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Brakeout of the monday's night
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3224		 Page 6 of 9
Author:  michalkraus [ Mon Nov 04, 2013 7:07 pm ]
Post subject:  Re: Brakeout of the monday's night
[/quote]
Hi Gary

I have to write first the module of "fake" trades to run calculation of MA during "no trade" period.

What do you think about run normal trade 0.1 lot and decrease to 0.01 lot when 6 weeks unprofitable. It's easy to do and should give about same result ?[/quote]

Hey Philip, when would you increase the lot size, after 6weeks in profit? I dont think this the way, or do your test say opposite?

Michal
Author:  phil_trade [ Mon Nov 04, 2013 10:26 pm ]
Post subject:  Re: Brakeout of the monday's night
Hey Philip, when would you increase the lot size, after 6weeks in profit? I dont think this the way, or do your test say opposite?

Michal
Hi Michal

After some tests, I realize that it's not a good way to do. This strategy don't send bad trade in a row during DD period, but a ratio of bad/good trades.

When it's in profit, the bad/good ratio is positive and negative when in losses. If you attempt to lower lot when in losses, you also lower potential good trades, then reactivate trading when new bad trades may come etc

I have focused on this very bad period 05/2010 to 12/2010 and have found a SL management to avoid this. For EURJPY, this module return a flat equity instead of DD for 05/2010 -> 12/2010 and profit on other period. I'm back testing other pairs and hope tomorrow, we will have a robust strategy !

cheers

Philippe
Author:  michalkraus [ Tue Nov 05, 2013 12:07 pm ]
Post subject:  Re: Brakeout of the monday's night
phil_trade wrote:
Hey Philip, when would you increase the lot size, after 6weeks in profit? I dont think this the way, or do your test say opposite?

Michal
Hi Michal

After some tests, I realize that it's not a good way to do. This strategy don't send bad trade in a row during DD period, but a ratio of bad/good trades.

When it's in profit, the bad/good ratio is positive and negative when in losses. If you attempt to lower lot when in losses, you also lower potential good trades, then reactivate trading when new bad trades may come etc

I have focused on this very bad period 05/2010 to 12/2010 and have found a SL management to avoid this. For EURJPY, this module return a flat equity instead of DD for 05/2010 -> 12/2010 and profit on other period. I'm back testing other pairs and hope tomorrow, we will have a robust strategy !

cheers

Philippe
Great to hear that Phill, cant wait to test it. thx for all your effort
Author:  michalkraus [ Wed Nov 06, 2013 1:59 pm ]
Post subject:  Re: Brakeout of the monday's night
Hello Phillip, how is it going? do you need any help?
Author:  phil_trade [ Wed Nov 06, 2013 2:07 pm ]
Post subject:  Re: Brakeout of the monday's night
michalkraus wrote:Hello Phillip, how is it going? do you need any help?
Still debugging the logic to get less drawdown.
Author:  michalkraus [ Wed Nov 06, 2013 2:33 pm ]
Post subject:  Re: Brakeout of the monday's night
phil_trade wrote:
michalkraus wrote:Hello Phillip, how is it going? do you need any help?
Still debugging the logic to get less drawdown.
your determination is admirable. :-)
Author:  phil_trade [ Thu Nov 07, 2013 7:14 am ]
Post subject:  Re: Brakeout of the monday's night
michalkraus wrote:
phil_trade wrote:
michalkraus wrote:Hello Phillip, how is it going? do you need any help?
Still debugging the logic to get less drawdown.
your determination is admirable. :-)
Hello Michal

After downloading M1 data from 10/2013, I run my forward FT test on it, and found for EURJPY only losses :( I was sure that we need to fight drawdown !

How was your manual trades on 10/2013 for EURJPY ?

Could you provide examples and pictures please ?

cheers

Philippe
Author:  michalkraus [ Thu Nov 07, 2013 8:20 am ]
Post subject:  Re: Brakeout of the monday's night
phil_trade wrote:
michalkraus wrote:
phil_trade wrote:
michalkraus wrote:Hello Phillip, how is it going? do you need any help?
Still debugging the logic to get less drawdown.
your determination is admirable. :-)
Hello Michal

After downloading M1 data from 10/2013, I run my forward FT test on it, and found for EURJPY only losses :( I was sure that we need to fight drawdown !

How was your manual trades on 10/2013 for EURJPY ?

Could you provide examples and pictures please ?

cheers

Philippe

Hey Phil, it was a flat month for me, but I was experimenting with MM. I noticed it also depence on broker, if it fills gaps or not. I wouldnt really worry about one pair, since other once can compensate the loss.

http://screencast.com/t/oh9c24sgc
http://screencast.com/t/WVggm8Ug
http://screencast.com/t/i15y9lfwX
http://screencast.com/t/5KoYoiG3v
http://screencast.com/t/FKbzXOHbQtJ3
Author:  michalkraus [ Thu Nov 07, 2013 8:36 am ]
Post subject:  Re: Brakeout of the monday's night
Phil I got an idea, try to test the same conditions, but just dont count the first one hour candle of the week, so the zone will be created by the second candle of the week and last candle before london session starts. I think we can avoid the first large candle, i hope this could help....
Author:  phil_trade [ Thu Nov 07, 2013 8:57 am ]
Post subject:  Re: Brakeout of the monday's night
michalkraus wrote:Phil I got an idea, try to test the same conditions, but just dont count the first one hour candle of the week, so the zone will be created by the second candle of the week and last candle before london session starts. I think we can avoid the first large candle, i hope this could help....
I'm in V4...so already tested this. I have a bunch of parameters now :lol:

The fact is that this strategy has a good potential, but from time to time, can add loss after loss that could blow up your account, specially with so much JPY pairs.

So I'm trying a lot of MM module, filters etc to obtain a smooth result.

cheers

Philippe
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