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Author Topic: FX Autotrader Elite  (Read 144096 times)

Offline diyforexskills

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Re: FX Autotrader Elite
« Reply #480 on: December 16, 2019, 07:55:34 AM »
Another good week for this KISS strategy which was optimised for JulAug 2019 and has been running since 10 Sep. Due for re-optimisation next weekend but if this performance keeps up, may not need to do so.
Looks like there will be $110 loss coming up from one of the open trades. That still leaves this strategy highly profitable till now.

That was back on 26 October. But by now, this strategy is failing and needs to be re-optimised (of course we had the UK election effect on Friday but apart from that performance was obviously lagging); which I will do for the period October to mid December, so 2.5 months. And then let it run again until it starts failing again.

Since the first optimisation for this KISS strategy was JulAug, and I ran the forward test from Sep to mid-Dec, I did the re-optimisation for that same period so that it is now optimised over the last available data; and no OOS sample period of course.

The results:

1. The actual forward test on demo from Sep to mid-Dec was far, far better than the BT over that same period!!!

2. In the re-optimisation, I have added an ADX filter which makes a huge improvement to both the BT and the re-optimization BT.

The re-optimised set file is now running on the forward test after manually closing the 4 trades of the original set file at a loss of around $200. So let's see how long this new set file remains profitable.
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Offline diyforexskills

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Re: FX Autotrader Elite
« Reply #481 on: December 19, 2019, 12:25:54 AM »
Re-Optimised KISS Strategy and Exit Edge version

The re-optimised set file has had 100% winners (27) so far and is slowly recovering the lost ground from the DD.

I have also applied this strategy to the new Autotrader with the Exit Edge feature and started trading that yesterday. Two wins so far. Based on BTs, this version shows twice the profit and with a smaller DD.

These optimisations were done over Sep to Dec, a time during which the EURUSD exhibited very small Daily ranges. So if we get back to more normal conditions next year, we may have to re-optimise again in say Feb. Let's see. All TP, SL and BEs are ATR-based so the strategies may last a bit longer even as market volatility picks up.

(The purpose of this tests is to see whether we can keep a strategy profitable by frequent re-optimising over short (most recent) periods. Optimising a simple strategy over short periods is fast and easy so not a big burden. With the Zephir strategy on the other hand, I optimised over 19 year periods using 4 alternate entry conditions and four different ATR zones (an exhausting task) hoping to "never" have to re-optimise again. The jury is still out - seems to work for at least four pairs but not for others. With the MACD portfolio, I have adopted a middle ground, optimising over 10 months and expecting to re-optimise six monthly).
« Last Edit: December 19, 2019, 12:29:18 AM by diyforexskills »
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Offline diyforexskills

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Re: FX Autotrader Elite
« Reply #482 on: December 31, 2019, 06:04:17 AM »
Re-Optimised KISS Strategy and Exit Edge version

The re-optimised set file has had 100% winners (27) so far and is slowly recovering the lost ground from the DD.

I have also applied this strategy to the new Autotrader with the Exit Edge feature and started trading that yesterday. Two wins so far. Based on BTs, this version shows twice the profit and with a smaller DD.

These optimisations were done over Sep to Dec, a time during which the EURUSD exhibited very small Daily ranges. So if we get back to more normal conditions next year, we may have to re-optimise again in say Feb. Let's see. All TP, SL and BEs are ATR-based so the strategies may last a bit longer even as market volatility picks up.

(The purpose of this tests is to see whether we can keep a strategy profitable by frequent re-optimising over short (most recent) periods. Optimising a simple strategy over short periods is fast and easy so not a big burden. With the Zephir strategy on the other hand, I optimised over 19 year periods using 4 alternate entry conditions and four different ATR zones (an exhausting task) hoping to "never" have to re-optimise again. The jury is still out - seems to work for at least four pairs but not for others. With the MACD portfolio, I have adopted a middle ground, optimising over 10 months and expecting to re-optimise six monthly).

Re-optimised set file was doing OK, apart from around Christmas, specifically 27 Dec - always best to switch off before the silly season; another reminder.
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Offline diyforexskills

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Re: FX Autotrader Elite
« Reply #483 on: January 07, 2020, 06:42:11 AM »
MACD Portfolio - time for some harvesting

A nice finish to the week - equity-wise we are now 10% up and we have secured $665 in profit.

We currently have 111 open orders with only 8 of them in loss. So on Monday I will do some harvesting; ie close the large negative trades and a series of positive trades which are close to their TP levels looking for say an overall net gain of $20 or so.

In the future my intention is to add the Close Minus by Plus EA https://www.mql5.com/en/market/product/2825#!tab=tab_p_overview , to automate this process. But first I want to monitor things for a while, with the occasional manual action, in order to decide what might be the best settings for that EA. ie at what level in loss, max number of trades to use to offset the loss, and what minimum net profit level to aim for.

The harvesting is done and the USDCAD is now all clear to start a new sequence. And several EU, GU and EA winning trades were closed to offset the losses from USDCAD. For a net gain of some $15. So now we have only 88 open orders with just three losing CADJPY trades to keep an eye on. All the others are in profit.

MACD Portfolio Update

This portfolio took a 10% hit with the UK election results (GJ, GU and EJ). And has been struggling over the Christmas period after a spectacular start in October. Have now implemented the CloseMinusbyPlus EA to deal with the portfolio as a whole in an attempt to deliver a smoother profit curve; and added a HedgeBot EA so that a currency pair is hedged when it reaches a $200 DD rather than just doing a CloseAll at -$300 as we did in December for GU, GJ and EJ. When a hedge is put in place, I will deal with it manually in order to minimise any losses.

The settings for CloseMinusbyPlus is a bit of trial and error - currently set to close a losing trade at -$8 using a maximum of 4 profitable trades. All trades are 0.01 lot, so -$8 is about 80 pips in loss. We usually have around 100 open positions at any one time but there will be times when there are not enough profitable trades to offset an $8 losing trade. In which case the losing trade may rebound into profit or end up being closed after 12 days or closed by the longterm MACD exit.
Information and product page - http://www.diyforexskills.com/forex-tools/




Offline diyforexskills

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Re: FX Autotrader Elite
« Reply #484 on: January 09, 2020, 06:10:18 AM »
Re-Optimised KISS Strategy and Exit Edge version

The re-optimised set file has had 100% winners (27) so far and is slowly recovering the lost ground from the DD.

I have also applied this strategy to the new Autotrader with the Exit Edge feature and started trading that yesterday. Two wins so far. Based on BTs, this version shows twice the profit and with a smaller DD.

These optimisations were done over Sep to Dec, a time during which the EURUSD exhibited very small Daily ranges. So if we get back to more normal conditions next year, we may have to re-optimise again in say Feb. Let's see. All TP, SL and BEs are ATR-based so the strategies may last a bit longer even as market volatility picks up.

(The purpose of this tests is to see whether we can keep a strategy profitable by frequent re-optimising over short (most recent) periods. Optimising a simple strategy over short periods is fast and easy so not a big burden. With the Zephir strategy on the other hand, I optimised over 19 year periods using 4 alternate entry conditions and four different ATR zones (an exhausting task) hoping to "never" have to re-optimise again. The jury is still out - seems to work for at least four pairs but not for others. With the MACD portfolio, I have adopted a middle ground, optimising over 10 months and expecting to re-optimise six monthly).

Re-optimised set file was doing OK, apart from around Christmas, specifically 27 Dec - always best to switch off before the silly season; another reminder.

KISS (re-optimised) strategy still struggling


The closed profits curve is still below its SMMA 20 even after its re-optimisation and after the Christmas hiccup, and hence we would still not be trading this strategy again on live. If the DD continues, we will have to try another re-optimisation or conclude that this type of strategy is just not robust enough and the successful period of its operation was just fortuitous.
Information and product page - http://www.diyforexskills.com/forex-tools/




Online felipebr

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Re: FX Autotrader Elite
« Reply #485 on: January 10, 2020, 04:07:27 PM »
Hi good evening! Which one of your products are you using for Kiss and MACD portfolio? Would you provide these strategies with your EA?


Thank you
Regards

Offline diyforexskills

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Re: FX Autotrader Elite
« Reply #486 on: January 11, 2020, 02:04:19 AM »
Hi good evening! Which one of your products are you using for Kiss and MACD portfolio? Would you provide these strategies with your EA?


Thank you
Regards

Hi Felipebr. For KISS it is just the FX Autotrader Elite (v57.03.18). For the MACD portfolio as it is now being run I am using the FXAE (v57.03.25), a HedgeBot EA (new), and two  products from the mql5 MarketPlace.
1. The Exit Edge indicator with the settings built into the FXAE, https://www.mql5.com/en/market/product/38568 , $88,  and

2. The CloseMinusbyPlus EA which operates by itself on the whole portfolio https://www.mql5.com/en/market/product/2825# , $30.

Yes, I am always happy to provide set files/strategies but on a custom basis since I have moved away from mass marketing. So if you or anyone wants to come to some arrangement, pls PM me.

I also plan to start a live trading account with the six best strategies of the MACD portfolio next month and considering whether to offer that as a signal via my association with Odysseia Capital https://odysseiacapital.com/ depending on the level of interest.
« Last Edit: January 13, 2020, 06:18:42 AM by diyforexskills »
Information and product page - http://www.diyforexskills.com/forex-tools/




 

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