Live performance updates for PRC Marketplace strategy: High Probability Reversal

Viewing 15 posts - 31 through 45 (of 174 total)
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  • #180879 quote
    juanj
    Participant
    Master

    I have some excellent news; the new version is finally ready!

    Drawdowns are now managed much better 🙂 have a look at the new complete backtest.

    The new version is running live in my account starting tonight and I will continue to provide Live updates at the end of each month.

    High-Probability-Reversal-Strat-New-Version.png High-Probability-Reversal-Strat-New-Version.png
    #180889 quote
    murre87
    Participant
    Senior

    Can u show 3 years backtest?

    #180895 quote
    GraHal
    Participant
    Master

    The screenshot covers 2.7 years, which is 200k bars at 5 min TF.

    #180921 quote
    peperu
    Participant
    Junior

    Can your run the backtest on a longer period?

    And how many times the new filter has been triggered over that extended backtest?

    #181056 quote
    juanj
    Participant
    Master

    As GraHal pointed out the backtest provided is already for the maximum period on 5min TF

    #181206 quote
    peperu
    Participant
    Junior

    The v11-1 premium version allows for 1M bars and historical data for specific date range so you could split the backtest to over a longer period.

    Also how many times the new filter has been triggered over your backtest?

    #181224 quote
    juanj
    Participant
    Master

    I use the complete edition of PRT which limits backtests to 200k bars despite the fact that on the Daily I have data back to 1975. Changing the backtest period does not allow me to go back more than 200k bars in history on the 5 min.

    For now I will stick to using this thread to post live results at the end of each month as this will be more valuable than any backtest anyway.

    Regarding the number of times the new version filtered trades I have no idea as this did nor does form part of the logic in how I tested and implemented it. I developed the ‘filter’ using a general volatility indicator such as ADX and also a custom algorithm based loosely on my Smart Money Indicator.

    I will do a complete update of live performance closer to the end of the month. But as an interim update the new version has just completed its 1st live trade which resulted in a positive trade, looking forward to a positive month of November.

    #182357 quote
    juanj
    Participant
    Master

    I have decided to run a 50% off sale on all my indicators and strategies from today (26-Nov) until Monday (29-Nov).

    View the offering here: PRC Marketplace: FXautomate

    #182358 quote
    juanj
    Participant
    Master

    I have decided to run a 50% off sale on all my indicators and strategies from today (26-Nov) until Monday (29-Nov).

    View the offering here: PRC Marketplace: FXautomate

    #182528 quote
    juanj
    Participant
    Master

    Attached is the Live results for the latest version for the month of November. It has been a relatively slow month with only 10 trades (5 wins and 5 losses) with a gain to loss ratio of 1.54 and the average win 65% larger than the average loss.

    Remember the attached example is using the minimum exposure meaning the results can be scaled depending on your account size. Overall I am happy with the results and looking forward to ending the year on a positive note.

    Latest-Live-Results-30-November-2021.png Latest-Live-Results-30-November-2021.png
    #182559 quote
    juanj
    Participant
    Master

    Excellent news! We were surprised by a brilliant last minute win soon after I posted the November results yesterday. Attached thus the final results for November. Considering a $1000 account it means we achieved a 10% ROI for the month which is excellent.

    Latest-Live-Results-30-November-2021-part-2.png Latest-Live-Results-30-November-2021-part-2.png
    #183516 quote
    juanj
    Participant
    Master

    After many people missed my Black Friday to Cyber Monday promotion I made a recommendation that the PRC Marketplace get a dedicated section for products that are On-Sale. So from today until Christmas (25-Dec) I am running a sale for 279€ (normal price 399€)

    Also December is so far turning out to be another great month for the algo!

    You can view the latest live results attached. The next live update will probably be somewhere very close to new year.

    Happy holidays everyone!

    Khaled thanked this post
    Latest-Live-Results-17-December-2021.png Latest-Live-Results-17-December-2021.png
    #184380 quote
    juanj
    Participant
    Master

    Compliments of the season to everyone! Herewith the latest update of live results for the Algo. Since our last update on the 17th there hasn’t been much activity over the festive period with a very small loss of $8 realised over the new year. This means that for December we still ended with a neat net profit for the $1k account.

    Latest-Live-Results-3-January-2022.png Latest-Live-Results-3-January-2022.png
    #184457 quote
    virus010
    Participant
    Junior

    I didn’t mean to annoy you Juanj. It’s all OK. I’m just a little worried. Perhaps there is a possibility / filter to avoid such major losses or to get out beforehand?

    Hi phoentzs,

    how are your results so far?

    Thanks

    #184468 quote
    phoentzs
    Participant
    Master

    My results coincide with the results published here. The algo is going well.

    virus010 thanked this post
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Live performance updates for PRC Marketplace strategy: High Probability Reversal


General Trading: Market Analysis & Manual Trading

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juanj @juanj Participant
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This topic contains 173 replies,
has 27 voices, and was last updated by Donjohan
11 months, 2 weeks ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 08/15/2021
Status: Active
Attachments: 66 files
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