Quote:
Originally Posted by BigBoppa
The grail_1.mq4 by Sergey Kovalyovis a good example how things happen:
If you backtest it, you will see, that before 10/01/2006 it will gain high profit, after 10/01/2006 the algorithm looses. This is at every currency!
So what happend in 10/2006?
YES, Sergey published his article and the ea in 9/05/2006!
So two interpretations are possible:
a) Some big players without brookers limitation use the grail system with big profit and this changes market.
b) Brookers were hit by the grail system and implemented filters to avoid it making profit.
I think it is both of it. If it is only b), then the grail system should still work at non-mt4-brokers. I will check this at ...  |
Finally someone else seems has picked up on this - I have posted this very date several times but most think I have just had one brewskie too many!
But this has nothing to do with any particular system. I have three EA that I developed, each using different entry techniques, and they all show the same fall-off at this date. In addition, this is evident in almost every other 'winning' EA - the reality is that most EA's are no better than random enteries, meaning when commissions are taken into consideration, they are out-and-out losers. Finally, check this recent post of mine:
ElectricSavant's™ Challenge
- these are the results of an always-in-the-market martingaler, which will close all orders if the account d/d exceeds 5%. What it clearly shows is that after Sept-Oct 2006, 'abnormal' volatility of some sort suddenly kicked in. Abnormal in the sense that EA's that were extremely profitable continuously in the preceeding 7 years are no longer...
The real mystery is, what caused this, and why is this change so pronnounced and abrupt - one would expect a gradual build-up, but this does not happen...