2-year backtest EURUSD, 300 pips/month


trading EURUSD, GBPUSD, AUDUSD = 300 pips/month.

Statistics period: 01-01-2010 / 30-06-2010
2010 EURUSD (maxDD = 530 pips)


Statistics period: 01-06-2010 / 31-12-2010
2010 EURUSD (maxDD = 270 pips)


Statistics period: 01-01-2011 / 30-06-2011
2011 EURUSD (maxDD = 450 pips)


Statistics period: 01-06-2011 / 31-12-2011
2011 EURUSD (maxDD = 410 pips)


5 years ago, I was a newbie myself.
I had to find out the secrets behind trading like all of you searching for gold here.
I lost some money. ($15.000!) Accidentally I even lost $3000 in one day!
My entire savings were gone… I couldn’t stand it.
I programmed and programmed… years after years…

After working for 3 years, I finally started to work together with some other programmers. The next year we launched the first strategy @ zulutrade. Unfortunately, after a couple of months, the account of $25.000 suddenly… (we all know what happened then…)

The previous year I was able to find some very effective improvements. It’s difficult to trade efficient in rapidly changing markets with only preset algorithm codes. Preset strategies have to be able to adapt themselves. Strategies have to be constructed by dividing the strategy in different layers that will be activated during a certain type of market.

This time I wanted to do everything by the book. Building a website, doing backtests, the codes had to be just perfect. (no doubts about the codes) Eventually backtests finally displayed the desired level of perfectionism. Recently we launched PipShip Strategy.

We are very curious about the opinions all of you have about the strategy we made.


Above a message I wrote years and years before. Today I’m managing a true investment firm.

We are now using even more advanced strategies. (14 individual strategies trading the FX-market)

The new business is managed by three individuals;

  • director and IT systems manager
  • client relation manager
  • investor

We are working together with lawyers (contracts), tax lawyers (tax, administration), web designers (prof website), licency experts, AFM (autoritiy financial market Netherlands), broker (SAXO BANK), notary (guard of deposits), other money managers, firms and banks to set up two consumer markets; a 1) mass market and 2) exclusive market.

  1. mass market by using banks and other money managers to distribute this new product to the market < 100k
  2. exclusive market by using our own investment firm clients > 100k (dinners with clients to present half year performance etc of three year trading period)

Up to 20% of client deposits or stocks and bonds portfolio’s can be distributed towards this new firm (of current portfolio or equity available). In the future we will also set up automated trading for gold, silver, oil, gas and cfd spots. Then clients will be able to set up diversified and actively managed portfolios up to about 60% of current portfolio or equity available.

At the end of this thread new messages will be added describing the way we are trading forex and questions can be asked how to trade FX effective.

Why not run the back test for an 8 year period?

Hallo,

  1. From your site: “Overview EURUSD 2010-2012 (test) is Closed Positions Line VS Open Position Drawdown Line PipShip LIVE (real trading).” ===> why not link live results to MyFxBook (verified a/c)? A graphic isn’t at all convincing

  2. Your backtest modelling quality is 25% ===> I’m sorry, but that’s no good :confused:
    Download tick data (e.g using TickStory), and backtest using that (99.9% modelling quality), then post it up for review

Cheers

We also wanted to do a GBPUSD and AUDUSD backtest, but we thought about 200 orders would be enough go give an accurate picture about the performance of the strategy. LIVE data has to strengthen the believe in the strategy. Haha, 8 year period. :stuck_out_tongue: That will take a couple of months to calculate backtests. We think LIVE data now has to support the strength of the strategy.

TickStory is ‘broker-free’ data. By using AAAFX as a broker and AAAFX history, we hope to give a more accurate picture of the strategy than by using tickstory data. (we used tickbased data instead of bars) Backtest is most accurate. We have read articles how to upgrade the modelling quality. It’s based on a formula. By using tickstory data you’re still not able to grade the modelling quality up to 99,9%. Data is only one of the determinants of the formula.

LIVE data is linked to Zulutrade LIVE results. Everybody is able to follow the signals of the strategy in his account.

sorry, i’m not able to link to my website in the message above.

[video=youtube_share;H8b4sMI-Lls]http://youtu.be/H8b4sMI-Lls[/video]

Video prospectus strategy and how we manage drawdowns.
(the DD-exit formula in the video is a simplified version of the formula we use in LIVE trading)

[QUOTE=“pipshippers;508421”]

Haha, 8 year period. :stuck_out_tongue: That will take a couple of months to calculate backtests.[/QUOTE]

Lol uh… A couple of months? Are you performing backtests by hand?!

hahahaha… No, we use a strategy: EA + 30 indicators. (+ different layers etc.) Therefore we are only able to do half-year backtests. Otherwise our server (max capacity) runs out of RAM. It’s a heavy strategy. Thats why it takes months to perform a 8-year backtest. It took a us a week to finish 4 backtests of half a year (2-year backtest) on EURUSD. Greetz. :wink:

1 september = 1000 pips? Live?

just give us your name and this is enough for us! we can search on zulutrade and find you either way !

The thread starter spend two years on EURUSD! Is it?

The way I understood it is his strategy that old, not his zulutrade trading. But who knows It can be bot. There are traders that long. Hope he manages to tell us. Awaiting his response.

He guys,

zulutrade name is PIPSHIP,
or search on google for PIPSHIP. (website)

We are developing strategies as a team. Team of programmer (me), hedgefundmanager (controller of LIVE positions and system) and webdesigner (website).

We developed over 120 strategies, but for the first time backtests (multiple years) display the desired level of perfectionism. Normally, strategies on zulu do not survive over 2 years. (trading by hand, at the end, signal providers blow up the whole account by thinking they are god, you need standardisation!, a fixed autotrading strategy! and history!) We are able to trade with only a fixed strategy; different layers of the strategy are being activated during certain type of market. We are able to trade 100% automated. No interventions needed. So performance in history (multiple years) is good indication of performance in future.

We are now trading LIVE on EURUSD, GBPUSD and AUDUSD. We hope to grow to top10 zulutrade the next two months.

And sorry, rest of forum and threads with setups/simple strategies/experts etc. babypips…

Euhm, I see a lot of people who think to know the ‘wikihow’ with simple trading strategies, set ups, talking about price action etc. This is just 10% of the puzzle. Only large banks, commercial trading firms win serieus money. 90% of all retail traders do lose when trading forex. I’m not saying… please follow us… but I’m saying, trading is very hard. Only 10% of all traders win. (gaining the money of 90% less experienced traders)

Thread is new :wink:

Strategie is 2 years old, but some major inprovements a couple of months ago.
(PipShip Inc. also 2 years old)

Now trading on zulu…

Wow 30 indicators? I trade using one line :slight_smile:

Does it work? :stuck_out_tongue:

Yes the only problem is me lol. I just trade levels with no indis at all. Good work with this strategy though I hope it goes well for you

Andy

Oke, psycholocical levels? fibonacci? And EMA for example?

Yes could work, but it’s a lot of work and you need a lot of time looking at your screen.
Yesterday I woke up -> profit :slight_smile:
Today I woke up -> profit :slight_smile:

I did the same previous years, but there are ways to automate trading on ‘standardised’ movements in forex market. (like strategy of you) Then you are able to sleep and make money. You wont miss an entry or exit damaging your account. And you have time to drink cognac and smoke sigars… :wink: