Quote:
|
Originally Posted by zifx25000
Dear Nick
thanks for your job
i tested your first version of sputnik
settings : original
test frame : 4M2LH1 = 4 majors , 2 lots on each, Unit time ; H1
EA entered several time on false breakout...with order againts global trend.
On the other hand in front of the screen we are filtering and closing position (against the trend)
see attached the statement... and lets compare with the tpl of winners
see enclosed results of 1st Version ... negative
when we are on the tpl in front of the screen they are excellent
can we try to find where problems are...
Kind regards
|
Well, you let it trade over a very small period of time. The point of these trend-following systems is to follow long-term trends whose wins will outweigh losses during sidetrends.
Also, it looks like your test let your loosing trades run quite a bit down before it exited the first position.
Discretionally, which I know has nothing to do with an EA conversation, I like to only risk 2% per position with a 20 pip stop loss. Sometimes I will let it run a little past that maybe to 30 (3% loss) but only if it isn't moving strongly against me. That's perhaps why my strategy doesn't work too well in an EA and I prefer to just monitor the positions using my discretion. Maybe if I thought hard enough I could try and quantify that..
Anyway, my suggestions for the EA:
1) We should look into how it was allowed to fall down to 78 pips loss before pulling out. That seems like letting the trade go too far in my opinion.
2) Need to test for a longer period of time before judging if it works or doesn't.
I have some indicators and additions which I will add, but let me type that up... Sort of a hybrid between this and the KI system that's out there.