Successful setfiles?

[fischergeiz]

Hey guys (and Maria),

i think it is time for me to share my setfiles with you. That way i want to thank you for this nice community.

Attached you can see the setfile which i use for EurUsd, AudUsd, NzdUsd and similar pairs.

Something i change accordingly on market situation:

•turn on/off auto news

◦mostly there is no need to close down a basket before news when it is in lower levels. In worst case it just grows a few levels, but still nothing to worry as you might hit a slight retracement after the news. With bigger levels i try to benefit from news: Set a point where the basket is hedged to not leave a basket grow too big and on the other side leave it "open" to close the whole basket at BTP (which could be slightly over BE or at next major resistance/support)

•sliding hedge level

◦mostly at L13, sometimes turned down to L12. When the basket grows to that level, MBC just hedges it and i try trade it down manually

•Base Balance and Risk Multiplier ; mostly try to set the Base Balance to current account balance and Multi = 1 to stop MBC from taking bigger trades than i have set in my spreadsheats. So there is no compounding effect as long as you do not hit the next balance threshold to pump the BLS up by another 0.01 lot. I used 0.02 BLS per $50.000 account.

Thats it from my side. Nothing spectacular, but maybe you can see something or even use it. From my point of view it still is not good enough, because there are many needed manual interventions (when a sliding hedge is hit, you have to be glued to the screen). That sometimes is exhausting when you have several hedged basket at once.

Maybe someone has a better set file which is better in terms of perforance or at least almost "hands-free".

 

Did anyone have set up a Demo with Mark´s earlier set files? Think there was some kind of Breakout Hedge included. Did not find his post.

 

Especially to Rick: Thanks for you great efforts. As soon as Chameleon arrives, i will set up my computers to run around the clock on strategytester. So maybe within a few weeks we can come up with some good, fully automated set files. Still trying to find a setting that could produce 2-3% monthly ROI with a max. DD of 10-15%. That would be all we need. When i find one, you can be sure that i drop you a mail with the attached settings and a nice check from any upcoming profit. Is there any timeframe for the release? One month, two, six, twelve? A rough guess would be all my nerves need :-)

 

 

Cheers

 

 

[Keith Krazee]

Thanks, I will check these out!   BTW I fully intend to share as well and also donate something to Rick but I haven't had a lot of time play with MBC lately.  Once I get something working well and I make a profit I will be sharing back with this group and donating some profits.  

Currently I am running the default set file on AUDNZD and EURGBP with news hedging enabled, but I just started this and I'm not sure yet if it will be successful.  It's only been less than 2 weeks, so far so good.  I haven't BT'd this setup either, just running it live on a forward test and monitoring it.  This weekend if I have time I will set up Envy Power Longs on the same pairs and run them side by side to see which handles the market better.

--
You received this message because you are subscribed to the Google Groups "Margrids Battle Chest" group.
To unsubscribe from this group and stop receiving emails from it, send an email to margrids-battle-...@googlegroups.com.
To post to this group, send email to margrids-b...@googlegroups.com.
Visit this group at http://groups.google.com/group/margrids-battle-chest.
For more options, visit https://groups.google.com/groups/opt_out.

[Rick Drake]

Keith,

The default settings were never meant to be run. They were set simply as an example. I expect that each person will do his own back testing and come up with something that makes sense. Or at least rely on other's like Mark who have thoroughly backtested their files.

- Rick

[krazeee...@gmail.com]

Thanks for the warning! I think I did know that, but I clearly forgot. I'll review it tonight. Most likely it has been doing ok because it's only been running a few days and I don't think anything more than a level 6 or 7 basket has formed. And I'm running on only two fairly range bound pairs.

Anyway....will disable and try some BT'ing this weekend. Thanks again for the warning LOL.

Sent from my BlackBerry device on the Rogers Wireless Network

---

From: Rick Drake <drak...@gmail.com>

Sender: margrids-b...@googlegroups.com

Date: Wed, 25 Sep 2013 12:14:46 -0700

To: <margrids-b...@googlegroups.com>

ReplyTo: margrids-b...@googlegroups.com

Subject: Re: [margrids-battle-chest] Successful setfiles?

[Mark Suddens]

HI Guys

Sorry been a bit quiet on this forum

Have been looking and testing for that elusive range of settings which can largely run un-attended but have something like the return generating power of the small EP3 sets Daniel and I have been using trying. (I was finding them a bit too stressful running live unattended)

Have developed further some Max L20 EP5 sets that I first started looking at at the start of the year...

Hear is a new live demo test just started for anyone interested:

http://www.myfxbook.com/members/cabash/int-0/706736

will probably tweak settings as testing continues 

Expectations are running on 1 pair about 50%p/m return, dd<20% but with intervention required about once every couple of months (when dd goes over 20%)

this is based on backtesting with 7 months of data, but settings manage trends pretty well as well as the range bound markets of the last 2 or 3 months.

Intervention involves running AM alongside a trend that maxes out a basket

will see how things go.

Defiantly looking forward to faster backtesting with Chameleon 

 

Cheers Mark

---

From: "krazeee...@gmail.com" <krazeee...@gmail.com>
To: margrids-b...@googlegroups.com
Sent: Thursday, 26 September 2013 8:54 AM

[fischergeiz]

Is there any attachement from one of you? Dont know if there isnt one or i do not see them.

[Mark Suddens]

HI fischergeiz

Did you want the set file for the new demo I posted the link for?

 

Cheers Mark

---

From: fischergeiz <fisch...@googlemail.com>
To: margrids-b...@googlegroups.com
Cc: Mark Suddens <cab...@xtra.co.nz>
Sent: Thursday, 26 September 2013 6:44 PM

Subject: Re: [margrids-battle-chest] Successful setfiles?

Is there any attachement from one of you? Dont know if there isnt one or i do not see them.

On Wednesday, 25 September 2013 23:36:32 UTC+2, Mark Suddens wrote:

HI Guys

Sorry been a bit quiet on this forum

Have been looking and testing for that elusive range of settings which can largely run un-attended but have something like the return generating power of the small EP3 sets Daniel and I have been using trying. (I was finding them a bit too stressful running live unattended)

Have developed further some Max L20 EP5 sets that I first started looking at at the start of the year...

Hear is a new live demo test just started for anyone interested:

http://www.myfxbook.com/members/cabash/int-0/706736

will probably tweak settings as testing continues 

Expectations are running on 1 pair about 50%p/m return, dd<20% but with intervention required about once every couple of months (when dd goes over 20%)

this is based on backtesting with 7 months of data, but settings manage trends pretty well as well as the range bound markets of the last 2 or 3 months.

Intervention involves running AM alongside a trend that maxes out a basket

will see how things go.

Defiantly looking forward to faster backtesting with Chameleon 

 

Cheers Mark

---

From: "krazeee...@gmail.com" <krazeee...@gmail.com>
To: margrids-b...@googlegroups..com

Thats it from my side. Nothing spectacular, but maybe you can see something or even use it.. From my point of view it still is not good enough, because there are many needed manual interventions (when a sliding hedge is hit, you have to be glued to the screen). That sometimes is exhausting when you have several hedged basket at once.

[fischergeiz]

That would be helpful to do some backtest. 

Btw. why only one pair and why UJ?