trend_meanreversion
13 Mar 2017, 14:06

RE:

skoutz.rothchild said:

Hi,

I tried for the period Febuary 11th to March 8th but i dont get 40% return. I will try again and send you the screenshot and input paramerers.

Thanks

Oh..ok now i get it. I did tell in the thread that myFX book link is for RISKY Martingale bot ( which i haven't shared as it is quite risky ). But what i have shared are the more stable versions ( V0 & V2 ) and i have attached the screenshot for backtest results for V0. 

Hope it helps.

trend_meanreversion
13 Mar 2017, 12:38

RE:

skoutz.rothchild said:

Hi trend_meanreversion,

I tried reproducing your results using backtesting but I couldn't. Can you please provide some instructions on how to reproduce your results for the specified period using backtesting? If i manage to reproduce it i might "invest" something also :).

Thanks!

Mate, which part is not getting reproduced. Please check here if it helps -> https://www.forexfactory.com/showthread.php?t=643341

Also, make sure that you use tick data. I am using IC markets tick data with 30$ per million. Email me exactly what are you seeing once you have tried your best to reproduce it. Many people have been able to check the results themselves so i will find it strange if you don't :)

trend_meanreversion
09 Mar 2017, 04:58 ( Updated at: 21 Dec 2023, 09:20 )

Risky Martingale's Target (~600$) reached again within 3 days !! Loving it :)

Will do another run next week with 600$ target . So far it has passed the endurance test.

trend_meanreversion
08 Mar 2017, 00:47

Risky martingale is up 230$ already..C'mn target is 600$ for the week !

----------------------------------------------------------------------------------------------------------------------------------------------------------------

On other note, i have released V2 of stable martingale which has very attractive features ( atleast for me )

1) All trades will be open from Monday and will be closed by Friday, so no weekend risk.
2) PnL threshold acts as weekly take profit. No more trades for that week if PnL Threshold has hit.

Check here /algos/cbots/show/1622

trend_meanreversion
06 Mar 2017, 09:44

Race is ON for 600$ this week :) 

C'mon Martingale ...

trend_meanreversion
06 Mar 2017, 09:43

What a start to March !!  1.4% in a week :)

http://www.myfxbook.com/members/ashgupta/dax-hft/1874928

trend_meanreversion
01 Mar 2017, 00:10 ( Updated at: 21 Dec 2023, 09:20 )

Tough market conditions for Feb but ended at high note ( made 1.6%) . 18% returns in 6 months is quite impressive !

trend_meanreversion
28 Feb 2017, 22:57 ( Updated at: 21 Dec 2023, 09:20 )

10% target done for the week already ( in 2 days !! ) . Good work 'risky' martingale .  Next week $target will be revised to 600$ per week ( ~10% of balance )

trend_meanreversion
28 Feb 2017, 04:21 ( Updated at: 21 Dec 2023, 09:20 )

Initial risky martingale version is doing good so far for this week. Made 5% in 2 days and looking strong ..Wait and watch is the name of the game :)

https://www.myfxbook.com/members/TRMR/martingale-fx-v0/1977124

trend_meanreversion
27 Feb 2017, 15:09

Thanks for letting me know that TakeProfit(Pips) wasn't working properly. I have fixed it and updated the link in the first post ( /algos/cbots/show/1622 ). Do play around with settings and post the best ones that you see ( in backtest and forward test ). 

I am working on improving the 'inverse' = true flag and trying to find some settings to have general profitability for most of the pairs . This would enable us to run 2 versions on each instrument ( inverse= 1 and inverse = 0 ) and if we can have 20-30% return on each subset and is working for 3-4 pairs , we can actually generate ~80-100% annual returns with manageable drawdowns. I will keep you guys updated.

I am also working on a new version which is dependent on currency strength and will use the linear martingale concept, but unfortunately we can't back-test it ( cAlgo doesn't allow multi instrument backtesting at this moment ). I will release it soon (in a separate thread) and we all can run in demo version to see how it performs.

Wish me luck!!

trend_meanreversion
26 Feb 2017, 07:12

Yes you can make money using cBots. You can check some algos here -> /algos/cbots/show/1026

( Please don't bash me saying it is not good or you don't have live account history etc etc..i won't show my live account as you can see here for some valid reasons -> /forum/calgo-support/8208

trend_meanreversion
25 Feb 2017, 13:45 ( Updated at: 21 Dec 2023, 09:20 )

Hi All,

Please find my latest cBot which is much more stable that the above one .

Results with 1min with tick data from 19 Jan 2014 - 23 Feb 2017 using 30$ per million commissions.

USDCAD

EURUSD

AUDUSD

Parameters

Let me explain the parameters

1) TimeFrame: 1 Min (suggested). It is based on multi TimeFrame but still use the baseTime frame during signal generation.

2) Volume: 1K (suggested). It is a martingale strategy and it increases lot based on Fibonacci sequence so better to start with 1K for every 5K account balance.

3) minSpread(pips): 2 pips (suggested). It basically won't open trades unless spread is less than this spread Filter.

4) RiskLevel : 10 (suggested). Max number steps of martingale.

5) Band Deviation: 2 (suggested).

6) PnL Threshold: 500 (suggested). Martingale sequence to be closed after making this threshold unless closed through TP process.

7) Inverse: 0 (suggested). 0 means false and basically means that we sell when overbought and start martingale sequence. If set to '1" (true) then it will buy when overbought. You can also try with '1' as it is not necessarily not profitable.

8) Grid Size(pips): 10 (suggested). Min grid space in pips for martingale to start.

9) Grid Gradient: 0 (suggested). Gradient of exponential increasing grid function.

10) TakeProfit(pips) : 3 (suggested). Starting TakeProfit in pips with 'TP Scale' gradient applied for subsequent martingale steps net TakeProfit.

11) TP Scale: -0.15 (suggested). Gradient of exponential decay function using 'TakeProfit' parameter as starting sequence. If it is +ive then TakeProfit will reduce with number of martingale steps , otherwise will increase.

Algorithm looks to break even after RiskLevel -1 martingale steps irrespective of TakeProfit or TP Scale parameters.

Play around with parameters and let me know your feedback. I won't be able to implement all the requests which might come through as i have tested myself TrailingStops, Fixed Stops etc but i will try my best (but i don't guarantee anything).


Please note that it is a martingale strategy so it is RISKY. 
Please use it with your own understanding and i don't advocate to use it on 'Live' at this moment. 

cBot download ( no source code )

https://www.dropbox.com/s/z3mrchipq1mmy0o/MartingaleFX_V0_Trial.algo?dl=0

trend_meanreversion
23 Feb 2017, 13:09

RE: RE:

suradi said:

trend_meanreversion said:

This week was definitely tough for strategy but despite having drawdowns , it came victorious !! 

Target hit for the week already ( 500$ or 10% ) :)

Next week or probably next , i am going live .

Looks great trend. Will you be posting a copy of your martingale cbot so we can test it out ? :)

Thanks for the appreciation mate but i am currently in test mode myself. I don't see need to post my cBot because people will start complaining about being it too risky , blow the accounts etc, etc..  I will keep it to myself and will probably lease the algo once i feel it is more stable. 

trend_meanreversion
23 Feb 2017, 12:18

RE:

tmc. said:

Hi, see this: /forum/indicator-support/10973

Perfect. Thanks a lot mate. It it working now :)

trend_meanreversion
23 Feb 2017, 02:09 ( Updated at: 21 Dec 2023, 09:20 )

This week was definitely tough for strategy but despite having drawdowns , it came victorious !! 

Target hit for the week already ( 500$ or 10% ) :)

Next week or probably next , i am going live .

trend_meanreversion
22 Feb 2017, 05:14 ( Updated at: 21 Dec 2023, 09:20 )

Tough day yesterday for algo as EUR had sharp one sided down move with no to little retracements. Fortunately , it was able to cope up and has made 5% in first 2 days of the week. Let's see if it can continue ( Target is ~500$ this week )

trend_meanreversion
20 Feb 2017, 10:43

Ok, mission started for this week ! ..Bot in ON :)

trend_meanreversion
16 Feb 2017, 23:12 ( Updated at: 21 Dec 2023, 09:20 )

RE:

ctid291299 said:

Scyware Backtest Visualizer is a free tool to playback a backtest on the cAlgo platform. The tool is a c# library that can be added to any source enabled cBot

FEATURES

• Display Positions, Historical trades, Pending orders, Stoploss & TakeProfit levels
• Navigate forward & backward on tick events & trade events
• Seameless & easy integration
• Control playback speed
• Zoom in & out

 

More infos can be found on the product page:

https://www.scyware.com/product/backtest-visualizer

Very impressive mate. Very much needed feature which spotware team hasn't been able to deliver ( and it is such a shame ). I will need to try it a little more before suggesting improvments but i found that Index CFDs were not showing up properly on tool. Do you mind having a look ?

Again kudos for creating such a useful tool !!

trend_meanreversion
15 Feb 2017, 15:51

RE:

tmc. said:

Nearly 10% already?! O.O

Could you provide some backtest results of the strategy for let's say 1 year of historical data?

replied to your email mate ( Not sure why my reply here didn't get upload )

trend_meanreversion
15 Feb 2017, 14:50 ( Updated at: 21 Dec 2023, 09:20 )

So far it is doing fine . 4 days with 9.5% return is not that bad. I have turned it on for 3 underlyings ( thinking it might bring some diversification of risk ) with 200$ per week target. 2 underlyings have hit the target and i will leave the third underlying to hit its target ( if it can ) , otherwise it will closed before weekend.

From next week , i will make the change to have weekly target of 500$ at account level rather than individual instrument level. Let's see how it goes.