SHORT EUR USD (m15) // PAC MAN STRATEGY
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- This topic has 85 replies, 16 voices, and was last updated 4 years ago by Vonasi.
Tagged: Break Even, BreakEven
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07/27/2018 at 9:48 AM #76863
Vonasi have you always been this analytical and are you this good and as enthusiastic at everything in your life!? 🙂
I was more so when I started with PRT some 2.5 years ago, but the PRT foibles and drawn out faffing involved in most analysis tasks has worn me down! I’m hoping the new PRT version on the horizon (v11.0) may renew my enthusiasm again!
07/27/2018 at 10:18 AM #76868I’m interested to try and gauge how you got to be this analytical and are you this good and as enthusiastic at everything in your life!?
I was one of those weird kids at school who actually found maths quite interesting – in fact it annoyed me that everyone else in the class took so long to solve an equation as I wanted the teacher to teach faster so that we could get to the harder equations. I was also one of those kids who messed around a lot because I found it all a bit too easy or I messed around because it was of no interest to me (such as chemistry!) I was that annoying kid who the teachers hated having at the back of the class but who always did the work and who found passing exams pretty easy.
My parents taught me that if you want something then you have to earn it so while at school I was doing four paper rounds every day to save up for what I wanted. I guess it taught me to put effort in if you want to achieve something.
I did not hang around in sixth form or go to university as I wanted to get out and earn some real money in the real world so I became an engineer while training part time at college. I tried computer programming first but hated being in an office all day. In my various jobs since I have engineered everything from cars, air compressors, garage equipment and eventually humidification equipment and water treatment. I became known as my last companies problem solver as I loved analysing why an installation was not doing what it should and then testing to prove the theory and then finally fixing the problem. I guess it is just how I am mentally programmed – I love problems! I do also become completely absorbed in whatever I am currently doing.
When working on stuff in my real life I have been described as a perfectionist – but I just think that I try to do every job to the best of my abilities and maybe improve my abilities while I am doing it. As I am getting older I get a little lazier about this perfection though.
A bit off topic but hopefully some of my background helps you understand how my brain works – when it works!
07/27/2018 at 10:34 AM #7687107/27/2018 at 10:38 AM #76872Imagine how good you would be if you weren’t killing off brain cells with all the beer!
As we get older we apparently get wiser. We need to offset that with beer otherwise we would be overrun with brain cells and there are enough damned experts in this world already!
Anyway enough of this waffle. Anybody reading this should go back a few posts where I have posted the results of running two versions of this strategy for the last two months.
1 user thanked author for this post.
07/27/2018 at 2:02 PM #76889but i like ur storys 🙂
08/01/2018 at 4:12 PM #7735108/01/2018 at 6:45 PM #77362realize that the algorithmic trading is not as simple and predictable as I originally thought … But it motivates me even more to deepen my research in this area …
Neither version is a failure as between them no money has been lost and at this stage even a little made – even if it is only in my demo account. Not losing money is half the job done and every strategy we write even if it does turn out to be a complete failure is a lesson and another valuable step towards success. Every successful trader has a few thousand failures behind them!
Your strategy has been an interesting study for me in the small edge that is positive overnight fees for shorting forex – I may return to that idea one day.
08/01/2018 at 7:03 PM #7736408/01/2018 at 7:44 PM #77365At the moment I am not trading live because I am out sailing and I am not always anchored somewhere with a good 4G signal. The thought of having several trades on and no internet access for days frightens me! Last month I had to rely on a weak wifi signal from a nearby taverna for ten days when my data allowance got eaten up so I think it was a wise decision to stop live trading.
Also earlier this year there was a bit of a crash and change in market structure. One of my strategies hit its emergency stop which to me was a sign that things were not normal so I stopped all strategies at that point. Hind sight has taught me that the actual physical stop was a bad idea and just the fact that this emergency price was touched was enough to warn me and my new theory has me exiting for a smaller loss on the bounce – but I digress.
I have however been using the time when I do have good internet to test, and study and test and improve and it has been quite nice not having the stress of live trading in the background. I have been treating it like a day job and putting in some serious overtime! My demo account has definitely shown the benefits of this time dedicated to improvement and you can see here the last 90 days trades in this post:
https://www.prorealcode.com/topic/detail-report-results/#post-76946
Further up the topic there are also some other images that you might like to look at.
The new ESMA margins mean that I am now also waiting for another investment to free up some cash to move to my spread betting account to ensure I can trade in this new regime live with sufficient capital.
My style is not every ones cup of tea. I like indices and I like daily and weekly strategies. Holding over night does not bother me. I am interested in profit and not the excitement of the fast trade. For me the more I have moved my strategies towards this style of trading the more profitable it has been but also the capital required and the draw downs are larger.
Spread betting can be profitable it just might not be profitable the way you think you might like to do it!
02/08/2020 at 12:34 AM #118983Hi everyone, i am French living in Australia and I have been following the developments of the interesting PacMan strategies (congrats @Balmora74) and the modified version from @Vonasi.
It seems to me that both versions are pretty close and the results look interesting over the past 2 years (attached).
As i have a normal account would anyone be able to help with checking the strategy on a longer timeframe beyond 2years? (before Feb2018 in order to verify the results while the Euro was gaining on the dollar)
Thank you very much!
Here is the strategy i am using in the test:
1234567891011121314151617181920212223242526272829303132333435//-------------------------------------------------------------------------// Main code : PacMan-EURUSD-15m//-------------------------------------------------------------------------// PAC MAN - PIP HUNTER// EUR / USD (M15)// By BALMORA74 19.05.2018 - Vonasi modifications 20-5-18DEFPARAM CumulateOrders = falseDEFPARAM Preloadbars = 4000TP = 22SL = 40PositionSize = 1Cv2 = RSI[14](close) <= 28Cv3 = 0For i = 11 to 14 DoIF average[8](STD[i](close)) >= STD[i](close[3]) THENCv3 = 1ENDIFNEXTOKSHORT = cv2 and Cv3IF OKSHORT thenSellshort PositionSize CONTRACT at marketSET STOP pLOSS SLSET TARGET PPROFIT TPENDIF//EXIT ZOMBIE TRADEIF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= 100 and close > TradePrice THENEXITSHORT AT MARKETENDIF02/08/2020 at 7:08 AM #11899602/08/2020 at 7:22 AM #11900102/08/2020 at 7:23 AM #119004NB: I am using a spread of 0.7. I have several versions of PacMan running in demo mode and they all look successful so far but that one somehow seems to generate the best balance between profit/trade, winning ratio, drawdown and regularity. I am just wondering if that remains successful before 2018 in a different EUR/USD context…
02/08/2020 at 7:26 AM #11900502/08/2020 at 7:34 AM #119006 -
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