6 month have past, two demo's are running

I have been busy working on other project while the system was running now by itself for 6 month.
main loses where from AUDCAD but still we can see that the demo's are working good.
without AUDCAD the result would have been exactly as predicted, and we see that even that AUDCAD moved 30% we only reached 3.5% drawdown and managed to close it.

You can view the details here Demo 2.2.0.5 :
or view the graphs below:

Demo 2.3.0.5
 

Version 2.3

Finally, I finished the 3:1 version.
This version is unique since for the first time the Algo closes loses, Until now the algo only closed positions when it reached profit, now it can also close on loses and this is not a simple stop loss.
the algo decides when it made a bad decision and closes the losing positions, this is mainly done to prevent much bigger loses, it can even decide to close profiting positions just to get out of a danger that it thinks coming.
so here are the latest test results, you can see in the trading graphs that the balance is not going all-ways up since we now close loses.

9 Pairs are currently supported.
Each Pair makes 1% profit on average and 1% drawdown on average.
Max drawdown for one pair in the last 3 years is 3.4%
Max drawdown for last 3 years is 3.99%
Max leverage for last 6 years is 2.2
 

New version Results - Min Ratio of 3:1 per year

When I started my System did 10:8 profit to draw down with a leverage of 10 max, after 3 years my system reached 3:1 ratio with leverage max of 2, below you can see my new version test results, and its been running for a month already in live demo you can watch it in Here.
I take into account only 3 years back and if you look only two years the profit is even 5:1

Symbol	Profit	Profit percent	DrawDown	DrawDown percent	StartDate	EndDate	LotsMax	LotsAVG	DurationMax	DurationAVG	ParalelMax	ParalelAvg	Spread	Total Trades	Run Date
AUDCAD	2293.37	2.29337	2924.01	2.92401	2011-05-01 00:00:00	2012-05-01 00:00:00	0.9	0.11953125	115.040972222	11.823046875	7	3.0	4.9	64	2013-02-14 18:08:16
EURGBP	1438.86	1.43886	1774.74	1.77474	2011-05-01 00:00:00	2012-05-01 00:00:00	1.35	0.140425531915	70.9326388889	4.29986702128	9	3.0	4.3	47	2013-02-14 18:11:56
AUDCAD	3306.39	3.30639	1738.89	1.73889	2010-05-01 00:00:00	2011-08-09 00:00:00	0.45	0.111111111111	63.5958333333	3.38090706447	3	2.0	4.9	81	2013-02-14 18:08:36
GBPUSD	2547.03	2.54703	3505.45	3.50545	2007-05-01 00:00:00	2008-05-01 00:00:00	0.52	0.0720863309353	54.9375	2.96618205436	4	2.0	4.1	139	2013-02-14 18:21:19
CHFJPY	2050.52	2.05052	3861.60	3.8616	2008-05-01 00:00:00	2009-05-01 00:00:00	0.75	0.131578947368	42.3548611111	3.22085160819	7	2.0	5.2	114	2013-02-14 18:11:08
GBPUSD	1044.75	1.04475	2849.53	2.84953	2009-05-01 00:00:00	2010-05-01 00:00:00	0.52	0.0768862275449	40.2694444444	2.03339570858	5	2.0	4.1	167	2013-02-14 18:20:24
GBPUSD	4055.66	4.05566	1486.34	1.48634	2010-05-01 00:00:00	2011-08-09 00:00:00	0.39	0.0729381443299	35.3847222222	2.04784865407	3	2.0	4.1	194	2013-02-14 18:20:01
USDCAD	-456.79	-0.45679	2783.30	2.7833	2007-05-01 00:00:00	2008-05-01 00:00:00	0.9	0.176517857143	27.9944444444	1.59792286706	3	2.0	4.4	112	2013-02-14 18:23:12
GBPCAD	6444.89	6.44489	3913.68	3.91368	2008-05-01 00:00:00	2009-05-01 00:00:00	0.6	0.0230020703934	25.3097222222	1.22510783299	21	3.0	6.9	966	2013-02-14 18:16:48
GBPUSD	2458.11	2.45811	974.14	0.97414	2011-05-01 00:00:00	2012-05-01 00:00:00	0.52	0.0601948051948	25.2833333333	1.62023358586	4	2.0	4.1	154	2013-02-14 18:19:29
GBPCAD	2319.69	2.31969	2439.73	2.43973	2009-05-01 00:00:00	2010-05-01 00:00:00	0.49	0.0199681020734	22.6298611111	1.66536970583	17	3.0	6.9	627	2013-02-14 18:16:25
EURGBP	2524.08	2.52408	2534.15	2.53415	2009-05-01 00:00:00	2010-05-01 00:00:00	0.9	0.1375	20.9548611111	2.9525462963	6	3.0	4.3	84	2013-02-14 18:12:42
GBPCAD	2446.90	2.4469	2194.10	2.1941	2010-05-01 00:00:00	2011-08-09 00:00:00	0.36	0.0176765799257	20.9166666667	1.64333307518	15	3.0	6.9	538	2013-02-14 18:16:04
USDCAD	2937.14	2.93714	2874.47	2.87447	2011-05-01 00:00:00	2012-05-01 00:00:00	1.2	0.192923076923	19.6430555556	1.77911324786	5	3.0	4.4	130	2013-02-14 18:21:41
EURGBP	3050.59	3.05059	3863.01	3.86301	2008-05-01 00:00:00	2009-05-01 00:00:00	0.75	0.133333333333	19.4326388889	1.83365912209	5	2.0	4.3	81	2013-02-14 18:13:05
USDCAD	1273.17	1.27317	2111.41	2.11141	2009-05-01 00:00:00	2010-05-01 00:00:00	0.9	0.213870967742	18.2902777778	1.2095766129	3	3.0	4.4	124	2013-02-14 18:22:25
GBPCAD	1182.77	1.18277	483.01	0.48301	2011-05-01 00:00:00	2012-05-01 00:00:00	0.15	0.0138144329897	17.91875	0.93455517373	5	2.0	6.9	291	2013-02-14 18:15:42
EURGBP	734.78	0.73478	1343.81	1.34381	2007-05-01 00:00:00	2008-05-01 00:00:00	0.6	0.138	16.0805555556	4.49244444444	4	2.0	4.3	25	2013-02-14 18:13:27
GBPCAD	1561.20	1.5612	1139.81	1.13981	2007-05-01 00:00:00	2008-05-01 00:00:00	0.36	0.018064516129	15.9381944444	1.07577060932	16	3.0	6.9	310	2013-02-14 18:17:11
EURUSD	2434.68	2.43468	2143.44	2.14344	2011-05-01 00:00:00	2012-05-01 00:00:00	0.6	0.180392156863	15.0597222222	1.57689270153	3	2.0	3.6	51	2013-02-14 18:13:50
USDCAD	1028.46	1.02846	1936.09	1.93609	2008-05-01 00:00:00	2009-05-01 00:00:00	0.9	0.214285714286	14.6395833333	0.943891723356	4	2.0	4.4	147	2013-02-14 18:22:48
EURUSD	-582.06	-0.58206	1662.77	1.66277	2007-05-01 00:00:00	2008-05-01 00:00:00	0.6	0.161951219512	11.4458333333	1.98993902439	3	3.0	3.6	41	2013-02-14 18:15:20
GBPUSD	1578.53	1.57853	4821.08	4.82108	2008-05-01 00:00:00	2009-05-01 00:00:00	0.39	0.0824761904762	9.04305555556	0.874325396825	3	2.0	4.1	210	2013-02-14 18:20:56
GBPJPY	2173.69	2.17369	6046.24	6.04624	2007-05-01 00:00:00	2008-05-01 00:00:00	0.8	0.243902439024	8.59375	0.75243902439	2	2.0	5.7	41	2013-02-14 18:19:06
EURUSD	603.51	0.60351	2621.97	2.62197	2008-05-01 00:00:00	2009-05-01 00:00:00	0.6	0.187575757576	8.55416666667	1.12192760943	3	2.0	3.6	66	2013-02-14 18:14:58
GBPJPY	3175.38	3.17538	1911.56	1.91156	2009-05-01 00:00:00	2010-05-01 00:00:00	1.2	0.241176470588	8.24583333333	0.393903186275	3	2.0	5.7	68	2013-02-14 18:18:18
USDCAD	2486.78	2.48678	1211.04	1.21104	2010-05-01 00:00:00	2011-08-09 00:00:00	0.9	0.18	8.19722222222	0.72945441989	3	2.0	4.4	181	2013-02-14 18:22:03
AUDCAD	2027.45	2.02745	596.54	0.59654	2009-05-01 00:00:00	2010-05-01 00:00:00	0.45	0.10985915493	7.53472222222	0.930379499218	3	2.0	4.9	71	2013-02-14 18:08:57
EURUSD	2298.25	2.29825	918.92	0.91892	2010-05-01 00:00:00	2011-08-09 00:00:00	0.4	0.187532467532	6.41944444444	1.0593524531	2	2.0	3.6	77	2013-02-14 18:14:11
EURGBP	3154.37	3.15437	1377.34	1.37734	2010-05-01 00:00:00	2011-08-09 00:00:00	1.2	0.132110091743	5.9125	0.950172018349	8	2.0	4.3	109	2013-02-14 18:12:19
EURUSD	2295.12	2.29512	502.92	0.50292	2009-05-01 00:00:00	2010-05-01 00:00:00	0.4	0.16	5.41111111111	0.573295454545	2	2.0	3.6	55	2013-02-14 18:14:34
AUDCAD	704.72	0.70472	721.97	0.72197	2007-05-01 00:00:00	2008-05-01 00:00:00	0.45	0.104210526316	5.09722222222	0.762463450292	3	2.0	4.9	76	2013-02-14 18:09:40
CHFJPY	250.39	0.25039	509.82	0.50982	2007-05-01 00:00:00	2008-05-01 00:00:00	0.3	0.12	4.39513888889	0.419583333333	2	2.0	5.2	15	2013-02-14 18:11:32
GBPJPY	4587.03	4.58703	3256.30	3.2563	2008-05-01 00:00:00	2009-05-01 00:00:00	0.8	0.311111111111	4.04930555556	0.319268077601	2	2.0	5.7	63	2013-02-14 18:18:42
AUDCAD	1283.59	1.28359	908.10	0.9081	2008-05-01 00:00:00	2009-05-01 00:00:00	0.3	0.119888888889	3.72638888889	0.733487654321	2	2.0	4.9	90	2013-02-14 18:09:19
CHFJPY	563.34	0.56334	545.21	0.54521	2009-05-01 00:00:00	2010-05-01 00:00:00	0.3	0.107692307692	3.33472222222	0.487749287749	2	2.0	5.2	39	2013-02-14 18:10:46
GBPJPY	1873.36	1.87336	1151.44	1.15144	2010-05-01 00:00:00	2011-08-09 00:00:00	1.6	0.15625	3.1625	0.186545138889	4	2.0	5.7	64	2013-02-14 18:17:56
GBPJPY	1525.41	1.52541	1151.33	1.15133	2011-05-01 00:00:00	2012-05-01 00:00:00	1.6	0.14	3.1625	0.255011574074	4	3.0	5.7	60	2013-02-14 18:17:34
CHFJPY	788.62	0.78862	480.67	0.48067	2010-05-01 00:00:00	2011-08-09 00:00:00	0.3	0.119387755102	1.64791666667	0.105782312925	2	2.0	5.2	49	2013-02-14 18:10:24
CHFJPY	965.02	0.96502	480.43	0.48043	2011-05-01 00:00:00	2012-05-01 00:00:00	0.3	0.123214285714	1.64791666667	0.128831845238	2	2.0	5.2	56	2013-02-14 18:10:02
0	78428.75 , 1960.72	78.43 , 1.96	79750.36 , 1993.76	79.75 , 1.99			1.60	0.13131	115.04	1.67741	21.00	2.27500	4.88750	5877.00

This results were on 8 pairs and I have another two on the way USDJPY and NZDJPY.

Moving to 5 minute charts

In preparation of a new version I decided to move to 5 minute charts instead of One minute, my reasons were:
1 - Testing is faster and I can run on  a longer period in one test.
2 - Optimization faster.
3 - More data on the chart view.
4 - Less memory is used by the terminal. (need terminal restart once three months instead of two weeks).

New version also include:
1 - Close on high volatility - when in a losing position the market moves too fast so we close the position in lose.
2 - ATR filter - open positions only on predefined ATR values.
3 - Long trends - Secret parameter for long trends, filter light signals when trend is strong.


All those reasons enabled me to reach a version of 5:1 (profit/draw down) on 5 years Back testing.
this version will probably be out only a month from now.

The current version demo is still running, it did in two months 0.63% when the expected profit is 3% per year(0.25%) per month. draw down was 0.125% max.

2012 - Summary

Another Year ended  and we can sum up 2012:
The Algo ran 4 months and did 2% every month until my broker servers started to disconnect me and cause me to lose for 2 months, I stopped the algo after realizing that my broker servers are disconnecting.
I am now searching for a new broker, but till then I am running demo's on Alpari and Pepperstone brokers.


My lessons learned for 2012 are:
1 - Its better to use limits when opening a new position when spread is high.
2 - Less positions is better, better to limit your exposure to market volatility.
3 - Don't trust your broker server, always check it is connected, servers get overloaded and disconnect you at critical times.
After Integrating those lessons into my Algo, I reached a three to one ratio of profit/drawdown.
The new version started running and I will update when I will have more news.

New Version 2.0.0.0 Test Results And Graphs

I finally finished the new version 2.0 and tests results for last 3 years are done.
all values are from 2010.1.1 to 2012.11.1:
Profit: 107.6%
Drawdown: 9.3%
Max leverage: 6.57
Avg leverage: 0.732953595174
Sharp ratio: 1.89336547786

Max Drawdown per symbol is very low 6% only

Test Results per Symbol:

 All Symbols combined graph:

 

Drawdown combined with each symbol with a different color.

 This version has been running already for 3 weeks on a demo account, I will soon move it to a real account.
anyone interested in detailed reports just write a comment and I will reply.

New Version on the way 2.0.0.0

I am working on the a new version which should be much more attracting to clients with 1% per week and drawdown of 10% total.
I haven't recover yet from FXCM damages and My System is currently at 10% drawdown but I put my system on closing state so no new positions are opened and when all positions will close I will move to some other Broker.
I already started running demo test on my new version and I hope next week I will have graphs to show.