REV Trader PRO REAL (Por revtraderpro)

Ganho : +3474.7%
Drawdown 24.25%
Pips: 3809.5
Trades 938
Ganhou :
Perdeu :
Digitar : Real
Alavancagem: 1:400
Trading : Automatizado

Discussão REV Trader PRO REAL

Oct 12, 2014 at 15:20
68,806 Visualizações
1,733 Replies
Membro Desde Nov 23, 2013   90 postagens
Nov 01, 2014 at 22:12
I have run the back test on EURUSD for year 2014 with risk 5% + MM = True on ICMarkets with spread value of 1.0 Please find attached and lets discuss. I will upload rest of the pairs soon.

Anexos :

Membro Desde May 19, 2014   88 postagens
Nov 02, 2014 at 07:38
Hi M.A Shahid,

I can not see anything. Please kindly re-post it in readable format, or write summary of it such as: deposit, net profit, max drawdown, profit factor, period of testing (from which month to which month of what year), etc.

Thanks a lot

James Phuc

Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 07:44
ramosxp posted:
MA Shahid

what settings have you used since the recent REV update last week? I've used the default settings for 2 weeks, but last week after 2 losses at .5 lots, the new revised update have sized the trades at .05
My setting file date is 9/9/2014 and I don't know if vendor has released new settings. I did not receive any email from vendor that there is a new settings. How we will come to know if there are new settings if vendor don't inform ?
Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 07:44
mashahid posted:
I have run the back test on EURUSD for year 2014 with risk 5% + MM = True on ICMarkets with spread value of 1.0 Please find attached and lets discuss. I will upload rest of the pairs soon.

Anexos :

Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 07:45
I request REV Trader to run back test of each pair at least for last two years and upload the results on myfxbook to get clear picture about EA performance.
Membro Desde Aug 23, 2014   76 postagens
Nov 02, 2014 at 07:46
ramosxp posted:
MA Shahid

what settings have you used since the recent REV update last week? I've used the default settings for 2 weeks, but last week after 2 losses at .5 lots, the new revised update have sized the trades at .05

Are you using MM or fixed lots? The revised version 2.4 default is set at 3% MM
Membro Desde Oct 12, 2014   9 postagens
Nov 02, 2014 at 07:58
mashahid posted:
fughe posted:
Birt has also setup a live test account. He is using 1% for the money management, which I consider more realistic. https://www.myfxbook.com/members/birt/rev-trader-pro/1052077
I think his risk is not 1% because I set risk level 5% and it is taking lot size .02 on $388 balance how come with 1% risk it is taking .03 lot on 300 account. May be his risk is 10 not 1.

One of first questions I asked Doug before I started running the bot was position sizing. With my very low leveraged 50:1 account, I needed to know how the bots strategy managed opened positions that were a bit on the large size. The first trades went well. 2 positons on AUD/& and NZD/$ Both were same number of lots .5 or 50k each. Now at 50:1 that comes out near $1500 of margin on a $2000 account. Again, I normally don't like to mess with settings. I prefer a bot to do it's thing without my intervention. The default settings were recommended because they would size the positions accodingly and the bots strattegy would handle the exits and risk.

It did very well on the first trades. It appeared to place trades near resistance levels, closed a position then added back at higher average until the larger trend continued , eating away at the previous lost trade,then into profit with a nice +$300 gain. That's what it appeared to do as I observed the bot do its thing. Now the 2nd week, before the Fed meeting, I was very surprised to see a position opened midday on Friday. I wanted to see what the bot would do at the end of the day. I was surprised to see the positions left open after Fridays close. That left the following week where the 2 trades were Short the USD and 2 1/2 days before the Fed announcement. Unlike the first trades, the reversals did not happen, and the resistance levels did not hold. The stops were quite large, particularly ont he NZD which was hit and stopped out. The Short positionn on AUD recoverred after the Fed announcement but only to break even.

Doug wisely revised the code to have option to close trades on Friday. The first positions opened after the revision is as I've stated with a position size of .05 instead of the earlier .5, big big difference. How the bot recovers at this position size we'll have to see, but as I've read earlier, it seemed to bet big very early on in hopes of banking a big trade,and in the past that may have happened, backtests still may confirm this, but this time the opposite occured, the big loss happened earlier, not later.
Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 10:53
With the previous settings, back test of EURUSD is not good however Douge has revised the version and provided new setting but he should provide back test of new settings because bot works fine most of the time but after some time few lost deals eat all the profit. As per my backtest bot work great during complete year but few times hit badly which wipe all the profit. We can not trust for one or two months good performance. During last opened deals which went to profit due to FOMC, just image if FOMC goes against then what happens ? All will be lost. Thanks to FOMC to turn our losing deals in profit. Douge need to find route cause why bot fails some times what are the reasons and how to overcome. In my opinion open deals should be taken care wisely before major news. If Douge can provide smooth back test curve for last two years then this bot will be legend. There is no doubt about that this bot has potential but sudden looses should be taken care.
Membro Desde Oct 12, 2014   9 postagens
Nov 02, 2014 at 10:53
gwindy posted:
ramosxp posted:
MA Shahid

what settings have you used since the recent REV update last week? I've used the default settings for 2 weeks, but last week after 2 losses at .5 lots, the new revised update have sized the trades at .05

Are you using MM or fixed lots? The revised version 2.4 default is set at 3% MM

I'm using MM at 3% with the newly revised version 2.4, the previous version I also used MM instead of fixed lots. With a $2000 start, and $1700 balance with the losses that's only %17 absolute DD so it's early in the game, we'll see how it goes from here. IMHO the .5 sized trades were too large, however I had no idea how the bot managed trades. I'm not so much concerned with trade entries. Profits are made with proper sizing and management. On all trades so far REV Trader was on the right side of the larger trend. In the shorter term trend, it sized the trades a bit too high. What backtests dont always show you in these scenarios is the DD incurred during open trades. The account was down near $1000 before the Fed launched the USD higher. Being down -50% of profits made and -50% of initial investment affects ones degree of confidence 😁

 The revision version 2.4 now seems to size too low. I may have to go with fixed lots, but I want to see how many pips it makes this week. I prefer not to make these discretionary assesments, but I suppose even with a bot, that still needs to be done at times.


Membro Desde May 19, 2014   88 postagens
Nov 02, 2014 at 12:33
Hi all,

Looking at the live forward-testing account of the creator of this REV TRADER PRO EA, we all can see that the PIPS GAIN on AUDUSD is the biggest, even with 1 lot per trade, while 3 lots per NZDUSD, and 2 lots per EURUSD, and 2 lots per Gbpusd.

So, why don't we increase lot size on AUDUSD 3 times (if using fixed lot), and 5% up to 10% if using MM?

Also, we can omit EURUSD completely because we also can see that PIPS GAIN on this pair is not very good. Maybe, same case for GBPUSD.

So, finally, we can just use 2 pairs : AUDUSD and NZDUSD.

How do you think?

HAVE A NICE SUNDAY !

James
Membro Desde Aug 23, 2014   76 postagens
Nov 02, 2014 at 14:36
jamesphuc posted:
Hi all,

Looking at the live forward-testing account of the creator of this REV TRADER PRO EA, we all can see that the PIPS GAIN on AUDUSD is the biggest, even with 1 lot per trade, while 3 lots per NZDUSD, and 2 lots per EURUSD, and 2 lots per Gbpusd.

So, why don't we increase lot size on AUDUSD 3 times (if using fixed lot), and 5% up to 10% if using MM?

Also, we can omit EURUSD completely because we also can see that PIPS GAIN on this pair is not very good. Maybe, same case for GBPUSD.

So, finally, we can just use 2 pairs : AUDUSD and NZDUSD.

How do you think?

HAVE A NICE SUNDAY !

James

Hi James,

Good discussion points...I would say the 1 lot size on AUD is due to the relatively close distance between trades on AUD if using the max three trades and recommended settings. There is a much bigger pip distance between the first and second/third trades on NZD.
Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 14:43
I have downloaded new settings and ran back test for year 2014. Find attached back test of EURUSD for your review. EURUSD results are not good however let me test on other pairs. I request Doug to look into big dips and adjust the setting to avoid these losses for EURUSD.

Anexos :

Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 14:43
ramosxp posted:
gwindy posted:
ramosxp posted:
MA Shahid

what settings have you used since the recent REV update last week? I've used the default settings for 2 weeks, but last week after 2 losses at .5 lots, the new revised update have sized the trades at .05

Are you using MM or fixed lots? The revised version 2.4 default is set at 3% MM

I'm using MM at 3% with the newly revised version 2.4, the previous version I also used MM instead of fixed lots. With a $2000 start, and $1700 balance with the losses that's only %17 absolute DD so it's early in the game, we'll see how it goes from here. IMHO the .5 sized trades were too large, however I had no idea how the bot managed trades. I'm not so much concerned with trade entries. Profits are made with proper sizing and management. On all trades so far REV Trader was on the right side of the larger trend. In the shorter term trend, it sized the trades a bit too high. What backtests dont always show you in these scenarios is the DD incurred during open trades. The account was down near $1000 before the Fed launched the USD higher. Being down -50% of profits made and -50% of initial investment affects ones degree of confidence 😁

 The revision version 2.4 now seems to size too low. I may have to go with fixed lots, but I want to see how many pips it makes this week. I prefer not to make these discretionary assesments, but I suppose even with a bot, that still needs to be done at times.

This bot is flexible, you can increase risk level to 5 instead of fixed lot size.
Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 14:45
jamesphuc posted:
Hi all,

Looking at the live forward-testing account of the creator of this REV TRADER PRO EA, we all can see that the PIPS GAIN on AUDUSD is the biggest, even with 1 lot per trade, while 3 lots per NZDUSD, and 2 lots per EURUSD, and 2 lots per Gbpusd.

So, why don't we increase lot size on AUDUSD 3 times (if using fixed lot), and 5% up to 10% if using MM?

Also, we can omit EURUSD completely because we also can see that PIPS GAIN on this pair is not very good. Maybe, same case for GBPUSD.

So, finally, we can just use 2 pairs : AUDUSD and NZDUSD.

How do you think?

HAVE A NICE SUNDAY !

James

James, your analysis are good, EURUSD Setting are find tuned we need to leave pair
Membro Desde Nov 23, 2013   90 postagens
Nov 02, 2014 at 14:46
sorry not fine turned
Membro Desde Jan 31, 2011   724 postagens
Nov 02, 2014 at 17:11
LiquiMolly posted:Hello Antny!

Yes, they are different, but I asked about GBPUSD for the same day/date - not the other currencies. Both traded bot SELL and BUY GBPUSD but one system did very bad while the other well. That's what I asked about. Have a look and please help me to understand the difference:

BR

I went and looked at those trades. It is purely differences between broker price feeds. The trades were opened at pretty much the same place, but one broker had a price spike, and stopped out some of the trades....while the other did not have that spike in price.
Make losses, but always come out a winner at the end.
Membro Desde May 20, 2011   724 postagens
Nov 02, 2014 at 22:34
jamesphuc posted:
Hi all,

Looking at the live forward-testing account of the creator of this REV TRADER PRO EA, we all can see that the PIPS GAIN on AUDUSD is the biggest, even with 1 lot per trade, while 3 lots per NZDUSD, and 2 lots per EURUSD, and 2 lots per Gbpusd.

So, why don't we increase lot size on AUDUSD 3 times (if using fixed lot), and 5% up to 10% if using MM?

Also, we can omit EURUSD completely because we also can see that PIPS GAIN on this pair is not very good. Maybe, same case for GBPUSD.

So, finally, we can just use 2 pairs : AUDUSD and NZDUSD.

How do you think?

HAVE A NICE SUNDAY !

James
In theory this sounds like a good idea but what if 2015, the opposite become true? EURUSD and GBPUSD be the biggest winners? I think it important to realize that past performance does NOT guarantee future results. You would be best to optimize the lot sizing say every month or every 6 month based on the performance of each pair.
Membro Desde May 19, 2014   88 postagens
Nov 03, 2014 at 07:41
Hi all friends,

I have found out the followings on the live forward-testing account of the creator:

1. AUDUSD: 1936 pips gain, 81% accuracy (1 lot fixed per trade so far).

2. NZDUSD: 1046.3 pips gain, 71% accuracy (3 lot fixed per trade so far).

3. GBPUSD: 441.6 pips gain, 67% accuracy (2 lots fixed per trade so far).

4. EURUSD: 479.1 pips gain, 75% accuracy (2 lots fixed per trade so far).

So, if we can set up a new account using this ea to trade ONLY AUDUSD and NZDUSD, I believe the profits will be very nice, while max drawdown may be same or sometimes LOWER than 20%.

I hope that creator of REV TRADER PRO can do this thing to show us forward-testing on a small live account of 500 usd - 1k usd and using MM at 5% - 8% to see more about actual facts on Max drawdown, relative drawdown, profit factor and others.

Have a nice day !

James


Membro Desde Nov 23, 2013   90 postagens
Nov 03, 2014 at 08:03
Find attached back test of 2014 for EURUSD,AUDSUD and NZDUSD. I don't know why I am not getting same results as owner live test. Can anyone else run back test and upload to verify If something wrong with my tests. I ran these tests with new settings release on 15,october,2015

Anexos :

Membro Desde May 20, 2011   724 postagens
Nov 03, 2014 at 12:43
mashahid posted:
Find attached back test of 2014 for EURUSD,AUDSUD and NZDUSD. I don't know why I am not getting same results as owner live test. Can anyone else run back test and upload to verify If something wrong with my tests. I ran these tests with new settings release on 15,october,2015
What is your modeling quality? Probably less than 99%?
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