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Author Topic: Volatility Factor  (Read 191447 times)

Offline earquake

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Re: Volatility Factor
« Reply #30 on: March 28, 2012, 02:59:38 AM »
At first I was interested in this expert but knowing that it can not be tested before 2007, I'd rather spend the time on other things.

Enviado desde mi Transformer TF101 usando Tapatalk

Tradenow

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Re: Volatility Factor
« Reply #31 on: March 28, 2012, 07:53:30 AM »
Quote
There seems to lots of concern here for things that seemed unfounded to me. If you look at this account, http://www.myfxbook.com/members/volatilityfactor/volatility-factor-alpari-real/261321 you will see that on March 8th it opened 4 trades like it often does, without stop loss values in place, and it closed them out for a loss. That tells me that it has an exit plan so if that is the case then I don't understand what the concern is for 2007. I would think that it would have just quit the bad trades anyways. Am I missing something?

Hi,

no you are right. The ea has a exit logic so that you can not blow your account with one basket or two like it is with forex hacked or other grid eas.
Also this is no martingale strategy. So you see in the last 4 years bt how high the dd was.
I asked vendor about the bt before 2008.  Here is the reply:
Quote
The back-tests for the past 4 years represent best the current market conditions. You know well that market conditions change all the time, so using statistical data from older periods does not always help in the best way for achieving optimal results in the current market environment. A 4-year period is a long enough to show the current market behavior. Our team of specialists and developers is always ready to react to all kind of situations and release updates, if necessary.

I dont care too much about bts and it makes perfect sense to me that an ea has to run NOW in the current market conditions. If we see a bigger dd as it was in the last 4 years its time to rethink if the strategy is broken.
Trading Volatility Factor is not different from trading other eas. It could be very lucrative over a period of time and then the ea maybe will struggle in the occuring market conditions. If vendor will adapt the ea then...perfect.
Right now i am also not trading combo system or wsfr on my main account because both eas struggle.
Important for me is that we have enough time with this new ea to stop and that it will not blow the account in days.

Birt put this one on forward test also:
http://eareview.net/live-forward-test/volatility-factor

btw: no trades so far on eurusd or gbpusd since yesterday

good luck all using volfac  ;)
best regards
Mark


Offline WiZARD

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Re: Volatility Factor
« Reply #32 on: March 28, 2012, 08:16:11 AM »
Quote
I asked vendor about the bt before 2008.  Here is the reply:
Quote
The back-tests for the past 4 years represent best the current market conditions. You know well that market conditions change all the time, so using statistical data from older periods does not always help in the best way for achieving optimal results in the current market environment. A 4-year period is a long enough to show the current market behavior. Our team of specialists and developers is always ready to react to all kind of situations and release updates, if necessary.

but it is not 4 years, only 3.5 :)

Quote
I dont care too much about bts and it makes perfect sense to me that an ea has to run NOW in the current market conditions. If we see a bigger dd as it was in the last 4 years its time to rethink if the strategy is broken.
Trading Volatility Factor is not different from trading other eas. It could be very lucrative over a period of time and then the ea maybe will struggle in the occuring market conditions. If vendor will adapt the ea then...perfect.

If an ea is not robust enough, to survive the last 5 years, how can I now, there won't be a bad situation tomorrow, like it was 4 years ago?
It can be heavily curve fitted for the last 2-3 years...

Quote
Right now i am also not trading combo system or wsfr on my main account because both eas struggle.

I think wsfr was very good in the last few months. (we can see it on the developers account, or on birts live test...) They can also survive very long backtests with decent profit.
Greed is good

Offline bendex

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Re: Volatility Factor
« Reply #33 on: March 28, 2012, 08:30:00 AM »
Based on Tradenow's backtests, there is a missing time period between 2012.01.12 and 2012.03.26. This was a bad period for standard WS, but didn't seem so bad for the VF forward tests.

Either 1. Tradenow has missing data, 2. the forward tests are not truthful somehow, or 3. the curve fit was actually intended for the latest WS update.

Curious.

Tradenow

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Re: Volatility Factor
« Reply #34 on: March 28, 2012, 08:59:55 AM »
Thank god every one is free to decide for himself to trade this ea or not.  :P

good luck!


Offline Josep

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Re: Volatility Factor
« Reply #35 on: March 28, 2012, 09:45:09 AM »
Be careful! The real max dd is >50% in the 4 years backtest (why only 4 years?, why not 10?).
They always using this trick.
The starting balance is $3000 and the max dd $1624 using fixed lot size.
I'll wait and see a longer backtest and analyze the bot behavior.

Offline phoenixinvest

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Re: Volatility Factor
« Reply #36 on: March 28, 2012, 09:48:47 AM »
Hi

we have the EA running since yesterday. Quite busy and active this thing. Installation and all was easy (you have to tweak your norton settings to allow for the DLL file) and all is very much like we know from WSFR - so very professionally made and well documented. The EA is as expected - it opens (default settings) up to 3 positions to "support" the first one and s/l can be ugly. The function to add to positions can be switched off totally. All very well documented in the manual. We have it on our site as well and a small article about it in the test section, but this is all German, sorry. There are more pictures. I enclose a picture of the screen when its live. its scalping -. so you need a broker that allows it and has low spreads on GBP/USD. If you have any questions, let me know.
www.tradergo.de
Endlich dauerhafter Erfolg mit CFD und FOREX

Offline Josep

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Re: Volatility Factor
« Reply #37 on: March 28, 2012, 09:54:49 AM »
Please, bear in mind that when it cannot be backtested before 2008 that means that the bot would crash the account. So in the future it will crash the account.

Offline WiZARD

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Re: Volatility Factor
« Reply #38 on: March 28, 2012, 10:13:14 AM »
I have made some backtests.
dukascopy tick data, using the spreads I got with my broker.
(fixed spread, eurusd: 2.0, gbpusd: 3.3)

with risk 3, and the minimum 500$ the eurusd BT crashed...

I have attached the backtests with 1000$, risk 3.
(risk 3 is considered low by the developer)

I don't know how to shift data date, but when I know, I will try to make some tests before 2008.09.
Greed is good

Tradenow

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Re: Volatility Factor
« Reply #39 on: March 28, 2012, 12:35:36 PM »
Hi

we have the EA running since yesterday. Quite busy and active this thing.
...

Hi,

thanks for the input. Wonder which broker you are using? I havent any trade since yesterday. Also birt and official vendor account had no trade so far.

best regards
Mark

Offline phoenixinvest

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Re: Volatility Factor
« Reply #40 on: March 28, 2012, 01:12:54 PM »
Hi

we have the EA running since yesterday. Quite busy and active this thing.
...

Hi,

thanks for the input. Wonder which broker you are using? I havent any trade since yesterday. Also birt and official vendor account had no trade so far.

best regards
Mark

we have it running on FinFx. We use this one for some time now and had good results with most EAs incl. our own one, WSFR, volafac and others. Standard ECN account.
Volafac now with 4 trades (= our maximum setting) open and not looking good. be glad yours did not yet trade...
picture encl. of the trades.

News today do not help long positions GPB/USD.
www.tradergo.de
Endlich dauerhafter Erfolg mit CFD und FOREX

Tradenow

  • Guest
Re: Volatility Factor
« Reply #41 on: March 28, 2012, 01:34:30 PM »
Hi,
we have it running on FinFx. We use this one for some time now and had good results with most EAs incl. our own one, WSFR, volafac and others. Standard ECN account.
Volafac now with 4 trades (= our maximum setting) open and not looking good. be glad yours did not yet trade...
picture encl. of the trades.

News today do not help long positions GPB/USD.

Ok...Thank you. I am on pepper razor with volfac. Still no trades open and maybe thats better  ;)
Good luck with your open trades.

best regards
Mark

Offline bearnakedbull

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Re: Volatility Factor
« Reply #42 on: March 28, 2012, 03:49:05 PM »
Please, bear in mind that when it cannot be backtested before 2008 that means that the bot would crash the account. So in the future it will crash the account.
Dial it back to survive.
Regards, bnb

Offline alex100

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Re: Volatility Factor
« Reply #43 on: March 28, 2012, 03:58:28 PM »
I had bad experience with both grid and martingale systems. :-\
May be I would try to run it without grid component with MaxNegAdds=0 and see if it's gonna be profitable.
« Last Edit: March 28, 2012, 04:00:22 PM by alex100 »

Offline Josep

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Re: Volatility Factor
« Reply #44 on: March 28, 2012, 05:06:42 PM »
I have made some backtests.
dukascopy tick data, using the spreads I got with my broker.
(fixed spread, eurusd: 2.0, gbpusd: 3.3)

with risk 3, and the minimum 500$ the eurusd BT crashed...

I have attached the backtests with 1000$, risk 3.
(risk 3 is considered low by the developer)

I don't know how to shift data date, but when I know, I will try to make some tests before 2008.09.
It's crystal clear! The bot have sentences avoiding trades during past bad periods... Not reliable at all !!!
In my opinion it's a scam as it hides very relevant data...
Just my opinion... if I'm wrong the owners should join the thread and give the explanations... will they join the thread?
I hope so... I would like to be wrong but I'm afraid I'm not.

 

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