Basket Trading BALUDA'S CSS Crossovers

[acostafulano]

Thanks for your comments TJF. I am in fact trading similar versions of your setfiles but with unlimited trades, but importantly, with a more or less $200 basket SL, (which is where I take the hit).

I posted myfxbook links a while ago.

Let's see how they go moving forward. I will ttry adding some "limited" setups as well for comparison's sake

Diego

Hello TJF,
Diego

If you used the M5H1D1 set I posted or the H1D1 set that Pooler posted as a reference and then test unlimited trades against that in the way you describe with a basket SL then that would be a really interesting comparisson...

[Gertje]

With the expected drawdown building since Friday

My VPS-provider [not a FX related one] had me into a fit after changing to a different serverpark last week.
Not being able to login, crashes and what more stopped the EA more than once since the the 3th of november.

I already said goodbye to my cent-account after DD reached over 70% and not being able to intervene.....

To my surprise however, the EA closed over 1.000 positions with together more than 200 full lots at the given TP. Because of the sheer amount of trades it took a while to close all and I ended with a 1,3% loss which I was more than happy with.

I stopped the EA from working since, and will restart monday again.

[syberiapoya]

For me, the Original H1D1 set made 17% in 2 weeks. But this week after the elections results, it went into a 30% drawdown & right now the drawdown is 70%.
This week I started using the M5H1D1 set too. At first it made 3%, but after the election results it went into a 30% drawdown. But it did recover & right now the drawdown is at 6% (at one point it was 1%).

[trader689]

I don't understand why people are testing during such massive 'black swan' event as the US election and reporting huge losses which are skewing results data.

IMHO nobody really should be testing in advance of known massive unpredictable volatility. This is where discretion as Steve always advises should come in and the semi-automated nature of 'fully automated' trading should be exercised.

my $0.02 not trying to offend just airing

[Zennor]

I don't understand why people are testing during such massive 'black swan' event as the US election and reporting huge losses which are skewing results data.

IMHO nobody really should be testing in advance of known massive unpredictable volatility. This is where discretion as Steve always advises should come in and the semi-automated nature of 'fully automated' trading should be exercised.

my $0.02 not trying to offend just airing

Trader the answer to your question is a very simple one. We are testing on Demo accounts and it is good to know the robustness of a system. Because not all Black Swan events are known, it is good to have an idea of how an EA behaves in such events.

I kept all my EA's open and it was actually the reduction of the margin which caused all the problems not the market moves. So I learnt that if the broker warns me of a margin reduction switch the EA's off until normal service resumes.. Lesson learnt which is why I left the EA's running on a demo.. :hi:

[Pooler2]

Hi Trader689,

I got caught badly with the GBP flash crash on 7 Oct with a scalper EA because I wasn't properly protected--which is why I wanted to test anything I mean to use on a live account against an extreme event (like these elections) to see if it could survive--and this EA did.

Which means it is extremely robust. Maybe I was just lucky? But I will now be able to trade this EA live with far more confidence than I had on Monday before the election.

If it was live I would have switched it off on Friday...as I did with other EA's on my live account

Just closed 18th basket @ 18H16
basket value $163.36
Balance from $9081.48--$9219.59

Sorry Trader 689, Didn't mean to jump on the "bandwagon"...answered before I saw Zennors reply. Actually just wanted to post results

[Pooler2]

Closed 19th basket at 19h52. 8 trading days. Balance from $9219.59 to $9361.64--this is fun
Basket value $142.05 (Zennor, Mathias, TJF--why am I getting these TP amounts that differ so much?)
1,5% of prev. balance of 9219.59 should be $138.29. Previous basket value $163.36?

Once again--not a complaint by any means...just that the maths isn't computing. :youknow:

Apologies if this has been covered before somewhere else

[MathiasJ]

Closed 19th basket at 19h52. 8 trading days. Balance from $9219.59 to $9361.64--this is fun
Basket value $142.05 (Zennor, Mathias, TJF--why am I getting these TP amounts that differ so much?)
1,5% of prev. balance of 9219.59 should be $138.29. Previous basket value $163.36?

Once again--not a complaint by any means...just that the maths isn't computing. :youknow:

Apologies if this has been covered before somewhere else

Hi!
One reason could be that the pairs are moving during the time all trades are closed.
It depends on how long time it took until all trades were closed.
What version of the EA did you run on?

Do you use any ExitCriteria for individual trades etc. ?
BR
Mathias

[Pooler2]

Hi Mathias,

Thanks for the quick response....makes sense

Unfortunately, I'm going to show my ignorance here. Myself and TJF have been communicating with regard to other EA's and strategies and he directed me to this thread and sent me the EA's and set files to use. Your EA is a masterly work of art but its a bit daunting due to the number of settings available and he has been great in giving assistance. I only started posting because he requested anyone with good post election results to do so. I've started paying far more attention to this EA/thread and strategy when it started to perform like it did....now I'm a believer (Apologies Neil Diamond)

The settings are all his as per the H1D1GTF set file I posted yesterday. The EA I'm using is the MADDY_CSS_HGI_Trader5.23Draft_GMT. I've attached a copy ( Effluviens)

[MathiasJ]

Hi Mathias,

Thanks for the quick response....makes sense

Unfortunately, I'm going to show my ignorance here. Myself and TJF have been communicating with regard to other EA's and strategies and he directed me to this thread and sent me the EA's and set files to use. Your EA is a masterly work of art but its a bit daunting due to the number of settings available and he has been great in giving assistance. I only started posting because he requested anyone with good post election results to do so. I've started paying far more attention to this EA/thread and strategy when it started to perform like it did....now I'm a believer (Apologies Neil Diamond)

The settings are all his as per the H1D1GTF set file I posted yesterday. The EA I'm using is the MADDY_CSS_HGI_Trader5.23Draft_GMT. I've attached a copy ( Effluviens)

Hi!

I will create a simpler version of the EA sooner or later.
I hope you can cope with all settings in the meantime.
If we all can agree on what is needed for this strategy
then I can create a simplified version quite soon.
Br
Mathias