Basket Trading BALUDA'S CSS Crossovers

syberiapoya · Post by **syberiapoya** » Thu Nov 10, 2016 8:42 pm

The M5H1D1 (with GMT) set file has completely recovered from the drawdown & actually closed 3 more baskets (0.5%).

Post by **TraderJoeForex** » Fri Nov 11, 2016 1:20 am

syberiapoya » Thu Nov 10, 2016 8:42 pm wrote:The M5H1D1 (with GMT) set file has completely recovered from the drawdown & actually closed 3 more baskets (0.5%).

Good to hear ..

Post by **TraderJoeForex** » Fri Nov 11, 2016 1:24 am

Gertje » Thu Nov 10, 2016 1:14 pm wrote:

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.

.. what an awesome ending to the story!

Post by **TraderJoeForex** » Fri Nov 11, 2016 1:32 am

TraderJoeForex » Wed Nov 09, 2016 7:42 pm wrote:Thanks for sharing

I am setting up a new test for this version of H1D1 vs M5H1D1 and also H4W1 vs M15H4W1. It will be good to know whether the 3rd timeframe actually makes any difference or not and once that is settled I also want to look at the range of diff and delta values for the lower timeframe trigger.

Results for last 36hours.. (test started New York Session Wednesday following the election result). I will post individually with the drawdown figures for each set tomorrow night but what's interesting so far is that the 2 timeframe sets are just ahead of the 3 timeframe sets in terms of profit:

Magic 1: H1D1
Magic 2: M5H1D1
Magic 3: H4W1
Magic 4: M15H4W1

This is the opposite of what one might expect but kinda does makes sense as the lowest timeframe filter actually ends up delaying and missing entries compared with just entering with the two timeframes above (after all it is a filter). This begs the question of whether a single (higher) timeframe set would be just as good as with the lower timeframe filter. Will have to try this next week adding just a D1 set and a W1 set (still keeping the Global Trend Filter of course).

There is quite a difference in the total lot size traded in favor of the 3 timeframe sets though.. approximately 50% from a margin point of view.. which may be more desirable than the extra squeeze of profit.. unless the volume is counting towards a free VPS in which case the extra trades may be welcomed!

Post by **TraderJoeForex** » Fri Nov 11, 2016 11:12 pm

TraderJoeForex » Fri Nov 11, 2016 1:32 am wrote:
Results for last 36hours.. (test started New York Session Wednesday following the election result). I will post individually with the drawdown figures for each set tomorrow night but what's interesting so far is that the 2 timeframe sets are just ahead of the 3 timeframe sets in terms of profit:

Magic 1: H1D1
Magic 2: M5H1D1
Magic 3: H4W1
Magic 4: M15H4W1

Ok.. so ignore what I posted above because it's all changed in the past 24hours

The 3 timeframe sets come out on top looking at all the data now and the drawdown is much lower than with the 2 timeframe sets. More profit, lower drawdown and lower margin requirements so can't argue with that.

I should also note that I reduced the number of pairs to just 15 for this test .. I have binned all the NZD pairs as well as the CHF pairs.

I will be putting this M5H1D1 (15pair) set on a small live account next week and this will be the reference point for me to try and beat with continued testing of various further options. I plan to turn the EA off every Friday during the day and manually bring any remaining positions to a close or hedge so I don't carry any risk over weekends.

qvintus · Post by **qvintus** » Fri Nov 11, 2016 11:21 pm

Hi. This is my weekly results with TJFs M5H1D1 setfile on a GlobalPrime demo. Only changed the magic number. No manual intervention even under the election.

Closed.PNG

Open.PNG

Post by **TraderJoeForex** » Fri Nov 11, 2016 11:27 pm

qvintus » Fri Nov 11, 2016 11:21 pm wrote:Hi. This is my weekly results with TJFs M5H1D1 setfile on a GlobalPrime demo. Only changed the magic number. No manual intervention even under the election.

Thanks for testing

Post by **TraderJoeForex** » Sat Nov 12, 2016 12:00 am

Just realized there were a couple of omissions in that live set file I just posted. I have now corrected and reuploaded so sorry to the 1st person that downloaded it. Please download again!

Wishing everyone a great weekend.

MathiasJ · Post by **MathiasJ** » Sat Nov 12, 2016 10:27 am

Hi All!
Now there is a new version of the EA available.
And you also have a simplified version that focus on the strategies in this thread!
Enjoy!

BR
Mathias

Post by **TraderJoeForex** » Sat Nov 12, 2016 11:24 am

MathiasJ » Sat Nov 12, 2016 10:27 am wrote:Hi All!
Now there is a new version of the EA available.
And you also have a simplified version that focus on the strategies in this thread!
Enjoy!
BR
Mathias

Brilliant, thank you so much.