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scramble's strategy

MayJune

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B/S ema price in m15 + cci filter
Version: Date: Status: Description:
3 15.05.2013 Not running SL & TP modified. small correction in "onTick"  Download
2 30.04.2013 Executed B/S ema price in m15 + cci filter  Download
tabanyi avatar
tabanyi 5 May

"if (instrument.equals(instrument)) {" this conditoin doesn't make any sense, please change it to if (instrument.equals(this.instrument)) {

scramble avatar
scramble 5 May

uhm why? i mean, in the code the 'instrument' is referring to 'public Instrument instrument = Instrument.EURUSD' so using the 'this.' sounds a bit redundant to me...

scramble avatar
scramble 5 May

anyway thanks to point it out! i'm now checking it again!

scramble avatar
scramble 5 May

gosh i guess you are right :P! thank you!! :)

scramble avatar
scramble 5 May

... I have so much to learn ....... :)

foxybaby avatar
foxybaby 27 May

during the weekend I have found and read your article, and the I found some comment and finally the strategy which I think you are running and developing (MAYJUNE2). I am a swiss guy living in zurich, and i would like to thank you for your contribution, since i liked reading your articles, because it helps to understand what has been in mind to develop. Also i like the beauty of your core model (2 moving averages) as i dont really believe that more mathematics is better...
I am very impressed with the overall result Jan-May 2013 of your strategy, its one of the best I have looked at and tested

foxybaby avatar
foxybaby 27 May

its one of the best I have looked at and tested so far. just for you information, another one i like a lot from dukas is curently running nr 2 on contest (butterfly effect) from this german guy...

I have quickly looked at your win / loss distribution, and I think that we have a common challenge to resolve, and that is to cut the losses since the win's are ok !! ;-)

I believe that the fix stop loss in your strategy could be improved.

foxybaby avatar
foxybaby 27 May

I am not talking about optimization (different sl different tp) I have done this with but this does only change part of the sl/tp ratio but does not improve the overall quality. The basic assumption is the following: as soon as a trade turns negative, i start to analyse the loss by looking at the current level of e.g EURUSD and most of the time, the level of loss will go up and down, before finally hitting sl. Manually i would close a loss trade earlier if possible, in order to reduce loss and avoid max loss. ( I can send you some screenshots to better show.)

foxybaby avatar
foxybaby 27 May

This basically means a dynamic sl is needed: trailing stop loss in addition to the fixed stop loss you already have. As soon as e.g. 50% of the whole sl level is reached, the trailing stop kicks in and pulls sl back if the currency is recovering. if not the sl will be executed. let me know if this makes sense to you and how this could be implemented into your code ;-)

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