Not logged in
Viewing 5 posts - 1 through 5 (of 5 total)
  • #262281 |
    Customer
    11 Posts

    Dear Community and Admin,

    First, I like to extend my appreciation to contribution of active community, SQ admin and people who have helped me so far. I have made several mistakes – even by posting a wrong article under the Shared section, without knowing my silly mistake till now. I hope SQX admin don’t bar me later :)

    I am not only new in SQX, but also building EA. I am not a full time trader. With a full time job that take up most ofmy free time. Hence SQX is like my hobby after work around 11pm-2am. I always wanted to learn algo trading and hopefully develop an EA to offload myself from trading, and hopefully replace my full time job. :) However, i am targetting around 5-10% per month.

    The training material by SQX team and a number of discussions here are really amazing. They taught me a lot. I am not able to finish all posting yet. So pardon me if this question had been posted previously.

    I follow the course to develop my first EURUSD H1. While it is started on a demo account. I realise that it is not ideal and i would need to spend more time over many more weekends to retest and re-optimise. But this is weekend time. I don’t want to let the CPU resources to be left idle, so i started a second project on EURUSD M15. There are not much info. I am not sure the following ranking settings make sense. Would appreciate someone to shed some light. I have also attached my builder configuration in case i left something.

    – Profit Factor (IS/OOS) = 1.3

    – Ret/DD Ration (IS/OOS) = 1.5

    – # of trades = 200

    – Winning percentage = 40%

    Grateful to your advise.

     

    Attachments in this forum are visible only to Customers.
    #262306
    Customer
    584 Posts

    not much bad on your settings…

    always use cloned data to your timezone of your broker, where you will be trading, it seems that you are using not cloned data, so the backtest  will not be realiable

    for stop strategies always use slippage in your backtests – 1 pip should be enough

    you are generating M15 with 1M precision? – for builder use selected TF only and for M15 you will need time and strong PC specs, what PC spec you have? And doesnt make sense to generate on 1M and have turned on another crosscheck for higher backtest precision, where you are using the same 1M precision

    by my opinion you are using too many buildling blocks in EXIT TYPES – you have everything selected and thus will lead to a slower computation

    why you are using fixed MM? will you have enough capital to trade it?

    your ranking in nonsense, because of the IS/OOS periods, which are not the same – your IS lasts 11 years, and you OOS is only 4 years – you really want to build on 11 years of data? and ratios which are dependant on time like return/drawdown cant be the same for 11 vs 4 years and number of trades for IS/OOS should be also adapted to your IS/OOS periods – why to use 200 trades for both if the ratio between IS/OOS is 11:4? winning percent 40% is unnecessarily big, 30% could be enough

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #262354
    Customer
    11 Posts

    Dear Hankeys,

    Thank you. I address each your question and may have more to ask. Hope you don’t mind as i want to learn from you to perfect my skill. Note: [H] is you. [G] is me.

    [H] always use cloned data to your timezone of your broker, where you will be trading, it seems that you are using not cloned data, so the backtest  will not be realiable

    [G] I have made the changes. See image. Thank you.

    [H] for stop strategies always use slippage in your backtests – 1 pip should be enough

    [G] I have made the change. In fact, it should be 1 pip. Not sure why. Please see images. Thank you.

    [H] you are generating M15 with 1M precision? – for builder use selected TF only and for M15 you will need time and strong PC specs, what PC spec you have? And doesnt make sense to generate on 1M and have turned on another crosscheck for higher backtest precision, where you are using the same 1M precision

    [G] I have changed “Data” to use “Selected timeframe only”. And keep and “Crosscheck for higher backtest precision” to use “1M data tick”. Am i correct? Please see images. I have 6 CPU cores and 10GB memory now.

    [H] by my opinion you are using too many building blocks in EXIT TYPES – you have everything selected and thus will lead to a slower computation

    [G] It was default. I did not make change since installation. I have made the adjustment now. Please see image. Your advice, if incorrect. Thank you.

    [H] why you are using fixed MM? will you have enough capital to trade it?

    [G] Indeed don’t need fixed $100 MM. I have changed to “Risk fixed % of account”. See setting in image. I intend to fund account USD3k to USD5k on 1:200 leverage account.

    [H] your ranking in nonsense, because of the IS/OOS periods, which are not the same – your IS lasts 11 years, and you OOS is only 4 years – you really want to build on 11 years of data? and ratios which are dependant on time like return/drawdown cant be the same for 11 vs 4 years and number of trades for IS/OOS should be also adapted to your IS/OOS periods – why to use 200 trades for both if the ratio between IS/OOS is 11:4? winning percent 40% is unnecessarily big, 30% could be enough

    [G] Thank you for pointing out. I may have seen and copied from info from material. Actually current IS should be ~13.5 years. Now… i change to the following:

    IS – 7 years (2014-01-01 till 2010-12-31) and OOS – 7 years (2011-01-01 till 2017-12-31).

    Keep to 200 trades for both IS/OOS. Change winning percentage to 30% for both IS/OOS. Maintain Profit Factor as 1.3 for both IS/OOS. Maintain Ret/DD ration for both IS/OOS. See images.

    Lastly, i appreciate your patience. I have attached cfx builder configuration file. Once again, thank you.

     

    Attachments in this forum are visible only to Customers.
    #262358
    Customer
    584 Posts

    your broker is really UTC+8? which one is it?

    i dont like %MM, i am using only fixedsize

    i dont like market strats, i am trading only stop ones

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #262379
    Customer
    11 Posts

    Dear Hankeys,

    Once again, thank you so much.

    [H] your broker is really UTC+8? which one is it?

    [G] I was like dreaming until you punch on my face to tell me  i was wrong on time zone. My broker MarketWatch is showing GM+2, and i confirm there is DST based on a posting in social site. So i have fixed it by choosing a city with DST. Many thanks.

    [H} i dont like %MM, i am using only fixedsize

    [G] For M15, it makes sense to fix at 0.01 lot size indeed.

    [H] i dont like market strats, i am trading only stop ones

    [G] I have adjusted. If we trade STOP, i believe it should include LIMIT order too. Otherwise, it does not make sense. Actually i am not sure if it building block for Exit is good enough.

    Attachments in this forum are visible only to Customers.
Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.