Learning profitable automated trading

This is a discussion on Learning profitable automated trading within the General Trading Chat forums, part of the Reception category; Originally Posted by Mr Flibble I let some of those EA in the first post run and yes they did ...

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Old Feb 26, 2010, 11:21am   #71
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Re: Learning profitable automated trading

oildaytrader started this thread
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I let some of those EA in the first post run and yes they did pretty well. The cable seems to take the high and low of between 12ish and 8ish and then places a buy at above the high and a sell order below the low with stops in between. Worked well quickly went through the buy side and I sold at 1.3612 as soon as the upper shadows started to show up in a 5 minute chart as well as additional fluff as I call it. Check this out
www.forexsb.com some free strategy creation software and also a means to plug it into MT4 I got the data from MT4 for the Forex, its based on CET GMT+1 however the free data they offer on forexsb is GMT+2. Pretty good really. Now if you had a EUR/USD H1 data feed then I could really test my theory out. Tested it on a 3 year sample on both the EUR/USD and GBP/USD with equally good results.
I will test it if it is free sharing E A and is posted, and working correctly.I got data from 2001 to 2008.

It has to be fast testing EA, some of mine take 4 days using quadcore 9,600 gz processors.

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Old Feb 26, 2010, 11:28am   #72
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Re: Learning profitable automated trading

oildaytrader started this thread Go to expert advisor on chart ,right click , on inputs and expert advisor properties will read the property settings i.e trade settings
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Old Feb 26, 2010, 3:11pm   #73
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Re: Learning profitable automated trading

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Anybody confirm , that indexes are not good for volatility breakout systems?I had a testing report and Dax breakouts were not brilliant , compared to energy and currencies.
Not a programmer, me, but I do remember this thread here, used to be some good contributors at reefcap before it died down, this is an example of a quality thread about mechanical volatility breakout systems on the Australian SPI
index:

http://web.archive.org/web/200408311...ML/000002.html

From 2000, but still...
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Old Feb 26, 2010, 4:13pm   #74
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Re: Learning profitable automated trading

oildaytrader started this thread
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Not a programmer, me, but I do remember this thread here, used to be some good contributors at reefcap before it died down, this is an example of a quality thread about mechanical volatility breakout systems on the Australian SPI
index:

http://web.archive.org/web/200408311...ML/000002.html

From 2000, but still...
Thanks.Appreciate effort.

The strategy tests on the thread are meaningless , unless strategy is known and code is available to see correctness.Sometimes the amateurs do not include spreads or slippage in backtests.

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Old Feb 26, 2010, 5:00pm   #75
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Re: Learning profitable automated trading

He did actually include the exact strategy, and he coded the whole thing on tradestation.

Just a simple volatility breakout system where he experimted around with varying sizes of range expansion added to the open as his entries, coupled with various exit strategies, and with back and forward tests etc.

Not exactly an amateur either, Nick Radge used to run a hedge fund with a partner.

Haven't read the whole thing again, so of course no idea if he added transaction costs which of course can turn a sexy backtest into an ogre in real life if not accounted for.

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Old Feb 26, 2010, 5:22pm   #76
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Re: Learning profitable automated trading

oildaytrader started this thread
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He did actually include the exact strategy, and he coded the whole thing on tradestation.

Just a simple volatility breakout system where he experimted around with varying sizes of range expansion added to the open as his entries, coupled with various exit strategies, and with back and forward tests etc.

Not exactly an amateur either, Nick Radge used to run a hedge fund with a partner.

Haven't read the whole thing again, so of course no idea if he added transaction costs which of course can turn a sexy backtest into an ogre in real life if not accounted for.

It is useful info I was looking for.I will spend time on it .

This was in year 2,000 in times of high dotcom volatility, markets have changed , but I believe he was using a good system.Some systems only traded once a week.Sounds good.

Thanks

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Old Feb 26, 2010, 5:29pm   #77
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Re: Learning profitable automated trading

Sure no probs.

If I had half a brain for programming I'd go down that route too.

Click the image to open in full size.

Seriously, interesting to read about the various mechanical, automated approaches.

One of these days I'd like to have a closer look at data mining.
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