lbf4223 Posted May 14, 2015 Report Share Posted May 14, 2015 The part that will get you are the losses from 3 contracts, stopping you out multiple times. Peeling contracts off is also called reverse-position sizing. It will force you to have a higher long-term avg winning pct (like 60%). That's why it looks good on sections of charts or a day here and there but long-term, you can't survive at the 50% winners level and below whereas all-in / all-out certainly can (even down to 30% winners). It is our human nature which finds coin flip odds or worse as undesirable. I would suggest one focus more on the win / loss ratio than winning pcts much over 55% unless you find something which gives you 1:1 w/l ratio at 70% (that's doable) Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 14, 2015 Report Share Posted May 14, 2015 How do you know woodie can not trdae this successfully? did he tell anyone that he is loosing money? He never showed anyone Live (not Sim) trades in progress and when asked to prove he's profitable, he refuses. So, he may not be losing cash because he isn't trading Live. He's a world class paper trader. Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 A cause of a migraine headache and possible brain tumor. Use at your own risk to your financial, mental, and physical health. https://www.sendspace.com/file/k0zo17 spymez, admis and Ganymed 3 Quote Link to comment Share on other sites More sharing options...
kenny123 Posted May 15, 2015 Report Share Posted May 15, 2015 Thanks Yamantaka Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 I have few general observations to make. (1) Chop zone is well identified (2) Trending zones are well identified (3) Setup does not repaint (4) v3 bars are real good keep you out of chop (5) You have plenty of time to enter trade (6) You can choose trade setup you like most and just trade them. (7) Best trading time is 935AM-1200PM EST (8) FDAX works better with V3S bars spymez, vit007, tradershare and 6 others 9 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 I notice that regardless if the inputs I use for Friday trading, the auto won't trade live nor produce any historical results for Friday. Can anyone help me solve this conundrum? Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 I notice that regardless if the inputs I use for Friday trading, the auto won't trade live nor produce any historical results for Friday. Can anyone help me solve this conundrum? Check your session templates. I know that bar formations and setup change with sessions for example default 24x5 vs default 24x7. I am using 24x5. Best thing to try autotrader is to make a regular futures room template chart and settle on what setups you are trying to take, then you run autotrader to see if it matches and keep session templates in sync. Ganymed 1 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 Check your session templates. I know that bar formations and setup change with sessions for example default 24x5 vs default 24x7. I am using 24x5. Best thing to try autotrader is to make a regular futures room template chart and settle on what setups you are trying to take, then you run autotrader to see if it matches and keep session templates in sync. The seesion template is "use instrument settings." I have CL to start trading at 9:10 EST but I see nothing in the inputs that prevents trading on Friday; there is only a stop trading input for the day but not one that turns off Friday entirely. Perhaps I'm overlooking something? Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 First live trade on crude. 17 ticks profit, met my target of the day so got out, though trade went above 1:1 rr. Initial stop was 26 ticks. I followed three candles stop%5Bimg%5Dhttp%3A//i61.tinypic.com/30x8wwg.jpg[/img] yamantaka, holrthnthou and exp48967 3 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 First live trade on crude. 17 ticks profit, met my target of the day so got out, though trade went above 1:1 rr. Initial stop was 26 ticks. I followed three candles stop%5Bimg%5Dhttp%3A//i61.tinypic.com/30x8wwg.jpg[/img] rondelli, does the auto trader work for you today? Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 Yamantaka I did not turn on autotrader. I will look into it why You are not getting Friday trades. yamantaka 1 Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 15, 2015 Author Report Share Posted May 15, 2015 (edited) Yamantaka For some reason Session mod (in session time) changes ones you go from sim to live . To make EA work one have to change session mod from 1 to 0. ??? Edited May 15, 2015 by vit007 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 Yamantaka For some reason Session mod (in session time) changes ones you go from sim to live . To make EA work one have to change session mod from 1 to 0. ??? I can't get the auto to work today Live or in Sim and given the fact that historical performance also deletes Friday trading, I'm thinking there may be an exception in the code (or the inputs are tricking me). Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 Yamantaka Autotrader is working for me on Friday. I am using July crude contrac. see this image http://i61.tinypic.com/333iqdg.jpg Follow my settings I suggest starting with the Woodies Gray Box: Woodies Bars Auto Trader and load the template labeled WBT5-All Price Patterns +OFA Filter+Slopes Bias then click ok Next we will make some changes: Indicator WoodiesBias Level/Woodies Bias Level Chope Mode should be set to 0 Woodies Trade Entry Rules/WoodiesPrice Patterns should be changed to 1 (this is the DD) Woodies TradeFilter Rules/WoodiesTradeFilters should be change to 4194304 Woodies TradeFilter Rules/WoodiesPricePatternsOfaBarFilter should be set to 0 Woodies TradeFilter Settings/WoodiesSlopes Filter Mode should be set to 1 StrategyAtmStops/Stop Loss set to 22 StrategyAtmStops/StopBE Trigger set to 0 Strategy Atm Targets/Target 1 set to 15 StrategyAtm TrailingStops/Trailing StopType change to 0 Strategy AtmTime to Exit(I used 15:59 in my example): time to exit mode 1 then set time to exit hour and minutes with Friday set if you want a different time(assuming you do not want to hold a position overnight) Strategy Money Management set to 1 Session mode set to 1 then start and end hour set(9:30 to 15:59 in my example): Change Historical Fill Processing to WoodiesBars Fill Type and Slippage to 1: Change exit on close and sync account position to true: yamantaka 1 Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 Above post is just a sample I cam up with. I dont use autotrader but I see there are myriad of possibilities depending on what do you want to do, I need to test it in sim account first to make sure it trades the way it is setup. Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 Yamantaka Autotrader is working for me on Friday. I am using July crude contrac. see this image http://i61.tinypic.com/333iqdg.jpg Follow my settings I suggest starting with the Woodies Gray Box: Woodies Bars Auto Trader and load the template labeled WBT5-All Price Patterns +OFA Filter+Slopes Bias then click ok Next we will make some changes: Indicator WoodiesBias Level/Woodies Bias Level Chope Mode should be set to 0 Woodies Trade Entry Rules/WoodiesPrice Patterns should be changed to 1 (this is the DD) Woodies TradeFilter Rules/WoodiesTradeFilters should be change to 4194304 Woodies TradeFilter Rules/WoodiesPricePatternsOfaBarFilter should be set to 0 Woodies TradeFilter Settings/WoodiesSlopes Filter Mode should be set to 1 StrategyAtmStops/Stop Loss set to 22 StrategyAtmStops/StopBE Trigger set to 0 Strategy Atm Targets/Target 1 set to 15 StrategyAtm TrailingStops/Trailing StopType change to 0 Strategy AtmTime to Exit(I used 15:59 in my example): time to exit mode 1 then set time to exit hour and minutes with Friday set if you want a different time(assuming you do not want to hold a position overnight) Strategy Money Management set to 1 Session mode set to 1 then start and end hour set(9:30 to 15:59 in my example): Change Historical Fill Processing to WoodiesBars Fill Type and Slippage to 1: Change exit on close and sync account position to true: What session template are you using in Data Series? Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 Default 24x5 Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 15, 2015 Author Report Share Posted May 15, 2015 (edited) I can't get the auto to work today Live or in Sim and given the fact that historical performance also deletes Friday trading, I'm thinking there may be an exception in the code (or the inputs are tricking me). Im using my original file. Great day for oil http://i60.tinypic.com/2i9s9i8.jpg Edited May 15, 2015 by vit007 Quote Link to comment Share on other sites More sharing options...
lbf4223 Posted May 15, 2015 Report Share Posted May 15, 2015 (edited) rondonelli, just some info...that 22 tick stop with a 15 tick target after trans fees must avg long-term 61% winners with no slippage just to breakeven. The expectancy formula: (avg win * avg winner) - (avg loss * avg loser) You'll find more leeway in margins for trading error if you keep the (avg win / avg loss) ratio between 1.5 and 3. Yes, you won't see winning pcts above 55% long-term but you can make consistent money with those numbers in a broader range of trading volatility environments. When posting pics of the bot in action, would it be possible to show larger screen resolutions? Thanks. Crude when straight down 1.25 pts and then straight up for 1.25 pts so far. It should be a great day. Go back and more find narrow sideways days and see if the bot with your current settings works equally well to keep you out of chop on the marginal days. Edited May 15, 2015 by lbf4223 yamantaka 1 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 Im using my original file. Great day for oil http://i60.tinypic.com/2i9s9i8.jpg Vit, any chance you can post the links for those images? They're awfully small and hard to see. When expanded, the get real fuzzy Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 Yamantaka For some reason Session mod (in session time) changes ones you go from sim to live . To make EA work one have to change session mod from 1 to 0. ??? Thanks, but that didin't change anything. Still won't enable today. :( Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 Above post is just a sample I cam up with. I dont use autotrader but I see there are myriad of possibilities depending on what do you want to do, I need to test it in sim account first to make sure it trades the way it is setup. I'm using the MTDST strategy admis cured. Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 is there a strategy named as MTDST in admis package, I dont see one Quote Link to comment Share on other sites More sharing options...
rondonelli Posted May 15, 2015 Report Share Posted May 15, 2015 (edited) Here is 2 weeks strategy performance report on crude with one contract between the hours of 9:00 am to 11:55 Am then again 1:00 Pm to 2:30PM. 15 tick profit and 22 tick stop loss. I tick slippage and commissions included. http://i57.tinypic.com/op23qd.jpg This is highest possible resolution I can get. postimage.org is not cooperating today for whatever reason Edited May 15, 2015 by rondonelli rhv, yamantaka and ⭐ ESVepara 3 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 15, 2015 Report Share Posted May 15, 2015 is there a strategy named as MTDST in admis package, I dont see one MTDoubleShotStrategyFoundation Quote Link to comment Share on other sites More sharing options...
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