Behemoth Conservative (Theo stevetrade)
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Behemoth ConservativeThảo luận
Jul 12, 2010 at 13:35
374Lượt xem
2 Replies
Tham gia từ Oct 28, 2009
1430bài viết
Jul 21, 2010 at 08:14
While implementing a new version of the EA last night I managed to set the risk to 2% rather than 1%. Annoyingly I then got caught in a trade that lost in that horrible spike that occurred this morning which has been attributed to a 'fat finger' trader. Ah well, I'm sure it will recover.
I've now put the risk back to 1%.
I've now put the risk back to 1%.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Tham gia từ Oct 28, 2009
1430bài viết
Jul 26, 2010 at 07:35
This was up to 9.5% profit on Friday afternoon until it took four trades late Friday evening. I did think the spread filter would keep it out of trades at this time but apparently not. I shall now hard code an exclusion after 3pm Friday. No reason for it to be trading after then really.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Tham gia từ Oct 28, 2009
1430bài viết
Jul 30, 2010 at 09:07
This install of MT4 seems to have irreversibly crashed on my vps. I can't get it to restart at all.
Fortunately I'm in the process of setting up an Alpari demo ( good old Alpari ) using new optimised settings and the latest version of Behemoth which I should have running for the start of the new month.
Trading so far has been okay with this. I can see from watching it trade that it has the potential to match to some degree the promise of the backtesting but it does need more time to prove itself.
This week I've been writing various checks into the code to test if the interpolation of minute bars is skewing the results of the backtest - things such as defaulting the stops to the low/high of the last minute bar rather than a straight trailing stop and measuring the duration of each bar and I'm fairly confident that the problems potentially introduced by interpolation of one minute bars are minimal to the overall strategy. I'll post the new system link as soon as I've finished setting it up.
Fortunately I'm in the process of setting up an Alpari demo ( good old Alpari ) using new optimised settings and the latest version of Behemoth which I should have running for the start of the new month.
Trading so far has been okay with this. I can see from watching it trade that it has the potential to match to some degree the promise of the backtesting but it does need more time to prove itself.
This week I've been writing various checks into the code to test if the interpolation of minute bars is skewing the results of the backtest - things such as defaulting the stops to the low/high of the last minute bar rather than a straight trailing stop and measuring the duration of each bar and I'm fairly confident that the problems potentially introduced by interpolation of one minute bars are minimal to the overall strategy. I'll post the new system link as soon as I've finished setting it up.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
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