EAs as part of portfolio set - page 4
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Please find updated statements for all the portfolio sets.
All statements were updated.
Statements for all portfolio were updated.
Just to inform that I am testing portfolio sets posted on the first post of this thread (EAs, settings, monthly results) https://www.mql5.com/en/forum
Statements for all portfolio were updated. Just to inform that I am testing portfolio sets posted on the first post of this thread (EAs, settings, monthly results) https://www.mql5.com/en/forum
I feel that this week will be very good for almost all postfolio EAs. See the images attached.
Statements for all portfolio were updated. Just to inform that I am testing portfolio sets posted on the first post of this thread (EAs, settings, monthly results) https://www.mql5.com/en/forum
Please find updated statements for all portfolio sets.
And I updated portfolio monthly rsults on the post #1.
Edited: statements were updated (by 20th of january 2007).
Statements for all portfolio were updated. Just to inform that I am testing portfolio sets posted on the first post of this thread (EAs, settings, monthly results) https://www.mql5.com/en/forum
Statements updated.
Statements were updated.
Risk managed portfolio
Hi all,
I have just done some analysis of the systems that have been tested over time here, and reviewed those that have the best risk management as demonstrated by potential drawdown vs gains over the time that they have been live traded. Three systems stand out from this group and appear to be very well suited to being traded as a portfolio:
MA Channel - USD/CHF only
Daytrading 3tf - EUR/USD only
Step EAs - Step MA Expert v 1.45 - GBP/USD only
Given the extraordinary win vs loss record of Daytrading 3tf, I would trade it with a weighting of 5 times the value per pip of the other 2 systems.
Here are the combined weekly pips for all 3 systems run at once for the 36 weeks that they have all been operational (with 5 x pip count for Daytrading 3tf)
Week Weeks with all systems traded concurrently
Pips
0 0
1 462
2 275
3 0
4 300
5 0
6 715
7 0
8 -49
9 7
10 421
11 41
12 272
13 408
14 -156
15 -4
16 -177
17 88
18 59
19 97
20 -100
21 419
22 162
23 90
24 312
25 -87
26 3
27 270
28 341
29 -93
30 60
31 21
32 24
33 146
34 78
35 -180
36 176
Total 4401 pips
An average of 122 pips per week
If traded at $5 per weighted pip (without increasing as the account value increases) on a 10k account this would result in a total gain of $22,005 in a year with max drawdown at the end of any week at -$900, and a max total drawdown from consecutive weekly losses of -$1685.
Really not bad at all....now I just have to wade through all the info on this forum to extract these systems, and get the correct setup for only these pairs. I imagine that could take a while.
I'd be interested to hear of anyone else's experiences with these systems.
Cheers,
Matt
Good evaluation. Thanks.
But there is some ... limitation let's say.
MA Channel is doing good for Alpari rus, North Finence and Fibo Group broker witgh default settings (USD/CHF). It is necessary to change the settings to use it with IBFX for example.
Daytrading 3tf. The same with MA Channel. Because the data of NF, Alpari rus and Fibo Group broker are too different from IBFX.
Step MA Expert v 1.45. The same thing. This EA is very sensitive with broker's data.
Thus, it is necessary to correct the settings of those EAs to use it with particular broker. Little correction may be fine.
Just my experiance.
Brokers
Thanks for your feedback New Digital, much appreciated.
To further complicate matters, my broker is ODL Securities. I may try to get the systems operating on their data, and forward test in a demo account for a while before deciding if it is tracking similarly for results with your own testing.
Could you please advise me the variable parameter settings used in each of the forward tested systems so that I can duplicate them as a starting point.
Thanks,
Matt