Forex Tsd Contest! - Page 12

newdigital · #**111** (**permalink**) 07-12-2006, 02:09 PM

There are many kinds of MM:

Code:

if (LotsWayChoice==1)
  {
    dLot=MathCeil(AccountFreeMargin()/10000*LotsPercent)/10;
  }

Code:

if (LotsWayChoice==2)
  {
    int k=LotsDepoForOne;
    for (double i=2; i<=LotsMax; i++)
    {
      k=k+i*LotsDeltaDepo;
      if (k>AccountFreeMargin())
      {
        dLot=(i-1)/10; break;
      }
    }
  }

Code:

if (LotsWayChoice==3)
  {
    dLot=MathCeil((AccountFreeMargin()-LotsDepoForOne)/LotsDeltaDepo)/10;
  }

  if (dLot<0.1) dLot=0.1;
  return(dLot);

I took it from some library file inside my MetaTrader (author is Kimiv).
And there is the other library file with 23 kinds of MM (author is komposter).

And there is MM using in Envelope EA for example (with decrease factor).

So MM is not easy subject and MM should be adjusted to particular EA with specified deposit size and settings. If we change something (deposit size, some settings and so on) so it will be the other MM.
Not easy.

newdigital · #**112** (**permalink**) 07-12-2006, 02:14 PM

This idea about equity is good but we need special tools or library files to generate the reports in pips, in equity, in balance, sorted by madgic numbers, pairs and so on not for one EA - it should be for all EAs attached in particular Metatrader (risk and so on). Only in this case we may use this MM. Because only in this case we will have all the information for pips, and equity and so on in one report file. It will not be easy to estimate the winners but it will be much more understandable and informative. Besides in this case we may have winners as EA, winners as automated manual trading system (in pips) and so on.

codersguru · #**113** (**permalink**) 07-12-2006, 05:05 PM

IMHO, I don't believe that an EA that couldn't make pips could work good with MM.
MM is the strategy to protect your profitable system; so, the system is the initiator not the posterior.

For example: If we have an EA that makes 100 pips per week but it trades 0.1 lots. This EA is worth to apply a good MM to it. So, the EA must to bring pips to our pocket before thinking how should we manage them? Huh?

Another point to mention: any EA is embedding a part of MM inside from the time it sets Stop Loss, Take Profit and Trailing Stops level, right?
So, the only thing left from the money management is the lot size, How could we increase/decrease lot size without good pips?

Profit = Lot x Pips.

We have to set our minds to think in pips mode.

Beluck · #**114** (**permalink**) 07-12-2006, 08:49 PM

Quote:

Originally Posted by pengie

Just for the record, I am using my EA for real, with good results. If I don't trust it, who will? Besides, if you don't trust forward testing results and we all know backtesting is pointless, then I don't know what you trust at all.

good to hear that

then you should be able to answer few simple questions (just for the record and for my quriosity):

- how long do you use it?
- what is annual % return of it?
- what was the biggest opened margin %?
- what was the biggest drawdown %?

i do trust forward testing results as well as backtesting (of course not all EAs can be backtested accurately, but I can see it from the code)

Beluck · #**115** (**permalink**) 07-12-2006, 08:54 PM

Quote:

Originally Posted by codersguru

IMHO, I don't believe that an EA that couldn't make pips could work good with MM.

your belief or unbeleif does not mean that such systems do not exist.
the simplest example is martingale MM.

Beluck · #**116** (**permalink**) 07-12-2006, 09:04 PM

Quote:

Originally Posted by newdigital

There are many kinds of MM:

I took it from some library file inside my MetaTrader (author is Kimiv).
And there is the other library file with 23 kinds of MM (author is komposter).

And there is MM using in Envelope EA for example (with decrease factor).

that's what i am talking about - MM is important part of a system.
but those mentioned "many kinds" are mostly variations of fixed ratio MM.
and because of variety i suggested to run every EA separately.
equity and MM simulation tool is just to help to estimate EA, but it will not give very precise picture.

Quote:

So MM is not easy subject and MM should be adjusted to particular EA with specified deposit size and settings. If we change something (deposit size, some settings and so on) so it will be the other MM.
Not easy.

deposit size, if it is large enough, should not have effect on results and definitely it does not make "other MM". and this is responsibility of the author to provide best settings for EA, including MM settings and deposit size.

pengie · #**117** (**permalink**) 07-13-2006, 01:38 PM

Quote:

Originally Posted by Beluck

good to hear that

then you should be able to answer few simple questions (just for the record and for my quriosity):

- how long do you use it?
- what is annual % return of it?
- what was the biggest opened margin %?
- what was the biggest drawdown %?

i do trust forward testing results as well as backtesting (of course not all EAs can be backtested accurately, but I can see it from the code)

I have been using it for two months so I cannot comment too much on it. All I know is that it is profitable compared to some of the other good systems around here.

It is difficult to assess the biggest opened margin % or drawdown %, partly because I don't keep track (I don't see the need to keep track of such things because as long as my account is increasing, it must be good), and partly because I am using it on multiple currencies and some currencies may be skewing the results and I am still trying to find out what these currencies are. Will need a few months more to be able to answer such questions accurately.

newdigital · #**118** (**permalink**) 07-20-2006, 09:01 AM

1. Codersguru EAs.

1.1. USD Hunter with -166 pips in total (closed trades only).
No open trades now.

1.2. PriceCross.
Closed trades only:
+241 pips in total (+749 pips for USDCHF).

Open trades:
USDCHF: +42;
USDJPY: +62 pips;
EURUSD: +114 pips.

1.3. MAChannel.
Closed trades only:
+839 pips for USDCHF.
+26 om EURGBP.
-15 for EURUSD.

Open trades only:
USDCHF: -8 pips;
EURGBP: -28 pips;
EURUSD: -18 pips.

2. Igorad EA.

Closed trades only:
GBPJPY: -7 pips.
EURJPY: +35 pips.
USDCHF: +97 pips.
USDJPY: +275 pips.
GBPUSD: +98 pips.
EURUSD: +12 pips.

Open trades only:
GBPJPY: +149 pips.
USDCHF: +14 pips.
USDJPY: +10 pips.
GBPUSD: +150 pips.

Other EAs are with losses up to now.

Contest is continuing.

newdigital · #**119** (**permalink**) 07-20-2006, 09:13 AM

Full statements for above mentioned EAs for July, separated by pairs and by EAs were posted in elite section with the following detailed for each EA with every pair:

- closed trades,
- open trades,
- drawdown,
- number of winning trades,
- number of lossing trades,
- largest winning trade,
- largest losing trade,
- max consecutive winners (number of trades),
- max consecutive losers (number of trades),
- max consecutive profit,
- max consecutive loss,
- max drawdown,
- avg. profit factor,
- risk factor.

Please note that it is preliminary results because July was not finished yet.

rarango · #**120** (**permalink**) 07-20-2006, 01:12 PM

Hi newdigital,

Kindly ask if it is possible that you post the last versions of Machannel and pricecross.

and also Igorad ea

for us to test as well

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