ElectricSavant's™ Challenge - page 12
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Can you do it?
You can find the expert here with all of it's indicators. The indicators are Keltner Channels, Keltner Channels B and Waddah_Attar_Explosion. Enjoy it !
Thanks much.
What do you do when the "Lily" or whatever EA finally beats "the challenge," then blows up the account the next quarter? Markets change, while EA rules remain the same.... In other words, most EAs thrive on luck.
NO EA can win the challenge in any 6 month segment...
ES
What do you do when the "Lily" or whatever EA finally beats "the challenge," then blows up the account the next quarter? Markets change, while EA rules remain the same.... In other words, most EAs thrive on luck.
then why hold the challenge?
NO EA can win the challenge in any 6 month segment... ES
I was in hopes that someone could prove me wrong...no one has yet.
ES
then why hold the challenge?
ElectricSavant[TM] Ratio indicator update
The previous version suffered from a few bugs in the DD calculations.
This version is better.
ElectricSavant[TM] Ratio indicator
Here's an indicator that shows account performance in terms of the ElectricSavant[TM] Ratio; you give it a start date, and it predicts a yearly ROI, and computes DD from account history. Makes it easy to confirm that your favorite EA easily beats the challenge....
ES, a probable reason for the difficulties in finding worthy 'Challenge' contenders. These Backtests are from an always-in-the-market martingaler (therefore no trading strategies involved) run on all the majors plus EURCHF (the best performer) over the same period of time, Jan '05 -> present. All trades are closed if account drawdown exceeds 5%, or the series hits its profit target. As should be clear, maximium account balances occur within a month or so of each other, after which, it's all down-hill fro there...
All this has convinced that market conditions for the last year bear no resemblance whatever to those that existed in the previous seven. What I would really like is for someone to prove to me I'm wrong, otherwise future prospects seem pretty depressing...
For the record, the scalper demo results I posted a while ago (backtest PF >2 for ALL pairs, over 8 for EURCHF) has just given back all it had gained due to the latest pickup in volatility!
meanwhile the pickup in volatility has made some strategies i've had that were unprofitable back in 05 and 06 now profitable. You just have to roll with the punches and keep building and rebuilding EA's and ideas. Testing and re-testing. It's a full-time job.