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reducing drawdown/counter trend confirmation filters
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Author:  Dewey McG [ Wed Nov 28, 2012 5:29 pm ]
Post subject:  reducing drawdown/counter trend confirmation filters
I think my brain is getting fried trying to work on this one:

I have a strategy I have been trying to tweak that shows great potential. Doing a quick EA backtest it takes a 10k account to almost 60k in 4 years using just 2% risk per trade. The problem is drawdown--over 40%! Not something I can stomach.

It's a counter-trend system so any trend confirmation signal won't help. Before I go back to the drawing board, I thought I would just throw this out there and do some brain-storming

Are there any indicators etc. you like using that would help confirm a change in price is about to take place?
Author:  Dewey McG [ Wed Nov 28, 2012 6:36 pm ]
Post subject:  Re: reducing drawdown/counter trend confirmation filters
10k to 68k.jpg


There is the equity graph--from 10k to about 68k, so you can see why I am still working on this.
Author:  monkeh [ Thu Nov 29, 2012 10:22 am ]
Post subject:  Re: reducing drawdown/counter trend confirmation filters
Dewey McG wrote:
10k to 68k.jpg


There is the equity graph--from 10k to about 68k, so you can see why I am still working on this.
Hi Dewey,

i would suggest to test your strategy on tick data first!
i have a strategy which takes 100.000 into 65million in few years, but only returs few bucks with tick data.
And its not a scalping strategy i tested on.
ITS CRAP Empty4.
Author:  Carioca [ Mon Dec 03, 2012 12:43 am ]
Post subject:  Re: reducing drawdown/counter trend confirmation filters
monkeh wrote:
Dewey McG wrote:
10k to 68k.jpg


There is the equity graph--from 10k to about 68k, so you can see why I am still working on this.
Hi Dewey,

i would suggest to test your strategy on tick data first!
i have a strategy which takes 100.000 into 65million in few years, but only returs few bucks with tick data.
And its not a scalping strategy i tested on.
ITS CRAP Empty4.
If the EA open trades when opening and closing of candles results he posted and not so unreal.

If EA can open trades every tick so surely this result and wrong, because everything that happened in a minute would generate unreal backtesting totally wrong.

Carioca
Author:  AnotherBrian [ Fri Dec 14, 2012 10:05 pm ]
Post subject:  Re: reducing drawdown/counter trend confirmation filters
run it on a demo and see what it does.
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