BasketMirrorEA

[renexxxx]

Here is my result of BaskeMirror for few days. It only sprang into action during London session.

Closed manually but due to slow internet connection, a lot of slippages occurred. Profit should be around 10% or more.

Are you sure you have filtered out the correct period and magic number? 2600 trades in a few days ??

[taipan]

Here is my result of BaskeMirror for few days. It only sprang into action during London session.

Closed manually but due to slow internet connection, a lot of slippages occurred. Profit should be around 10% or more.

Are you sure you have filtered out the correct period and magic number? 2600 trades in a few days ??

Rene,

I don't know how to answer your questions but it is done by the EA. See attachment for details. May be I have done something wrong. I ran 2 HGB with same pairs in 2 different Empty4 platforms. Set up the CSV files as per your advised.

[renexxxx]

Here is my result of BaskeMirror for few days. It only sprang into action during London session.

Closed manually but due to slow internet connection, a lot of slippages occurred. Profit should be around 10% or more.

Are you sure you have filtered out the correct period and magic number? 2600 trades in a few days ??

Rene,

I don't know how to answer your questions but it is done by the EA. See attachment for details. May be I have done something wrong. I ran 2 HGB with same pairs in 2 different Empty4 platforms. Set up the CSV files as per your advised.

taipan,

Your account statement shows trades of both HGB and BasketMirror. That tells me that you had both HGB and BasketMirror running on the same account. This totally messes up the test, as the AccountEquity and AccountBalance is effected by the trading activity of both EAs. The idea is to run HGB on one account (and nothing else on that account), and BasketMirror on a different account/terminal. The data created by EquityBalancePlot on the HGB-account then only reflects the trading activity of HGB. BasketMirror on the second account, will read this data and starts copying the trades of the HGB account when it believes that the equity is going up. Hope this clarifies it.

[taipan]

taipan,

Your account statement shows trades of both HGB and BasketMirror. That tells me that you had both HGB and BasketMirror running on the same account. This totally messes up the test, as the AccountEquity and AccountBalance is effected by the trading activity of both EAs. The idea is to run HGB on one account (and nothing else on that account), and BasketMirror on a different account/terminal. The data created by EquityBalancePlot on the HGB-account then only reflects the trading activity of HGB. BasketMirror on the second account, will read this data and starts copying the trades of the HGB account when it believes that the equity is going up. Hope this clarifies it.

Sorry did not know how this ea works! I should have asked how this BasketMirror EA ea works. Will do the demo test next week.

Cheers,
taipan

[fxpoison]

Here is my result of BaskeMirror for few days. It only sprang into action during London session... 2600 trades in a few days...

Closed manually but due to slow internet connection, a lot of slippages occurred. Profit should be around 10% or more.

Serendipity Taipan You just stumbled upon profitable High Freq. Trading HGB (Andy when you have 50% Cash Back Commissions from a broker like Dukas He! He!)

[renexxxx]

I have made a small update to BasketMirrorEA -- see Post 1.

There is now a LRSlopeEntry (default: 0.10) and LRSlopeExit (default: 0.0) parameter. So, if the equity curve of the control account is sloping up with a slope of at least LRSlopeEntry, BasketMirrorEA will start mirroring the trades. And when the equity curve's slope of the control account drops below LRSlopeExit, BasketMirrorEA will close all its trades and stop mirroring. The default LRLookback time has now been set to 2 hours.

This EA is still highly experimental. The usual warnings for not using this on a live account are in place.

[mobthehop]

Hi Renee

Need to ask for a favour - I am struggling to understand the formula you use for the slope of regression line, your time permitting, could you explain the formula please...

Cheers

[renexxxx]

Hi Renee

Need to ask for a favour - I am struggling to understand the formula you use for the slope of regression line, your time permitting, could you explain the formula please...

Cheers

It is just a linear regression of the last n points. In Excel this is accomplished with the LINEST-function.

Cheers ...

[renexxxx]

For those following this experiment, there is an update to BasketMirrorEA in Post 1. Through simulation -- with the half Mb of datapoints collected so far --, I worked out that the LRLookback of 60, LRSlopeEntry of 0.1 and LRSlopeExit of 0.0 are optimal. Therefore, I've made these values default. My experience with this EA so far is that it won't trade often, but usually comes out on top .... his famous last words....

[forexdj]

Thinking about the equityline slope. Would it make sense that every time the slope is on a downwards move(meaning that account A trades are losing) the EA could be modified to open inverse trades on account B. In this case, we would be in the market always instead of account B sleeping. :youknow: :youknow: :youknow: