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Yen Fortress - 100% Automated Portfolio Trend System - NON-GRID, NON-MARTINGALE

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  • Guest's Avatar
    Guest replied
    Originally posted by rourkem View Post
    ANy news yet when the signal gets set up again?
    Hi Rourkem, the signal still works, I am following it on low risk. He is recovering some of the recent losses atm.
    But I did not manage to get any reaction from the trader...

    Leave a comment:


  • rourkem
    replied
    ANy news yet when the signal gets set up again?

    Leave a comment:


  • Guest's Avatar
    Guest replied
    Hello YenFortress,
    I have disabled trading now because of the bad results, completely different picture from the time of broker Excel. How are you doing? Please comment on what is happening.
    Thanks.
    Martin

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  • Guest's Avatar
    Guest replied
    What's happening... the moment I became a subscriber only losses. We are down 20% on the new account. Please trader, what are the plans?

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  • fos4x
    replied
    Are u going to continue this signal?

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  • Fxtsunami
    replied
    I am very disappointed with samurai

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  • RedRhinoFX
    replied
    Originally posted by idempotent View Post
    His broker went bust in the SNB fiasco. He emailed about it on 18 Jan and 24 Jan when things were reconnected to an IC Markets account. Perhaps he hasn't set up the Myfxbook connection yet
    Excel is backed by founders of Cash Back Forex and most of funds have been returned to the traders.
    http://leaprate.com/2015/01/insolven...up-operations/

    I am glad to see the zero balance on his Samurai 999 - http://www.myfxbook.com/members/falc...ai-999/1048803

    Leave a comment:


  • idempotent
    replied
    His broker went bust in the SNB fiasco. He emailed about it on 18 Jan and 24 Jan when things were reconnected to an IC Markets account. Perhaps he hasn't set up the Myfxbook connection yet

    Leave a comment:


  • Pianetti
    replied
    what happend to this signal? Myfxbook has stopped update on 16 jan

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  • Fxtsunami
    replied
    Sorry mister but not taking 250 pips 3 times is not serious on samurai

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  • peter5433
    replied
    Originally posted by reinerh View Post
    you sure are very skillfully avoiding my simple question.

    very much like you did when you were asked why you did not start with a decent size account.

    i rest my case, i have figured out whats best for my capital.
    thank goodness for that..now lets move on to more sensible discussion..

    I have been trading this live for just a month and am quite impressed, even with some fairly wild swings in the price..the equity has remained fairly constant and the system flexible and responsive to prices. Some good long term winning trades remain open as the system tries to 'spot' the next big trend, by gradually opening new trades when the price reverses. it can be frustrating when a large build up in equity (15%+) is lost by a small reversal, but I guess this system is looking for a few big winning trends per year rather than many smaller ones. The big advantage with this system is the tiny starting capital required ..compounding will take care of the rest if the system proves it's worth over time..

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  • reinerh
    replied
    you sure are very skillfully avoiding my simple question.

    very much like you did when you were asked why you did not start with a decent size account.

    i rest my case, i have figured out whats best for my capital.
    Last edited by reinerh; 12-03-2014, 11:48 PM.

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  • falcon
    replied
    Re: Reinerh, as I have said, you cannot make a 1:1 comparison between a live account (today and forward testing) and a backtest done on history, particularly so if the strategies have been tweaked to be better and presented to the viewer many months after the live had been generated.

    If that still makes no sense to you, after this explanation, then there is no point in talking further about it.

    Look, if anyone here reading this thread thinks that a $100 loss in a live account is unacceptable and much bigger than the $10 presented in the backtest, then they definitely have no business in this system. Given that August was a summer month and the GBP/JPY was still very much in its 8 month, 500 pip range that started in Jan 2014, I am glad to see that it survived it and ONLY lost $100. That is great!!

    Range or channel periods can be tough on this system. It makes its most pips on trends and breakouts, and attempts to survive on extended channel periods. Channel periods cannot last indefinitely, they will eventually break, and when they do, my system will make huge pips.

    Seasonally speaking, most of my strategies show their weakest performance during the summer months of June, July, August, with June being the worst month. Why summer? Because the big money traders are on holiday, they are not pushing the market up or down any significant degree. With no big money pushing markets, range traders step in and dominate the play. I am seriously considering filtering out trading during the summer, especially June, and not charging members any subscription for these filtered months.

    June 2004 was the worst month ever for this system at -4000 pips, and there were other Junes throughout the 12 years of backtesting, on all my strategies, that proved not as bad, but bad enough to seriously consider taking a holiday on the system.

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  • reinerh
    replied
    how i calculated is first grade school math, if i am wrong then where did i make a mistake ?

    so maybe you are right about the 4k pip max dd, but your numbers sure dont make sense to me at all. even if its a different strategy you are using now.

    sept backtest showed $399.24 actual forward $434. so slightly better by about 8%

    but aug backtest showed loss of $9.29 and actual forward loss of $103. so thats difference by a factor of 10 there abouts.

    so that discrepancy just does not make sense to me since its so huge.

    if september backtest would have shown like loss of $90.29 then that would be about right. but it showed $9.29 and thats a monumental difference.
    Last edited by reinerh; 12-03-2014, 03:23 PM.

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  • falcon
    replied
    I was away for Thanksgiving holidays, but I had to come back here for a very amused chuckle at the wild extrapolations of reinerh.

    Reinerh makes a far-fetched deduction: that because my backtest shows $10 loss for August and my real shows a $100 loss for August, that then all historical losses must be 10 times greater in reality....and thus the largest DD of June-2004 of 4000 pips must be imagined as a DD of 40,000 pips.

    The absurdity here is that if even if one were flip a coin continuously, day after day, on the # of GBPJPY trades my system would have made for June 2004, AND one were to be unlucky enough to LOSE on EVERY coin toss, one could not possibly have created -40,000 pips for June. The fact of the matter is, it was a bad month and the system would have lost 4000 pips. To imagine -40,000 is ludicrous.

    But besides the aburdity of the extrapolation, it is false on a very important ground:

    I am, as the system's developer, constantly improving on every strategy within the portfolio. Each strategy is not fixed in time but is every so often is given an update, if needed, making it better than before.

    The backtest I showed everyone on the forum in November 2014 of the 12 strategies DOES NOT represent the same exact strategies I employed for August 2014. While the core logic of the strategies was indeed similar, there were additions/replacements of logic that helped improve each strategy over 12 years. However, I could not go back in time and run that improved version on August 2014. My live results show the results of an older version.

    The correct way to go about evaluating a backtest and a live result is on their own terms. You should give more weight to the live result, and maybe you could imagine that the worst case scenario of a 12-year backtest DD of 4000 pips may occur more frequently than once in 240 months, but it makes no sense to imagine that the worst case DD period of a backtest as 10 times larger than reported.

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