1x 2x 3x 4x to check for how it performs.
You may look into the new post ;)
Yes Maximpro, i tried but it didn't work well for me in back testing , so i just skipped that idea. Going through your links but to be honest it is difficult to buy into his trading history of making 100% in 10 days. I don't mind 100% return on a small account but account of 1 mio making 1 mio in 10 days is little un-realistic unless you are trying arbitrage with HFT( I might be wrong though) . I don't put too much focus on indicators which don't show any statistical significance. I start from a simple idea and test the hypothesis in most comprehensive way which if succeeds normally gives me an edge. I will go through rest of the links soon ( tried chaos theory before but was stuck with no edge ).
Thanks for the links and blog though :)
@trend_meanreversion
MrPro
15 Feb 2016, 07:11
RE: RE:
Thanks for your awnser. About minibahn. At that Time he was a professional trader for 12 Years. And after he released his strategy, he just disappeared and change his logo to Mafia Style...
Another Question: Why your bot doesn't work with backtesting or optimization in cAlgo?
@MrPro
trend_meanreversion
15 Feb 2016, 08:44
RE: RE: RE:
maximpro said:
Thanks for your awnser. About minibahn. At that Time he was a professional trader for 12 Years. And after he released his strategy, he just disappeared and change his logo to Mafia Style...
Another Question: Why your bot doesn't work with backtesting or optimization in cAlgo?
I went through his strategy but still feels a lot of discretionary components . He might be as successful as his trading performance pics shows but who knows :) . I am a believer of simplicity but can go very technical at times :)
As far as your another question is concerned : It didn't work in backtesting ..ie..martingaling didn't give me results(risk/reward) better than non - martingale version. I don't optimize too much because it might be just curve fitting then. I will explore martingale in my DAX scalper though ( It is looking already good without martingale so let's see how it goes )
@trend_meanreversion
trend_meanreversion
25 Feb 2016, 00:26
Feb has been extra volatile for the index Bot and still 3 more days to left . At least it has recovered the DrawDown seen but anything can happen in 3 days ! ( keeping my fingers crossed )
Dec : +1.95%
Jan : +3.15%
Feb : +0.15%
[ use http://www.myfxbook.com/members/TRMR/cfd-bot-backup/1502743 for Feb month as i accidentally ran my 'work in progress' strategies on the CFD (main) bot account ]
@trend_meanreversion
trend_meanreversion
01 Mar 2016, 07:54
Finally Feb nightmare done !! Tough month ..uff
Dec : +1.95%
Jan : +3.15%
Feb : -0.86%
[ use http://www.myfxbook.com/members/TRMR/cfd-bot-backup/1502743 for Feb month onwards ]
@trend_meanreversion
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
GS66
17 Dec 2015, 15:04
Are you trying to sell or discuss?
Market conditions change frequently. That's not an universal Algo that can profit anyway. When it's a range phase play start with a range bot. Stop it during high volatilty. When it's a trending phase, medium averages or breakout will gives your profit anyway, but an universal bot that can profit forever in any market condition is not a double goals.
Just my 2 cents
@GS66