The 100,000 pips SPB Challenge

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Tebis
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The 100,000 pips SPB Challenge

Post by Tebis »

Hi guys,
thanks a lot for all the work you have done.

I setup SPB-3 V 1L (OOTB) on my dedicated Server in July ( and forgot it !) .
Today I had a look the first time since july.
Here my results (3 Months):
Have a nice weekend all.
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tomele
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The 100,000 pips SPB Challenge

Post by tomele »

Nice.

:yahoo: :yahoo: :yahoo: :yahoo:
Happy pippin, Thomas :-BD

It ain't what you don't know that gets you into trouble.
It's what you know for sure that just ain't so.
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dclayw
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The 100,000 pips SPB Challenge

Post by dclayw »

After almost 5 months my SPB-3 demo has slipped into the red today for the first time since just after it was started :( The pound has been super challenging during this whole period, all because of the Boris Brexit show.
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tomele
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The 100,000 pips SPB Challenge

Post by tomele »

dclayw wrote:After almost 5 months my SPB-3 demo has slipped into the red today for the first time since just after it was started :( The pound has been super challenging during this whole period, all because of the Boris Brexit show.
I can't complain about my tests. Which settings did you use? What is your account name on FXT? What is your testset number on FXT?
Happy pippin, Thomas :-BD

It ain't what you don't know that gets you into trouble.
It's what you know for sure that just ain't so.
(Mark Twain)

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dclayw
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The 100,000 pips SPB Challenge

Post by dclayw »

tomele » Fri Nov 29, 2019 9:55 am wrote:
I can't complain about my tests. Which settings did you use? What is your account name on FXT? What is your testset number on FXT?
Hi Thomas. Certainly no complaining here. I probably have more faith in the strategy then most, especially SS. It was me running those long term demos on vanilla SS a couple of years back.

Default settings except for Trading hours and I'm trading 28 pairs. Test set is 18715. As of now that demo is only just in the red, about 70 pips.
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tomele
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The 100,000 pips SPB Challenge

Post by tomele »

The FXT-SPB3 strategy is sensitive to the starting date (as most strategies are). Since you started in July/August, there was more or less a sideway movement. Most strategies betting on trends get slaughtered in such a market. FXT-SPB3 doesn't.

Just let it run and wait for some market moves. it will be a good example.

Cheers
Happy pippin, Thomas :-BD

It ain't what you don't know that gets you into trouble.
It's what you know for sure that just ain't so.
(Mark Twain)

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eRIKb81
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The 100,000 pips SPB Challenge

Post by eRIKb81 »

tomele » Fri Nov 29, 2019 8:02 pm wrote:The FXT-SPB3 strategy is sensitive to the starting date (as most strategies are).
Can't agree more, the best ones are the ones that started at a favourable moment, one does not know in advance. The only way to get rid of that bias is to give them more time.
dclayw
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The 100,000 pips SPB Challenge

Post by dclayw »

Which pairs are traded can make a big difference too. The test I mentioned above is trading all 28 pairs, just wanted to see how all pairs would perform over the long term. While cutting the number of pairs can be viewed as a kind of curve fitting, there is certainly a good case to stay away from certain pairs.

On a starting $10k account my test is now 5.4% in the red when looking at all 28 pairs. If I look at the standard 23 pairs that are the default for this EA the result is 11.4% in the green, big difference. GBPCAD and GBPAUD (not in the 23 set) in particular have been smashed.

With such long term strategies swap can also make a big difference. EURCAD which has the worst swap by far hardly ever makes any net $s in these long term strategies. So it is also a candidate to be cut.
dclayw
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The 100,000 pips SPB Challenge

Post by dclayw »

I also meant to say that over the past 5 months and to the best of my knowledge none of my tests have missed a beat. I'm running various flavours of SPB. All I do is shut down my VPS each weekend to ensure I'm running with a clean slate at the start of each week.The code seems very stable and is testament to the coding genius around here :good:
dclayw
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The 100,000 pips SPB Challenge

Post by dclayw »

Hope everyone is enjoying the festive season :xm: :xm: :xm: :xm:

With these long term strategies what is everyone doing with trading over the xmas break. There's a few options: 1) shut down the EA then close all trades (with the view to starting from scratch in the new year), 2) shut down the EA leaving all trades open or 3) leave the EA running over xmas.

Just wondering what others have been doing.
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