Announcement

Collapse
No announcement yet.

HansTrend

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • HANSTREND V2 BETATEST - UPDATE:

    27 JULY 2018: UP SINCE START BETA TEST ~0.6%
    1 AUGUST 2018: UP SINCE START BETA TEST ~1.1%
    3 AUGUST 2018: UP SINCE START BETA TEST ~2.31%
    5 AUGUST 2018: UP SINCE START BETA TEST ~3.09%
    10 AUGUST 2018: UP SINCE START BETA TEST ~3.88%


    numbers above are based on taking all data and calculate the averages from hanstrend.com

    Good News
    • New gain. Now at 3.88% (avg)
    • Not loads of orders of the same pair, like 10 or anything else crazy
    • I was hoping to see some other pairs actually, but after checking my (debug)logs, I noticed there were no good opportunities for other pairs, and the trend was on all my custom indicators UP for the 5 open orders
    • Good usage of my positive Swap filter. On my own private account, using 0.01 lot size as well, All 5 orders had a positive swap profit of $0.20, in my opinion this significantly makes trading of a few pips profitable a lot sooner.
    Bad News
    • 3.88% up on avg is nice, a bit too nice, which can clearly be concluded because of the max avg dd of 15.32%.
    • With such a drawdown, I need to reconfigure things for the final version. The aim is to put a MAX DD of 5% at a risk of x1 and 10% at x2. This can easily be calculated after 3 months of BETA testing. ie. Monthly Gain 10% and DD for example 30% @ x2 (as this test is done at x2) would mean that the monthly gain will have to become 3.33% vs 10% max DD (and auto close all orders at 10%). So I can already conclude based on the test so far in 2 weeks, that the current risk is probably something around x4....
    • In order to find out what would be a good x2 or x1 risk guide number in USD for a hard cut dd, it is necessary to do a 3 months test and use the formule like this:
      (HighestDDoverall% + 10% for extra safety) / $HighestMonthlyGainOf1month% ... x1 risk amount determine ideal value0.01 lotsize per x1 risk (calc also x2 risk for compare with exact same as beta test) ... ideal balance per x1 for start , ie. x1 = 450 USD per 0.01 , more ? less? ? will continue later calculating, as I'm driving now, I can't do all at once, so I will be back in the weekend or maybe in the night time.
      ie. (30 + 10) / 10 ... do when im back. Or feel free to help out
    • Again I noticed the accounts with leverage of 25:1 and 50:1 performing very poor. They get the same kind of DD, but way less profit, something to think about, as it would be great if I am able to make a version for such leverages. Although I believe in SimpleTrader its [possible to have a certain max orders opened, and maybe even for example 2 per pair... I will look into that as well what options SImpleTrader has.
    Cheers and have a GOOD weekend,
    Hans

    Comment


    • Originally posted by Hans Bowles View Post
      [SIZE=16px]
      With such a drawdown, I need to reconfigure things for the final version. The aim is to put a MAX DD of 5% at a risk of x1 and 10% at x2. This can easily be calculated after 3 months of BETA testing. ie. Monthly Gain 10% and DD for example 30% @ x2 (as this test is done at x2) would mean that the monthly gain will have to become 3.33% vs 10% max DD (and auto close all orders at 10%). So I can already conclude based on the test so far in 2 weeks, that the current risk is probably something around x4....
      I don't thinks so. 3 month is not enough, just look at all of the signals that fail after about 6 month. So a beta test shorter than 6, 9 or better 12 month, can't be trusted. In a timeframe of 3 month, the market conditions usually don't change that much.

      Comment


      • Originally posted by Hans Bowles View Post
        [SIZE=16px][*]Again I noticed the accounts with leverage of 25:1 and 50:1 performing very poor. They get the same kind of DD, but way less profit, something to think about, as it would be great if I am able to make a version for such leverages. Although I believe in SimpleTrader its [possible to have a certain max orders opened, and maybe even for example 2 per pair... I will look into that as well what options SImpleTrader has.[/LIST]Cheers and have a GOOD weekend,
        Hans
        In this case the lower performance on my 50:1 account was due to bad execution I guess. Because I had the same orders as the other accounts.

        Comment


        • Originally posted by Hans Bowles View Post
          Again I noticed the accounts with leverage of 25:1 and 50:1 performing very poor. They get the same kind of DD, but way less profit, something to think about, as it would be great if I am able to make a version for such leverages. Although I believe in SimpleTrader its [possible to have a certain max orders opened, and maybe even for example 2 per pair... I will look into that as well what options SImpleTrader has.
          What would make sense to me, would be to run the 25:1 (actually it would be 30:1 for ESMA) and 50:1 at reduced risk. That's fundamentally why the rules are in place, and what they are trying so solve after all.

          If you aimed for a normal account to be one with 100:1 running at x1 Risk (resulting in lot sizes of 0.01 per trade), you can just scale the capital requirement and reduce the risk to get to the required leverage.

          Maybe simpler with a picture :-

          ssheet.PNG

          Comment


          • Originally posted by KappuhH View Post
            In this case the lower performance on my 50:1 account was due to bad execution I guess. Because I had the same orders as the other accounts.
            well, there certainly is lag involved with VPS, SimpleTrader, Broker Feeds, and so on
            And sometimes this means you are a bit more lucky than other times.
            I checked some trades I did, which were a second difference and not the same price, while at some of you testers, it seems they were received together, and executed at the exact same price. It should not be a big issue though. But ofcourse a MAM/PAMM is always better espsiecally when I'm taking only a few pips profit at a time.. But for test purposes it should be ok I think.

            Originally posted by Westie View Post

            What would make sense to me, would be to run the 25:1 (actually it would be 30:1 for ESMA) and 50:1 at reduced risk. That's fundamentally why the rules are in place, and what they are trying so solve after all.

            If you aimed for a normal account to be one with 100:1 running at x1 Risk (resulting in lot sizes of 0.01 per trade), you can just scale the capital requirement and reduce the risk to get to the required leverage.

            Maybe simpler with a picture :-

            ssheet.PNG
            Correct indeed 30:1 but I couldn't find one that quickly before the run of the test, hence I did 25:1.
            Yes I'll see if I can work something out soon in Excel, good thinking, and make a huge list, starting with 0.01 per $100/$200/$300, and so on... pffft what a work.. lol, easy but time consuming I mean

            Comment


            • HANSTREND V2 BETATEST - UPDATE:

              27 JULY 2018: UP SINCE START BETA TEST ~0.6%
              1 AUGUST 2018: UP SINCE START BETA TEST ~1.1%
              3 AUGUST 2018: UP SINCE START BETA TEST ~2.31%
              5 AUGUST 2018: UP SINCE START BETA TEST ~3.09%
              10 AUGUST 2018: UP SINCE START BETA TEST ~3.88%
              13 AUGUST 2018: UP SINCE START BETA TEST ~4.50%
              ​​​​​​​


              numbers above are based on taking all data and calculate the averages from hanstrend.com

              Just woke up, and I see 4x Short EURUSD, up 0.62%
              The gain is waaaaay too fast, I'm sure it will perform much better with 0.01 per $400 (as per Alpha test) making the DD also twice less.
              But it's ok for now, the aim is 3.5% anyways with a max cut off of 2 profitable months. So technically, if 10% gain/month with 15% DD (take all loss @ 20% (disabled now for beta, but enabled for Gamma after Beta test has been done)) could become 5% gain and 7.5% dd where it will take its loss at 10% (having 2.5% of extra room top breath), I will be fine and happy
              ​​​​​​​Have a good week all!

              Comment


              • HANSTREND V2 BETATEST - UPDATE:

                27 JULY 2018: UP SINCE START BETA TEST ~0.6%
                1 AUGUST 2018: UP SINCE START BETA TEST ~1.1%
                3 AUGUST 2018: UP SINCE START BETA TEST ~2.31%
                5 AUGUST 2018: UP SINCE START BETA TEST ~3.09%
                10 AUGUST 2018: UP SINCE START BETA TEST ~3.88%

                13 AUGUST 2018: UP SINCE START BETA TEST ~4.50%
                14 AUGUST 2018: UP SINCE START BETA TEST ~5.82%

                numbers above are based on taking all data and calculate the averages from hanstrend.com

                we are growing too fast.....
                • I noticed some duplicate orders, or at least they look like it on the master, but I'm running a changed version regarding that issue. This does not count for orders which are x minutes apart from each other, only the ones which get executed in the same minute or by using distance in pips, but that's a bug i fixed already. but i will test this alongside the normal master, to compare differences so i can decide whether to use it for GAMMA test as well or not.
                • I noticed the difference between the accounts with a leverage of 500:1 vs the ones 50:1 & 25:1 already, but it seems more and more clear that the accounts with little margin are having problems keeping up. ofcourse it can also be said that those 2 accounts are trading in a much safer way, but then again, perhaps with the solution of above, it might help a bit. Although all accounts are quite small as well compared to the used lot-size, so its something to discuss after the beta period.
                • The swaps between all 8 brokers are huge in difference, I obviously can't change any of that, but just like with spreads/commissions, I suppose its up to each trader where to trade at. Personally I'm a fan of ICM and XM and love trading 1:100 to 1:500 (although with XM I have to admit, 1:888 is quite nice)
                Last edited by Hans Bowles; 08-14-2018, 03:43 PM.

                Comment


                • HANSTREND V2 BETATEST - UPDATE:

                  27 JULY 2018: UP SINCE START BETA TEST ~0.6%
                  1 AUGUST 2018: UP SINCE START BETA TEST ~1.1%
                  3 AUGUST 2018: UP SINCE START BETA TEST ~2.31%
                  5 AUGUST 2018: UP SINCE START BETA TEST ~3.09%
                  10 AUGUST 2018: UP SINCE START BETA TEST ~3.88%

                  13 AUGUST 2018: UP SINCE START BETA TEST ~4.50%
                  14 AUGUST 2018: UP SINCE START BETA TEST ~5.82%
                  15 AUGUST 2018: UP SINCE START BETA TEST ~6.56%

                  numbers above are based on taking all data and calculate the averages from hanstrend.com

                  The 25:1 and 50:1 are following nicely, the rest is doing well
                  In less than 2 weeks, the first month of the 3 months BETA-test is done!
                  - Hans

                  Comment


                  • Originally posted by Hans Bowles View Post
                    The gain is waaaaay too fast, I'm sure it will perform much better with 0.01 per $400 (as per Alpha test) making the DD also twice less.
                    I think so too, would also mean the 1:50 account may get all the trades. Shame you didn't include a 1:100 I guess as we'd know then for sure, oh well hindsight.

                    Early days yet, but If you decide to run another Beta test with updated settings I would be up for it again.

                    Comment


                    • Originally posted by Westie View Post

                      I think so too, would also mean the 1:50 account may get all the trades. Shame you didn't include a 1:100 I guess as we'd know then for sure, oh well hindsight.

                      Early days yet, but If you decide to run another Beta test with updated settings I would be up for it again.
                      Yes, in the case that test BETA will be successful after 3 months (that will be end of October), some small changes will be made (actually already some running as a test alongside BETA) and have to be tested as version GAMMA including different leverages by the same 8 or others if any of the current BETA testers wants to leave for also 3 months. Not sure how to do all of that, I can only think about BETA for now, and hope that one will do fine, I know it should, but you never know

                      Anyways, Gamma, lets talk about that in 2 more months

                      Comment


                      • Failed trader still trying to sell a new system. Moreover its a scalping system which doesnt use stops so it will blow up in everyones face sooner than later. This is a joke.

                        Comment


                        • Originally posted by daileycon

                          Good to see Xinvestor back Got my popcorn ready!
                          Better get your account ready. You know, like the last time when you blew it up

                          Comment


                          • Unfortunately, my EA tried several times to open a few (buy stop) orders, and failed due being too close to the actual price. Some pairs at some brokers require more distance.
                            That being said, after the BETA, it means I have planned to integrate some additional code, to only allow certain pairs requiring a higher stoplevel to be traded if there is already 1) 1+ trades open for 24+ hrs 2) the open pairs must be a major pair 3) the pair which want to open cant be a major pair. On top of that, I will also implement to close at half the TP distance, as before the weekend it was in profit, but not closed (if 1) order(s) open for 24+ hrs and 2) it's thursday or friday.

                            That being said, I'm curious to each others swaps.. I made $0.05 per open trade over the weekend, and Mon to Tuesday I made another 0.05, so the total swap for me is 3orders*(0.05+0.05)=$0.30 (at XM)

                            Comment


                            • Hi Hans,

                              If this issue could become a real problem I wonder if it would be worthwhile to stop the Beta, insert the new code and restart. Otherwise I imagine you would want to do some more Beta testing if you insert it at the end of our Beta test. Also there may be some other changes that you want to do and it could all be done on the restarted Beta. I don't mind the delay if it would help the cause.

                              I have .12 on each of the 3 trades = .36

                              Cheers,
                              Rod

                              Comment


                              • On Blueberry markets, I've got the same swaps as nwboater 0.12 on each trade = 0.36

                                Comment

                                Working...
                                X