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14 Years surviving strategies collection http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=65&t=56640 |
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Author: | JP7 [ Sun 22 Jul, 2018, 06:07 ] | ||
Post subject: | 14 Years surviving strategies collection | ||
All tested strategies that survive the maximum data feed period will be posted here. For majors data feed is about 15 years, minors 13 years, Brent ans Light 7 years, new instruments added about 7 years, more or less. By SURVIVING I mean the strategy will not go bankrupt, and will generate steady profit during this time period. You are welcome to join this effort and to post your strategies results here, if satisfy the requirements. To reproduce this results please adjust the setup as shown in the reports. Example for: RizHedge Comment RizHedge Gap1 50 TP1 50 LotMultiplier1 2.0 Set1Orders 4 Gap2 50 TP2 50 LotMultiplier2 2.0 Set2Orders 4 Gap3 50 TP3 50 LotMultiplier3 2.0 Levels 15 LotSize 0.01 LotAdjuster 33.0 MAPeriod 100 StopTrading false PerCurrencyMargin 10000.0 Instrument EUR/USD First tick time 2004-07-13 21:00:00 Most of the strategies tested are not my creation, many are from JStore free versions offered by Dukascopy. I wish you steady profits and Happy TRADING ! ////////////////////////////////////////////////////////////////////////////////////////////////////////////////// RizHedge strategy available for download in JStore ////////////////////////////////////////////////////////////////////////////////////////////////////////////////// RizHedge strategy report for EUR/USD instrument(s) from 2004-07-13 21:00:00 to 2018-07-21 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 90988.68 Turnover 113054876.88 Comission 2034.97 Parameters Comment RizHedge Gap1 50 TP1 50 LotMultiplier1 2.0 Set1Orders 4 Gap2 50 TP2 50 LotMultiplier2 2.0 Set2Orders 4 Gap3 50 TP3 50 LotMultiplier3 2.0 Levels 15 LotSize 0.01 LotAdjuster 33.0 MAPeriod 100 StopTrading false PerCurrencyMargin 10000.0 Instrument EUR/USD First tick time 2004-07-13 21:00:00 First tick bid value 1.23223 First tick ask value 1.23293 Last tick time 2018-07-20 20:59:51 Last tick bid value 1.17196 Last tick ask value 1.17205 Positions total 8470 Closed positions 8467 Orders total 12697 Bought 43.42 Sold 43.43 Turnover 113054876.88 Comission 2034.97
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Author: | JP7 [ Sun 22 Jul, 2018, 06:11 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
Grids_Hedge_Merge_GlobalShift_V2 strategy report for EUR/USD instrument(s) from 2004-06-15 00:00:00 to 2018-06-11 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 69084.83 Turnover 17686530.96 Commission 318.12 Parameters instrument EUR/USD step 30.0 slippage 2.0 amount 0.001 tpProfit 100.0 ngProfit 0.0 Instrument EUR/USD First tick time 2004-06-15 00:00:00 First tick bid value 1.20621 First tick ask value 1.20631 Last tick time 2018-06-11 10:37:54 Last tick bid value 1.1786 Last tick ask value 1.17864 Positions total 6767 Closed positions 12194 Orders total 6767 Bought 221.12 Sold 221.12 Turnover 17686530.96 Comission 318.12
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Author: | JP7 [ Sun 22 Jul, 2018, 06:15 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
VisualJforex_scalp strategy from JStore //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// VisualJforex_scalp strategy report for EUR/USD instrument(s) from 2004-06-16 00:00:00 to 2018-06-17 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 60734.16 Turnover 302712346 Comission 5635.24 Parameters defaultInstrument EUR/USD defaultPeriod 10 Mins defaultSlippage 5 defaultTakeProfit 1000 defaultTradeAmount 0.1 defaultStopLoss 20 Instrument EUR/USD First tick time 2004-06-16 00:00:00 First tick bid value 1.21498 First tick ask value 1.21508 Last tick time 2018-06-15 20:59:45 Last tick bid value 1.16059 Last tick ask value 1.16103 Positions total 1168 Closed positions 1167 Orders total 1168 Bought 116.80 Sold 116.70 Turnover 302712346 Comission 5635.24
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Author: | JP7 [ Sun 22 Jul, 2018, 06:17 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
Grider_DR_Fibo_V7 strategy report for EUR/USD instrument(s) from 2004-06-23 00:00:00 to 2018-06-20 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 192641.47 Turnover 242998926 Comission 4460.33 Parameters step 100.0 instrument EUR/USD selectedPeriod 10 Mins offerSide Bid slippage 2.0 amount 0.1 filter ALL_FLATS Instrument EUR/USD First tick time 2004-06-23 00:00:00 First tick bid value 1.21062 First tick ask value 1.21072 Last tick time 2018-06-20 18:19:11 Last tick bid value 1.15852 Last tick ask value 1.15856 Positions total 926 Closed positions 925 Orders total 926 Bought 92.50 Sold 92.60 Turnover 242998926 Comission 4460.33
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Author: | JP7 [ Fri 03 Aug, 2018, 15:37 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
SMASmallExample strategy that comes with JForex platform SMASmallExample strategy report for EUR/USD instrument(s) from 2004-07-14 00:00:00 to 2018-08-03 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 231087.18 Turnover 1142718300 Comission 20319.82 Parameters defaultSlippage 5 defaultTakeProfit 200 defaultPeriod 10 Mins defaultTradeAmount 1.0 defaultStopLoss 200 defaultInstrument EUR/USD Instrument EUR/USD First tick time 2004-07-14 00:00:00 First tick bid value 1.23247 First tick ask value 1.23257 Last tick time 2018-08-03 14:02:41 Last tick bid value 1.15826 Last tick ask value 1.15829 Positions total 437 Closed positions 436 Orders total 437 Bought 437.00 Sold 436.00 Turnover 1142718300 Comission 20319.82 Opened orders:
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Author: | JP7 [ Fri 03 Aug, 2018, 18:29 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
Available on JForex Platform under Strategies or on JStore SMACrossExample strategy report for EUR/USD instrument(s) from 2004-07-14 00:00:00 to 2018-08-03 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 891266.61 Turnover 1157630830 Comission 17904.39 Parameters defaultSlippage 5 defaultTakeProfit 200 defaultPeriod 10 Mins defaultTradeAmount 1.0 defaultStopLoss 200 defaultInstrument EUR/USD Instrument EUR/USD First tick time 2004-07-14 00:00:00 First tick bid value 1.23247 First tick ask value 1.23257 Last tick time 2018-08-03 17:23:28 Last tick bid value 1.15877 Last tick ask value 1.1588 Positions total 443 Closed positions 442 Orders total 443 Bought 443.00 Sold 442.00 Turnover 1157630830 Comission 17904.39 Opened orders:
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Author: | JP7 [ Fri 03 Aug, 2018, 22:21 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
Available on JForex Platform under Strategies or on JStore BollingerBandExample strategy report for EUR/USD instrument(s) from 2004-07-28 00:00:00 to 2018-08-03 23:59:00 Account Currency USD Initial deposit 50000 Finish deposit 64389.85 Turnover 45906480.04 Comission 835.91 Parameters selectedInstrument EUR/USD takeProfit 200 defaultStopLoss 200 selectedPeriod 10 Mins defaultTradeAmount 0.001 Instrument EUR/USD First tick time 2004-07-28 00:00:00 First tick bid value 1.2063 First tick ask value 1.2064 Last tick time 2018-08-03 20:59:56 Last tick bid value 1.1567 Last tick ask value 1.15691 Positions total 18004 Closed positions 17801 Orders total 18004 Bought 18.00 Sold 17.80 Turnover 45906480.04 Comission 835.91
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Author: | Illya [ Fri 10 Aug, 2018, 12:39 ] |
Post subject: | Re: 14 Years surviving strategies collection |
It's very kind of you! Have any more ideas? |
Author: | JP7 [ Mon 13 Aug, 2018, 21:05 ] |
Post subject: | Re: 14 Years surviving strategies collection |
I tested thousands of strategies and versions of strategies and I will test many others .... any strategy that meets the requirements to survive 14 years and to make a profit will be posted here! Cheers Julian |
Author: | Illya [ Thu 16 Aug, 2018, 17:21 ] |
Post subject: | Re: 14 Years surviving strategies collection |
Greetings Julian, I've send you a private message in the chat. Cheers Illya |
Author: | JP7 [ Thu 16 Aug, 2018, 21:18 ] |
Post subject: | Re: 14 Years surviving strategies collection |
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=65&t=57144 About the speed of my tests - answering a question from the private chat I use JForex platform for my tests - I do not know other faster method. Speed is given by a high-speed internet and fast computer - a server with 64 cores is better - but I don't have it here - a supercomputer will be the best to have access too but they cost thousands of dollars in rent by the hour. As operation systems, Windows server is the fastest to run these strategies - on my view. So what I do I run this 14 years strategies in demo accounts and meanwhile I do other jobs in eclipse, live trading or purely watching youtube videos to pass time by. Sincerely JP7 |
Author: | Illya [ Fri 14 Sep, 2018, 00:17 ] |
Post subject: | Re: 14 Years surviving strategies collection |
Thanks for your answer! Cheers Ilya |
Author: | JP7 [ Fri 14 Sep, 2018, 01:36 ] | ||
Post subject: | 14 Years surviving strategies collection - ONE MORE !!!!! | ||
Ohhhhh Yes! - got another one after many others tested ..... Order_BS_Stat_RetractionWins_Pending_Hedges_X1 strategy report for EUR/USD instrument(s) from 2004-09-15 00:00:00 to 2018-09-13 23:59:00 Account Currency USD Initial deposit 1000000 Finish deposit 1752497.17 Turnover 1211985330 Comission 16967.83 Parameters instrument EUR/USD slippage 2.0 amount 1.0 takeProfitPips 20 slPips 200 hedgePending 20 startBuing true startSelling false Instrument EUR/USD First tick time 2004-09-15 00:00:00 First tick bid value 1.22481 First tick ask value 1.22491 Last tick time 2018-09-13 23:58:56 Last tick bid value 1.16912 Last tick ask value 1.16915 Positions total 473 Closed positions 471 Orders total 473 Bought 472.00 Sold 472.00 Turnover 1211985330 Comission 16967.83
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Author: | Illya [ Tue 18 Sep, 2018, 15:32 ] |
Post subject: | Re: 14 Years surviving strategies collection |
Hey JP7. I checked this last strategy and Looks like her performance is hard depends on a time of backtest start. So if we set @startSelling-true we will have a lossy system. So looks like the case determines the success of this system. The robot doesn't have any significant logic in trading decision except of presence of Opened opposite orders and close in profit. Cheers, Illya |
Author: | JP7 [ Sun 14 Oct, 2018, 17:27 ] | ||
Post subject: | Grids_from_StochHedging strategy 50K to 2M 14 years | ||
Grids_from_StochHedging strategy report for EUR/USD instrument(s) from 2003-10-23 21:00:00 to 2018-10-14 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 2058979.9 Turnover 265052352.16 Comission 4196.88 Parameters step 10.0 maxLongCount 1 maxShortCount 1 instrument EUR/USD selectedPeriod 1 Min offerSide Bid slippage 0.0 amount 0.1 Instrument EUR/USD First tick time 2003-10-23 21:00:00 First tick bid value 1.17833 First tick ask value 1.17903 Last tick time 2018-10-12 20:59:57 Last tick bid value 1.15571 Last tick ask value 1.15626 Positions total 1139 Closed positions 2246 Orders total 1192 Bought 11557.76 Sold 11557.86 Turnover 265052352.16 Comission 4196.88 Opened orders: Label Amount Direction Open price Profit/Loss at the end Profit/Loss at the end in pips Open date Comment EURUSD141 0.614514 SELL 1.593232 268639.80 3798.37 2003-10-27 11:31:00 MC_MARGIN_CUT_1 1.122 BUY 0.745808 459910.04 4099.0 2003-11-19 00:54:32 EURUSD2284 0.300 BUY 1.178014 -6691.2 -223.0 2018-09-21 07:13:00 EURUSD2301 0.900 SELL 1.179512 20926.8 232.5 2018-09-21 10:09:00 Closed orders: Label Amount Direction Open price Close price Profit/Loss Profit/Loss in pips Open date Close date Comment EURUSD0 0.100 BUY 1.1804 MERGED 0.00 0.0 2003-10-23 22:03:00 MERGED EURUSD1 0.100 BUY 1.18027 MERGED 0.00 0.0 2003-10-23 22:04:00 MERGED EURUSD2 0.200 BUY 1.18033 MERGED 0.00 0.0 2003-10-23 22:04:00 MERGED EURUSD3 0.100 BUY 1.18015 MERGED 0.00 0.0 2003-10-23 22:05:00 MERGED EURUSD4 0.300 BUY 1.18027 MERGED 0.00 0.0 2003-10-23 22:05:00 MERGED EURUSD5 0.100 BUY 1.1803 MERGED 0.00 0.0 2003-10-23 22:06:00 MERGED
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Author: | JP7 [ Mon 03 Jun, 2019, 08:43 ] | |||
Post subject: | Re: 14 Years surviving strategies collection | |||
15 years run on OppositeOrder strategy from Dukascopy JStore OppositeOrder strategy report for EUR/USD instrument(s) from 2004-05-27 21:00:00 to 2019-06-03 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 170865.02 Turnover 161887183.58 Comission 2933.67 Parameters instrument EUR/USD selectedPeriod 10 Mins slippage 0.0 amount 0.002 nextLong true takeProfitPips 200 stopLossPips 100 Instrument EUR/USD First tick time 2004-05-27 21:00:00 First tick bid value 1.22602 First tick ask value 1.22632 Last tick time 2019-06-03 04:59:59 Last tick bid value 1.11768 Last tick ask value 1.11771 Positions total 1135 Closed positions 1134 Orders total 1521 Bought 63.96 Sold 63.99 Turnover 161887183.58 Comission 2933.67 Opened orders: Label Amount Direction Open price Profit/Loss at the end Profit/Loss at the end in pips Open date Comment EURUSD1519 0.032 SELL 1.124972 232.38 72.6 2019-04-23 12:55:48 Closed orders: Label Amount Direction Open price Close price Profit/Loss Profit/Loss in pips Open date Close date Comment EURUSD0 0.020 BUY 1.226406 1.21553 -217.52 -108.8 2004-05-27 21:00:01 2004-06-01 01:12:21
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Author: | JP7 [ Mon 03 Jun, 2019, 20:14 ] | ||
Post subject: | Re: 14 Years surviving strategies collection | ||
Grider_cleaned strategy report for EUR/USD instrument(s) from 2004-05-27 21:00:00 to 2019-06-03 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 125918.64 Turnover 73598790.2 Comission 1324.19 Parameters step 20.0 instrument EUR/USD selectedPeriod 10 Mins offerSide Bid slippage 2.0 amount 0.001 Instrument EUR/USD First tick time 2004-05-27 21:00:00 First tick bid value 1.22602 First tick ask value 1.22632 Last tick time 2019-06-03 16:15:41 Last tick bid value 1.12146 Last tick ask value 1.12149 Positions total 28095 Closed positions 28084 Orders total 28095 Bought 28.10 Sold 28.08 Turnover 73598790.2 Comission 1324.19
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Author: | JP7 [ Tue 04 Jun, 2019, 19:08 ] |
Post subject: | Re: 14 Years surviving strategies collection - RizHedge strategy report for AUD/CAD |
RizHedge strategy report for AUD/CAD instrument(s) from 2006-05-27 21:00:00 to 2019-06-03 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 73581.72 Turnover 38235588.91 Comission 688.83 Parameters Comment RizHedge Gap1 50 TP1 50 LotMultiplier1 2.0 Set1Orders 4 Gap2 50 TP2 50 LotMultiplier2 2.0 Set2Orders 4 Gap3 50 TP3 50 LotMultiplier3 2.0 Levels 15 LotSize 0.001 LotAdjuster 33.0 MAPeriod 100 StopTrading false PerCurrencyMargin 10000.0 Instrument AUD/CAD First tick time 2006-05-27 21:00:00 First tick bid value 0.83821 First tick ask value 0.83867 Last tick time 2019-06-03 20:58:59 Last tick bid value 0.93759 Last tick ask value 0.9379 Positions total 3859 Closed positions 3855 Orders total 5687 Bought 22.98 Sold 23.00 Turnover 38235588.91 Comission 688.83 |
Author: | JP7 [ Tue 04 Jun, 2019, 19:13 ] |
Post subject: | Re: 14 Years surviving strategies collection - RizHedge strategy report for AUD/JPY |
RizHedge strategy report for AUD/JPY instrument(s) from 2006-05-27 21:00:00 to 2019-06-03 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 56829.05 Turnover 12633940.15 Comission 227.55 Parameters Comment RizHedge Gap1 50 TP1 50 LotMultiplier1 2.0 Set1Orders 4 Gap2 50 TP2 50 LotMultiplier2 2.0 Set2Orders 4 Gap3 50 TP3 50 LotMultiplier3 2.0 Levels 15 LotSize 0.001 LotAdjuster 33.0 MAPeriod 100 StopTrading false PerCurrencyMargin 10000.0 Instrument AUD/JPY First tick time 2006-05-27 21:00:00 First tick bid value 85.299 First tick ask value 85.349 Last tick time 2008-02-28 07:31:56 Last tick bid value 99.8 Last tick ask value 99.83 Positions total 1421 Closed positions 1419 Orders total 2108 Bought 7.62 Sold 7.61 Turnover 12633940.15 Comission 227.55 |
Author: | JP7 [ Wed 05 Jun, 2019, 01:48 ] |
Post subject: | Re: 14 Years surviving strategies collection - RizHedge strategy report for AUD/SGD |
RizHedge strategy report for AUD/SGD instrument(s) from 2007-05-27 21:00:00 to 2019-06-03 20:59:00 Account Currency USD Initial deposit 50000 Finish deposit 82587.49 Turnover 52061288.04 Comission 937.64 Parameters Comment RizHedge Gap1 50 TP1 50 LotMultiplier1 2.0 Set1Orders 4 Gap2 50 TP2 50 LotMultiplier2 2.0 Set2Orders 4 Gap3 50 TP3 50 LotMultiplier3 2.0 Levels 15 LotSize 0.001 LotAdjuster 33.0 MAPeriod 100 StopTrading false PerCurrencyMargin 10000.0 Instrument AUD/SGD First tick time 2007-05-27 21:00:00 First tick bid value 1.24867 First tick ask value 1.24913 Last tick time 2019-06-03 20:58:59 Last tick bid value 0.95305 Last tick ask value 0.95391 Positions total 7634 Closed positions 7631 Orders total 11215 Bought 32.07 Sold 32.08 Turnover 52061288.04 Comission 937.64 |
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