Macd Stochastic Fractal MA5/25 Daily Marylin

[Zypip]

yes and let me please share my link again 116% in 4 months version 0.36 I think..
https://www.myfxbook.com/portfolio/1-mt ... mon/606234

P.S. I took all the profits 2 days ago, it looked tot good

Well done mate !

[aSushiRoll]

as Ztp pointed out in hist recent post, 4 months for a D1 trading EA is too short a time to draw any conclusions. I want to run this EA at least for a year, before I make any decision about possibly going live

[Zypip]

as Ztp pointed out in hist recent post, 4 months for a D1 trading EA is too short a time to draw any conclusions. I want to run this EA at least for a year, before I make any decision about possibly going live

Sorry but didnt you say that you took all the profit 2 days ago ? would'nt this imply that you are trading this live ?

[Zypip]

Z

Finally, please see an updated 10,000 iteration Marylin-Random Equity. The orange line represents the actual performance. Indeed, there is room above up to the 5% probability green line. But there is also the danger of the 95% probability red line.

Z

Hey zTB,

Looking at your pdf it seems that the worst case scenario would be the red line. However, this red line is still pointing upwards so I thought profit will be less than what we are experiencing now but still in the positive territory.

[zTB]

as Ztp pointed out in hist recent post, 4 months for a D1 trading EA is too short a time to draw any conclusions. I want to run this EA at least for a year, before I make any decision about possibly going live

I do not think you have drawn the correct conclusion basis what I wrote. I expressed an opinion about the back-test over a period of at least 5 years, including the year 2008 so the test period covers all the common market types.

There is no way a 1 year forward test can be equivalent of a 5 year back-test. Please go over daily historical charts going as far back as available of as many forex pairs as you like, and if you are able to find a single year with enough data points to generate statistically significant number of trades covering all the common market types, please let me know.

Forward tests may be a good way of testing a code, but they have very little practical value evaluating a methodology.

Z

[zTB]

Z

Finally, please see an updated 10,000 iteration Marylin-Random Equity. The orange line represents the actual performance. Indeed, there is room above up to the 5% probability green line. But there is also the danger of the 95% probability red line.

Z

Hey zTB,

Looking at your pdf it seems that the worst case scenario would be the red line. However, this red line is still pointing upwards so I thought profit will be less than what we are experiencing now but still in the positive territory.

There is no "worst case scenario" in Marylin-Random Equity. Neither is there any kind of prediction.

However, what the chart depicts is 10,000 random generation of 453 trades based oh Marylin's performance to date.

The 10,000 iteration are simply a probability map. Please remember, a map is not the territory.

The red line upwards slope starts at trade 1 and ends at trade 453. Please note its level at trade 453 is lower than the actual performance level at trade 349. Therein lies the danger (inherent in all trading, including the yet to be seen Holy Grail trading). This danger is not specific to Marylin.

Therefore, one needs to continually be mindful of the risks, and take all measures to mitigate it.

One of the best ways to enhance returns and thus mitigate risk, in my opinion, is performance based position sizing. Please consider this:

If week 6 onwards in live trading Marylin a most basic performance based position sizing model had been adopted with everything exactly remaining the same, the realized Net Profit to date would have been greater than € 6,000 against the present actual € 3,733.

Therein lies the promise of Marylin.

And I would prefer to concentrate on the promise.

Z

[zTB]

After a devastating loss, I always play very small and try to get black ink, black ink. It's not how much money I make, but just getting my rhythm and confidence back. I shrink my size totally — to a fifth or a tenth of the position that I trade normally. And it works. I think I ended up losing only $57,000 in November 1982, after taking a $600,000 hit on November 4.

Trading is a psychological game. Most people think that they're playing against the market, but the market doesn't care. You're really playing against yourself.

Marty Schwartz

[hardpike]

hi ASUSHIROLL
great performance indeed. congratulations.

can you please share your settings for each par?

thank you very much in advance

regards

[zTB]

hi ASUSHIROLL
great performance indeed. congratulations.

can you please share your settings for each par?

thank you very much in advance

regards

All it is a low probability thing that another person sharing aSushiRoll’s Maryluin setting will be able to replicate the performance, the settings, and the name of the criminal / broker should help in our collective understanding of Marylin, and to make Marylin a better trading system.

Of course, aSushiRoll’s privacy is to be respected, including the right not to disclose, or share, anything.

In fairness to Phil, it must be said Empty4-907238’s performance is real money trading, while aSushiRoll’s is demo; and a ‘Track Record Not Verified’ demo. Nothing against aSushiRoll; but fairness demands things be discussed openly.

Having said the above, it cannot be denied aSushiRoll’s performance metrics are better than Empty4-907238:

• For starters it is trading 14 pairs, not the original optimized 8.
• It’s expectancy is nearly twice as good.
• It’s AR / SD of AR is also better, and in acceptable range.
• It’s periodic distribution of profits more even over period June 2013 to date.

There may be several reason for the above, including luck.

However, the 2 I can figure out are:

1. it’s loss trades, though more than 60% of the total, are fairly contained – the biggest x2 the average profit; Empty4-907238’s is x6; and
2. it’s portfolio correlation is 0.36, against Empty4-907238’s 0.45;
demonstrated in the attached Excel file.

Added: Marylin_aSushiRoll random equity 10,000 simulation.

In conclusion Phil is to be congratulated with designing a trading system which is robust enough to trade a variety of trading instruments under a variety of conditions. And the Empty4 coders thanked for making the system available for all of us. And aSushiRoll thanked for sharing the performance.

Z

[zTB]

@aSushiRoll

It is easy to activate the myfxbook track record verification. Please take your cursor over the mark of interrogation after 'Track Record Not Verified' to find out how.

Z