KeltnerPRO - Jared (による keltnerpro)
増加 : | +5645.75% |
ドローダウン | 58.74% |
ピップス: | 4744.8 |
取引 | 1003 |
勝利: |
|
負け: |
|
タイプ: | リアル |
レバレッジ: | 1:100 |
取引: | 不明 |
Edit Your Comment
KeltnerPRO - Jared 討論
Jun 09, 2015 at 04:32
Sep 10, 2014からメンバー
138 投稿
profix posted:
Yes, blowing away some hundred thousand dollar in January on your other, now hidden account was quite unprofitable...
Not defending anyone here... but lets be realistic, the swiff fiasco earlier this year had nothing to do with this EA. anyone who would have had a open trade on a chf pair would have faced an account blow up. And many brokers f***ed with you.
I had a open trade on usdchf and my account went kaput, and I wasn't running keltner, had a manual trade in there, even though I had stops... the broker still f***ed me.
So lets not blame this EA for what is not it's fault. Even if you take out the huge few profitable months out, this EA is still profitable.
forex_trader_190177
May 12, 2014からメンバー
21 投稿
Jun 09, 2015 at 06:41
May 12, 2014からメンバー
21 投稿
keltnerpro posted:giangian posted:
This graph illustrates how a hard SL at 25 pips would cut the greater portion of all losses while retaining nearly all profits:
Jared, can you add it to the bot's settings - at least, as a switchable parameter (true/false)?
What about the trades that have a drawdown that exceeded 25 pips, and ended up closing in Profit?
The trades that KeltnerPro wins big on, are the ones that have a SL that is far greater than 25 pips and sometimes have a drawdown that is also greater than 25 pips.
It is something I will look into for sure, but I imagine it will probably end up cutting down on the profits.
The red arrow below shows a substantial multitude of large losing trades all of which could be eliminated by a hard SL of 25 pips. On the other hand, there have been only 6 trades with MAE>25 which ended up profitable, 3 of them being your rather infamous USDCHF January 15 trades which blew your other live account. On the balance of both the losing and the profitable trades with MAE>25, the losing ones clearly prevail.
So a hard SL at 25 pips will surely end up cutting down on the losses. Again, you can add it to the bot's settings as a switchable parameter (true/false) - then those who won't like it will be able to continue trading without it.
May 08, 2014からメンバー
49 投稿
Jun 09, 2015 at 13:06
May 08, 2014からメンバー
49 投稿
giangian posted:keltnerpro posted:giangian posted:
This graph illustrates how a hard SL at 25 pips would cut the greater portion of all losses while retaining nearly all profits:
Jared, can you add it to the bot's settings - at least, as a switchable parameter (true/false)?
What about the trades that have a drawdown that exceeded 25 pips, and ended up closing in Profit?
The trades that KeltnerPro wins big on, are the ones that have a SL that is far greater than 25 pips and sometimes have a drawdown that is also greater than 25 pips.
It is something I will look into for sure, but I imagine it will probably end up cutting down on the profits.
The red arrow below shows a substantial multitude of large losing trades all of which could be eliminated by a hard SL of 25 pips. On the other hand, there have been only 6 trades with MAE>25 which ended up profitable, 3 of them being your rather infamous USDCHF January 15 trades which blew your other live account. On the balance of both the losing and the profitable trades with MAE>25, the losing ones clearly prevail.
So a hard SL at 25 pips will surely end up cutting down on the losses. Again, you can add it to the bot's settings as a switchable parameter (true/false) - then those who won't like it will be able to continue trading without it.
I noticed what you were saying after my initial post. I did however test the code in it's current state with a hard SL of 25 pips on the EURUSD pair.
The issue I ran into is that the way the EA is set up currently, new trades will open up if the conditions still exist at the closing of a trade that proceeds it.
So in theory, if you were to just cut off all those trades that occurred, the profits would be much greater assuming no additional trades were opened, but in reality with the way the EA is currently coded, you would have had an increase in the number of trades, and the loses would actually be greater because those additional trades would have hit the SL. I tested this through backtest to confirm. Profits were about 40% lower over the same timeframe as my live account.
The PauseMinutes feature could come in handy here, but the issue I see, is that the results would just be curve fitted, and would probably not apply to future trades. Curve Fitting is something I have been trying to avoid.
I'm not dismissing the idea, as I'm looking into how I can keep the number of trades consistent while implementing a hard stop loss.
The main issue is, that additional trades that open while the conditions still exist, definitely play into the profitability of KeltnerPro.
Eliminating them entirely, reduces the profits and actually increases the drawdown. So it's a very tricky situation.
May 08, 2014からメンバー
49 投稿
Jun 09, 2015 at 20:19
May 08, 2014からメンバー
49 投稿
TradeNew posted:
Got the mail with the update info. Jared could you please tell me which version you are still using on your live account?
New one with the fixed sl or dynamic sl like it was before?
Thanks in advance
The new feature is not actually a fixed stop loss. It is just a stop loss cap. The Stop loss is still dynamic unless it exceeds the value specified.
The feature was also included in the last version as well, it was just not an external parameter. It was hidden. I just opened it up with this release.
So to answer your question, we've all been using the same version for the last 5 months or so, and will still continue to do so.
forex_trader_205742
Aug 31, 2014からメンバー
70 投稿
Jun 10, 2015 at 05:58
Aug 31, 2014からメンバー
70 投稿
keltnerpro posted:
The new feature is not actually a fixed stop loss. It is just a stop loss cap. The Stop loss is still dynamic unless it exceeds the value specified.
The feature was also included in the last version as well, it was just not an external parameter. It was hidden. I just opened it up with this release.
So to answer your question, we've all been using the same version for the last 5 months or so, and will still continue to do so.
Thanks for the info!
Have a nice day
br
Mark
Jan 05, 2015からメンバー
145 投稿
forex_trader_210964
Oct 07, 2014からメンバー
15 投稿
forex_trader_67253
Feb 26, 2012からメンバー
95 投稿
Jun 21, 2015 at 16:41
Feb 26, 2012からメンバー
95 投稿
It has been announced that the EU will render its final decision on Greece's fate tomorrow evening: https://www.fxstreet.com/analysis/a-greek-tragedy-hub/2015/06/19/
I would imagine the EURUSD spikes will be wild, whether up or down. Hold tight with Keltner!
I would imagine the EURUSD spikes will be wild, whether up or down. Hold tight with Keltner!
May 08, 2014からメンバー
49 投稿
forex_trader_210964
Oct 07, 2014からメンバー
15 投稿
*商用利用やスパムは容認されていないので、アカウントが停止される可能性があります。
ヒント:画像/YouTubeのURLを投稿すると自動的に埋め込まれます!
ヒント:この討論に参加しているユーザー名をオートコンプリートするには、@記号を入力します。