[Geko]

_My presets.zip

This thread is locked as I am going to use it to share my results exclusively.

This thread Link can be used to discuss my results and about the Dashboard.

The purpose of those tests is to answer to the main question, is this CCFp strategy profitable and generates consistent profits on a regular basis?

Before to answer to this question, we have to test various settings to optimize the strategy and so we have to answer to a few questions (highlighted in orange the settings that I am currenlty testing):

==> Is the Trend Direction filter is useful to filter trades?
I am currently testing the trend filter in my Daily and weekly tests to find the answer.

==> What is/are the best CCFp setup, TF, FF, FT, TT?
I am currently testing the 3 first: TF, FF, FT. According to some guys, TF seems to be the more profitable. Let’s test and get some stats.

==> What is/are the best Trade Level setup?
For the moment, I am using Trade Level 2 for all my tests. I will test other values later.

==> What are the best hours/session/days to open trades?
I am currently London Open to open all my trades (weekly setup on Monday is using this same time). I will compare the daily results for each day of the week to see if some days are better than others.
I will run some other tests later with different opening time, session…

==> What is the best way to Take Profit?
Manually, each day at London Close, with a fixed TP… to be tested
For the moment I am closing the Daily trades manually around London Close.

==> What is the best Stop Loss?
No SL, Fixed SL per trades per basket… to be tested

==> What are the best MAs combinations (Fast Slow) for CCFp calculation?
I am currently using the default values (3/5). Some guys have some good results with (5/12) some others with (5/15).

My current test is performed on a Traders Way account of 10 000 EUR with leverage 1:500.

In the next post, post 2 you can see my live test updated live from the VPS every 15 minutes.

The Dashboard's screenshots when baskets are closed are posted on a Daily basis at this link: Link Dashboard’s Screenshots

CURRENT TESTS [GiG]
==========================================================

==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON
==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON: same strategy than test 01 but using a virtual basket from 1 hour before Frankfurt open until London Close, min pips to trigger basket must be >= -20 pips or max pips <= 20 pips for reversal basket. Since 16/06/2017, basket SL set to - 200 pips.

==> Test 11: Virtual Basket: Weekly setup, Trade Level 2, TF, Trend direction filter OFF: start VB on Monday at London Open, TP 1500 pips, SL and reverse at -300 pips

==> Test 13: Virtual Basket on Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF: same strategy than test 02 but using a virtual basket from 1 hour before Frankfurt open until London Close, min pips to trigger basket must be >= -20 pips or max pips <= 20 pips for reversal basket. Since 16/06/2017, basket SL set to - 200 pips.

==> Test 14: Weekly setup, Trade Level 2, TF, with the Trend Direction filter OFF
==> Test 15: Weekly setup, Trade Level 2, FF, with the Trend Direction filter OFF
==> Test 16: Weekly setup, Trade Level 2, FT, with the Trend Direction filter OFF

==> Test 17: Weekly setup on a Daily basis, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF, trailing and SL 200 pips

==> Test 18: Monthly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF


TESTS REMOVED [GiG]
==========================================================
==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON
==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF
==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON
==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON
==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON

==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12
==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12
==> Test 12: Virtual Basket on Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON: same strategy than test 01 but using a virtual basket from 1 hour before Frankfurt open until London Close, min pips to trigger basket must be >= -20 pips or max pips <= 20 pips for reversal basket.

You can find the presets files for the current tests attached in this post.

[Geko]

LIVE UPDATE FROM MT4
=======================================

Click on the links below to see live screenshots.

In this post, you can find a live update of my various tests.

MT4 allows to send FTP screenshot directly from the Terminal to an FTP server, and so I am using this function to send screenshots of my various tests on the forum on a regular basis (every 15 minutes for the moment).

You can see the latest refresh time on the bottom left of the Dashboard where you have the time of various time zones.

If the screenshot was not refresh, just refresh the page as your browser might have store the image in its cache.

In order to get latest screenshots updates you just have to click on the links below:


==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

==> Test 11: Virtual Basket: Weekly setup, Trade Level 2, TF, Trend direction filter OFF: start VB on Monday at London Open, TP 1500 pips, SL and reverse at -300 pips

==> Test 13: Virtual Basket on Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

==> Test 14: Weekly setup, Trade Level 2, TF, with the Trend Direction filter OFF

==> Test 15: Weekly setup, Trade Level 2, FF, with the Trend Direction filter OFF

==> Test 16: Weekly setup, Trade Level 2, FT, with the Trend Direction filter OFF

==> Test 17: Weekly setup on a Daily basis, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF, trailing and SL 200 pips

==> Test 18: Monthly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

[Geko]

Today as no coding is planned I thought I would share the spreadsheet that I use to compute my results.

If you want to use it, you just have to fill the first tab “01-Database” and then the report and the other tabs will be generated automatically.

Tab: 01-Database
==========================================================

This is where you have to fill the data to complete your database:

A1.png

The columns highlighted in yellow have to be filled manually, the column in white (E and F) have some formulas, so no need to fill those data, you just have to copy the formulas.

You can note that I alternate the colours every other day to make it easier to visualize the data.

Tab: 02-Report
==========================================================

Those reports are generated automatically based on the database in tab 1.

==> The first report is per strategy (various tests):

R1.png

- in results: sum of pips and cash per strategy (highlighted in colour whether it is >/< 0
- in max drawdown: Max drawdown in pips and in cash per strategy
- in max profit: Max profit in pips and in cash per strategy

The colour in max drawdown and max profit highlight whether max drawdown is >/< at max profit.

==> The second report is per strategy (various tests) with the averages values:

R2.png

==> The third report is per strategy (various tests) and you can filter per week to get a particular week results:

R3.png

Tab: 03, 04, 05 – Pivot tables
==========================================================
In the other tabs, you have some pivot tables with some slicers which allow deeper analysis:

- Results per strategy
- Results per week day
- Results per day

And all those results can be filtered with one or multiple slicers:

R4.png

[Geko]

Friday 19 May results

My first tests were started on Friday and as I didn't had time to post results on Friday, here they are.

- Test 1 is using the Trend Direction filter, when Test 2 is not using it. The idea is to compare the results to see if the Trend Direction filter help to improve results.

- In Test 3, 4 and 5 I am testing and comparing the various setup TF, FF, FT.

The results for Friday are in the column All Time results.

The Trend Direction filter helped to filter some trades and so the results of Test 1 is better thant Test 2 even if it is still a loss.

For this first Friday the best performer was FT.

All trades were opened at London Open and were closed manually around London Close.


==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

1.png

==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

2.png

==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON

3.png

==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON

4.png

==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON

5.png

[Geko]

Monday 22 May

All Daily trades were closed at 19:40 GMT

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

1.png

==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

2.png

==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON

3.png

==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON

4.png

==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON

5.png

==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

6.png

==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

7.png

[Geko]

As I write this post, the Weekly test 06 is up +600 pips, if I was trading live I would lock 300 pips but as it is a demo I am going to let it open to see where it goes until the end of the week.

[Geko]

Tuesday 23 May

All daily trades were closed at 20h40 GMT as I was busy before. As it is a testing period I like to close trades manually... For a real account I would use an automatic closing mode to catch more profit.

Test 01 was nice into profit 2 hours after London Open and gets more and more pips until New York Open. At New York Open trend change and Test 01 went into Draxdown. I managed to close it into profit but later that I would do normally. Trend Direction filter is still performing better than without it.

Weekly basket was nice into profit (around +800 pips) but get back almost to breakeven after New York open. Trend Direction filter is also helping the weekly basket. Let's continue the test...

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

1.png

==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

2.png

==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON

3.png

==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON

4.png

==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON

5.png

==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

6.png

==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

7.png

[Geko]

Wednesday 24 May

Now I am taking those screenshots a few seconds before to close the trades manually so as to have the special basket status displayed on the screenshots (right side) and so we can see the basket position evoution during the day.

Today Daily basket without trend direction filter is better, as more trades are opened.

Weekly with the trend direction filter is still better thn without.

So far the best performer between the TF, FF, FT tests is FT the worst is TF, and FF is at breakeven at the moment. The FT test is on test 03 DB, it is also the best one in terms of equity used.

We have various meeting this week (tomrrow OTAN and end of week G7) so less volatility and also a bank holiday. However I will continue to trade to get stats.

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

1.png

==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

2.png

==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON

3.png

==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON

4.png

==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON

5.png

==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

6.png

==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

7.png

[Geko]

It is bank holiday here today, so I won't be that much online today.

Even if it is bank holiday, my tests are still running on my VPS (Daily and Weekly) to get some stats.

If I was trading live I would lock some cash on the weekly test (test 06) as it is well into profit. I would probably lock 300 euro if it was live.

Chat later, time to enjoy park here

[Geko]

Thursday 24 May - Bank Holiday

As expected the Daily tests have not performed well. However we can note that the test with the Trend Direction filter is better than without it. We have more and more confirmations that this filter is great.

The Weekly test 6 has reached the max profit today

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

1.png

==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

2.png

==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON

3.png

==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON

4.png

==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON

5.png

==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

6.png

==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF

7.png