barryd

Ok I mailed the developers and I got a response that cleared up the 2 issues: 1) I was being an idiot - a profit target of 1 in the EC is HUGE as it moves in 0.0001 increments. Something more realistic is 0.0015, apparently Clayburg uses something similar 2) The system requires an entry in the Stop_Loss field to work at all. Windsurfer - thanks, yes I have found stop_loss values between 150 and 300 seem to work best. I have been running optimizations for individual 1 week periods in the @ES to see how much the B1 S1 B2 S2 parameters change from week to week. The developers told me to use values between 8-20 as a guideline so I have been optimizing between those. It seems they change quite a lot - it's hard to know how often the system should be optimized to keep it profitable, perhaps a few times a day? If so, that will need a really high-end CPU and tons of RAM to chomp through so many input variables... I will continue to back test and may try running live in simulation mode tomorrow.

I'm playing with the Universal Clone too and I'm seeing some strange results - can anyone else see if they get the same thing or give me an explanation of what I'm doing wrong? I'm testing using a 5 min EC chart starting from 5/11 until the start of 5/18 (last 5 days) on 'natural' exchange hours. When running parallel optimizations for the 2 Buy and 2 Sell inputs I get a max net profit (accounting for $5/contract commissions) of $4027 using the following: B1:5 B2:2 S1:5 S2:4 Target 1: 5 Target 1 contracts: 1 Target 2: 15 Target 2 contracts: 1 Target 3: 50 Target 3 contracts: 1 Stop Loss: 150 => No other trailing/day/equity stop toggles enabled (all set to 0) and start/stop hours left as default. This is amazing for 1 week (unlikely to ever happen, of course) however when I looked at the actual trades I could see most of the trades taken were stopped out using the '$ Trailing Stop' Sell/Buy to Cover - surely this should not have been enabled if all the input toggles actually work? Also, I also noticed a few anomalies when I played with the target inputs - I tried trading changing the profit targets as follows: Target 1: 1 Target 1 contracts: 1 Target 2: 2 Target 2 contracts: 1 Target 3: 3 Target 3 contracts: 1 i.e. I'm only looking to capture a maximum of 6 points/ticks on the entire trade if I'm not stopped out. In the EC, 6 ticks would equate to 6*$12.50 = $75, however in the 'Trade Log' I never saw any results for this. None of my trades ever achieved Profit Targets 1, 2 or 3 and all my trades were still stopped out using the '$ Trailing Stop' exit. Most peculiar of all was that my Total Profit remained at $4027 and I found the only parameter that changed this was my 'Stop Loss'. Increasing the Stop from $150 to $200 increased the total profit to $4140 - plausible I guess. Most interesting though was that putting in zero for the Stop Loss meant that NO trades were generated - why would this be the case??? Course, without being able to view the Easylanguage code I can't even begin to troubleshoot so I'm going to have to mail the developers, unless anyone else can help? Thanks, Barry