ProOrder Breakout on French cac40 my account performances

• 08/29/2016 at 6:48 PM #12412
  deleted190722

  yes… in avarage if I took all the enrties and exit from backtest and live I have 1.6 euro of loss for each trade (1 point = 1 euro).

  

  deleted190722

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  08/29/2016 at 6:54 PM #12414
  Nicolas

  Hmm , it sounds large to me.. But the Ask/Bid is maybe different from demo to live account? A decay could be possible, demo account has no money liquidity, it’s straight to broker server at asked price, that’s all.

  

  Nicolas

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  08/29/2016 at 7:00 PM #12416
  deleted190722

  no, I’m speacking about live IG market. Could you post your trade of the last month and the backtested trade on the same period?

  

  deleted190722

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  09/27/2016 at 12:36 PM #13799
  deleted190722

  another comment on this system. The MM system is not correct in my opinion. As soon as it gain some money the increasing of the contracts is exponential and the DrawDown not acceptable.

   

  My suggestion is to change it into a fixed ratio:
  If strategyprofit >= 0 then
  contracts = (1+SQRT(1+8*(strategyprofit)/delta))/2
  else
  contracts=1
  endif

   

  delta is the amount of money when you have to increase.

   

  david

   

  

  deleted190722

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  10/28/2016 at 11:23 AM #15664
  deleted190722

  Hi Nicolas, on the 27/10/2016 it did three trades. Do you know why? did it happened also to you?

  

  deleted190722

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  10/28/2016 at 11:45 AM #15665
  Cosmic1

  Hi,  We are discussing it here: http://www.prorealcode.com/topic/code-adjustment-to-avoid-3-trades-per-day-on-breakout-code/

  I have not had a chance to try Nicolas’ suggestion yet.

  

  Cosmic1

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  11/22/2016 at 7:04 AM #16929
  Yngve

  Hi Nicolas

  Are you still trading this strategy? If so, how is it performing?

  /Yngve

  

  Yngve

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  01/23/2017 at 10:35 AM #22106
  simon_json

  Hi Nicolas!

  Are you still trading this strategy? If so, how is it performing?

  All the best!
  Simon

  

  simon_json

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  01/23/2017 at 10:54 AM #22114
  Nicolas

  I’m not trading it actually, for different reasons the system was stopped last year.. But I know many people are still using it, last year (2016) results are so so, but the strategy is still valid for sure.

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  simon_json

  

  Nicolas

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  01/23/2017 at 2:02 PM #22133
  Eric

  as i understand it the strategy opens max 2 trades a day, how often is both a loss?

  would it be possible to double the size if the first trade is a loss?

   

  

  Eric

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  01/23/2017 at 2:20 PM #22139
  Nicolas

  Backtests are accurate with this strategy, it was made to be so. You can make your own statistics with the backtest and customize a different approach to the money management already coded.

  It has already a smooth re-investment lot calculation, but it could be adapted of course. The main reason this strategy worked so well, in addition to the “open breakout” phenomena, is the way it cut losers quickly and let the profit run for the rest of the day.. I don’t know if double size the risk when you lose is a good idea, but as I already said here and there, only good strategy deserve martingale, so it may be an idea to explore 🙂

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  Gianluca

  

  Nicolas

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  01/26/2017 at 8:26 PM #22666
  deleted190722

  I’ve stopped trading this strategy for mainly one reason, the backtest period was too short and I was not sure if it has been used an In sample and Out of sample period. Infact if we consider the first date of the post in this thread as the starting day for an OOS the performance are not too good. Anyway if someone want to tarde it the Money management must be changed for sure in my personal opinion.

  this strategy has the problem of all PRT startegies. Historcal data is too low.

  

  deleted190722

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  09/18/2018 at 8:05 PM #80803
  Gianluca

  Ciao Nicolas, i used this strategy from the beginning of the year (2018) ad it did TOONS of gain untill april, from april to now the strategy is not working properly, i am here to ask you something, i tried many time to adapt the trailing sistem with the Multiframe, but without any success, can i post the code i tried to make? or do you prefer that i will open a new post?

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  Nicolas

  

  Gianluca

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  09/18/2018 at 9:19 PM #80813
  Nicolas

  Please open a specific topic. I’ll try to help you there.

  What do you mean that it doesn’t work properly since April?

  

  Nicolas

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  09/22/2018 at 11:08 PM #81091
  Gianluca

  Just too many losses 🙂

  

  Gianluca

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