illiquid » 31 Dec 2016 10:50 wrote:Thanks for the update, TJF!

I am testing some setfiles without basket exit and there are the same problems: lots of small losses and some bigger winners. Many times the basket is up 20% and more, but I didn't find a way to bank in the gains. With exits like HGI or Didi it's nice that the losses are small, but also I give back too many pips. Well, that's the basic problem with trend following. Maybe the ATR-based tightening stop feature is a way to go, but I need more time and tweaking for this approach.
Looking at the equity curves it seems the best way would be some trailing stop for the whole basket. Something like the ATR-based tightening stop, but instead of ATR% using basketgain%. What do you think about this?

A HAPPY NEW YEAR TO ALL MEMBERS!!!

Illiquid

MathiasJ wrote:Hi!
Trailing for baskets is on its way
BR
Mathias

TraderJoeForex » Fri Dec 30, 2016 11:49 pm wrote:
Quick update ahead of next week ... In my continued testing to address some of the weaknesses from my M5H1D1 set the one with most potential also seems to be the one of the most simple.

Here instead of using three timeframes for diff and delta I just use the most important one .. D1.
I still keep the Global Trend Filter on H1 too. This seems to get into trades a bit quicker and close baskets a bit quicker on average so far.

I tried this setup with a non basket approach some time ago (http://www.stevehopwoodforex.com/phpBB3 ... 03#p149403) but lots of small losses wipe out the bigger gains. I am still experimenting with this non basket set using H1 HGI trend arrows for entry and M15 for exit to refine further but have not really made a great deal of progress no thanks to the sleepy market at this time of year. So I also decided to try a less is more approach with a basket too and here is this new set below:

In the past 10 days it has banked a fair bit more than M5H1D1 +8.2% magic 3 vs +5.3% magic 1 (...although drawdown has been proportionately higher too so it's not a clear advantage yet).

I am attaching here for those that may wish to test .. I would like to see what happens with different Global Trend Filter delta settings since this is something I have not really got as far as tweaking yet.

This is definitely NOT for a live account yet. Just because it has shown promise for me in the past 10days is no indication of how it will perform once some volatility comes back into play in January. Hopefully very well but we need to test more and see.

illiquid » Sat Dec 31, 2016 8:50 am wrote:Thanks for the update, TJF!

I am testing some setfiles without basket exit and there are the same problems: lots of small losses and some bigger winners. Many times the basket is up 20% and more, but I didn't find a way to bank in the gains. With exits like HGI or Didi it's nice that the losses are small, but also I give back too many pips. Well, that's the basic problem with trend following. Maybe the ATR-based tightening stop feature is a way to go, but I need more time and tweaking for this approach.
Looking at the equity curves it seems the best way would be some trailing stop for the whole basket. Something like the ATR-based tightening stop, but instead of ATR% using basketgain%. What do you think about this?

A HAPPY NEW YEAR TO ALL MEMBERS!!!

Illiquid

TraderJoeForex » 02 Jan 2017, 09:25 wrote:
sorry.. just realized I still had the GTF exit activated on this set file. The 5 peeps that already downloaded will need to turn that off or use this one. Now corrected in original post too.

WorldsEnd » Mon Jan 02, 2017 7:53 pm wrote:
TJ, thanks a lot for the .set file! Are you still using Mathias simplified version of his dashboard EA? Or are you back to the normal one?