V1andV2 Hedged EA: Beautiful Equity Curve - page 22
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I will do so as soon as the V1andV2MiniNew is created.
Very interesting thread. I just stumbled on it today.
But because there are so many versions, and revisions, maybe the starter of the thread or any mods here can transfer all UPDATED versions on page 1. And make some short comments on it.
Just a thought.
I think I have figure out why I've got no test result so far. It was caused by the parameters was not set correctly.
Now, how to set the parameters correctly would be the next challenge.
Anybody willing to explain how to?
The information posted by Gbolla was helpful but I still unable to set the optimum parameters.
Will do some testing on EURUSD
JacK
Hi ladies and gentleman, in attach fix version with a new features.
1) "Pips_Shift": now we can decide if we need a shift of TakeProfit and Distance between two orders for cover better long trend. If you choose 0 don't use shift.(es.: TakeProfit=10 and D=10.......if we use Pips_Shift=1, second order will be TP=11 and D=11, third TP=12 and D=12...and so on)
2) Fix: fix the problem about close open buy order at swith on the EA.
Guys, I have made my job.......now you made yours......hard optimization and backtest!!!
Good luck
Ciao
Bolla
....I think that an anti-martingale strategy would be more appropriate. That is, you increase your lots after a win and not a loss.
...I've been reading these martingale threads thinking that an anti-martingale strategy might be complementary to the martingales, in a portfolio.
In theory the anti-martingale would do well in trends, and do a better job of truly hedging the martingale positions.
In this scenario I think the challenge would be to scale the anti-martingale so it's not eating too much margin at just the time that the martingale positions are in deep drawdown. The max lotsize of the anti-martingale EA would need to be in a sort of equilibrium with the open drawdown of the martingale.
The idea of just bailing out of too-deep martingale drawdowns mentioned by Davidke in the 10 Points 3 thread probably has an important place in this scenario as well.
In other words: hedged anti-martingale + hedged martingale w/ stoploss in the same account.
With trade dependency sequence analysis you can analyze trade dependency and create a call to a calculation that will modify your position on the fly. For example, if the system is analyzed to create a sequence of three consecutive wins and then followed by four consecutive losses -- you have a calculation basis on how and where to dynamically modify (trade to trade) position size. It's called positive and negative dependency. It's a moving target but that is dynamic also.
http://72.14.253.104/search?q=cache:fyuN5tx6e_oJ:www.adaptrade.com/Articles/article-ps.htm+www.adaptrade.com/+antimartingale&hl=en&ct=clnk&cd=2&gl=us
http://www.adaptrade.com/depend.htm
http://www.adaptrade.com/Articles/article-dep.htm
- - - -
A proprietary anti-martingale EA that I've seen makes me think that more primitive methods of exploiting positive dependency are also useable.
I think the main factor for the anti-martingale is getting enough positive expectancy in the entry/exit logic to get the geometric equity growth to fully hedge the martingale (while working with lotsizes that complement the martingale).
It is indeed "a moving target."
Hi ladies and gentleman, in attach fix version with a new features.
1) "Pips_Shift": now we can decide if we need a shift of TakeProfit and Distance between two orders for cover better long trend. If you choose 0 don't use shift.(es.: TakeProfit=10 and D=10.......if we use Pips_Shift=1, second order will be TP=11 and D=11, third TP=12 and D=12...and so on)
2) Fix: fix the problem about close open buy order at swith on the EA.
Guys, I have made my job.......now you made yours......hard optimization and backtest!!!
Good luck
Ciao
BollaI've backtested and backtested and for some reason groups of trades are not being closed resulting in a margin call...
Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2005.01.03 00:00 - 2007.05.03 03:45 (2005.01.01 - 2007.05.08)
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters Name_Expert="V1+V2"; TakeProfitLong=45; TakeProfitShort=45; DLong=20; DShort=20; TrailingStopLong=0; TrailingStopShort=0; Balance=10000; Pct_Lot=3; Pct_Equity=5; Pips_ShiftL=1; Pips_ShiftS=1; Indicator=""; H_level=0; L_level=0; MultiplierL=2; MultiplierS=1.5; Slippage=3; UseSound=false; NameFileSound="alert.wav";
This EA does not trade on my live account, why?
Hi ladies and gentleman, in attach fix version with a new features.
1) "Pips_Shift": now we can decide if we need a shift of TakeProfit and Distance between two orders for cover better long trend. If you choose 0 don't use shift.(es.: TakeProfit=10 and D=10.......if we use Pips_Shift=1, second order will be TP=11 and D=11, third TP=12 and D=12...and so on)
2) Fix: fix the problem about close open buy order at swith on the EA.
Guys, I have made my job.......now you made yours......hard optimization and backtest!!!
Good luck
Ciao
BollaIf you change the first line in function "closeAllOrders" to be
[/PHP]
instead of
[PHP]for(int x=0;x<OrdersTotal();x++)
as it currently is, then the EA will be more diligent when closing orders.
If you change the first line in function "closeAllOrders" to be
[/PHP]
instead of
[PHP]for(int x=0;x<OrdersTotal();x++)
good catch... i was looking through the trailing stop but i couldn't find it...
You know else would be nice... If we could trade only during a certain time window!!... When the market is least volatile and in order to avoid news releases...
Parachute
Guys, first of all many thanks to anyone who is giving contribute to this couse.
As everybody can easily verify, this EA is a cash-cow machine as long as the "balance" of its range-work is not broken.
Then what you can experience is either just a few hours/days suffering with big negative floating or even the account smashed to zero.
Therefore the first interest we should pursue, is to re-balance the system, in other words, to close all the pending positions and re-start it.
Now the simplest way to get this, is to set a stop loss of course.
But what about to find for this EA a MATE able to catch big directional moves and stick to it? As stand-alone EA it (the MATE) doesn't need to be so profitable, it could even pay some losses, we would consider it our parachute which help us to re-start the cash-cow.
Does it worth ?
ciao