$* Statistical London Breakout Strategy *$

NY is 15 min TF

January is only 4 weeks old, so visually backtest it to see for yourself.

Hi Guys,

I have now done the spreadsheet for NYO M15 stats, but again failed to upload spreadsheet, presumably they are too large as there is a lot of complex formulas in a lot of cells to bring out the stats.

Here is a pdf of a selection of settings.

Again if anybody wants me to run the stats on different server times, post the relevant csv file of your history and noting the server off-set to GMT and I will oblige.

I will now look @ GU to see if this would have been better.

Any questions concerning my analysis welcome.

John.

John

EU NYO M15 Stats.pdf (30.3 KB)

I have some wierd pending orders being set at a weird time, in addition to the normal orders at the correct times…here’s what showed yesterday:

28/01/2013 00;02;37 Buy stop EURUSDm closed 1.34667 28/01/2013 00;02;38 1.34664 0.00 0.00 0.00 0.00 0.00 cancelled

28/01/2013 00;02;38 Sell stop EURUSDm closed 1.34470 28/01/2013 02;46;43 1.34619 0.00 0.00 0.00 0.00 0.00 cancelled

28/01/2013 00;02;39 Buy stop EURUSDm closed 1.34667 28/01/2013 00;02;40 1.34664 0.00 0.00 0.00 0.00 0.00 cancelled

28/01/2013 00;02;40 Sell stop EURUSDm closed 1.34470 28/01/2013 02;48;15 1.34467 0.00 0.00 0.00 0.00 0.00 cancelled

as you can see, it opened the orders at about 2 minutes past 00;00 server time…none of them opened, but the closing prices on them are different and they only stayed open for a very short time on the buy stops, and 2 hours on the sell stops??? Does the EA run test orders when initialized? I’ll keep an eye on the order log to see if this happens again…this would have been during Sunday, here, so before the trading week really started.

Yesterday’s London buy just floated around until today’s london session started, and closed at +10 pips.
Today has a london sell loss, -25 pips, and floating buy and NY buy hit TP.

EDIT: London buy now hit TP, so net 35 pips for the day…:smiley:
I really like how using the two sessions seems to help out the bottom line, with just London, we would have been about BE for the day.

I didnt have that and we are on the same platform. I will post my settings for you and my trade history for yesterday and today. My money management will be different and I have my TP set to 30 but that shouldnt make a difference. Give me a few minutes to grab the images.

Stats attached.

GBPUSD NYO M15 Stats.pdf (179 KB)

Ok, here are my settings for both the ea as well as my mt4 settings plus trade history from last 2 days.





Here is the trade history.


What’s the two bottom orders? Those seem similar to what I saw on mine, they were placed just after 00;00, too…two sell stops in a row???

Ah, yes, i forgot about that. Notice the time stamp vs the ones above. That is where I had the automatic GMT set to true. I have since changed to false and the time stamp reflects my brokers chart time. So instead of 00:00 for the open hour, its 10:00.

Why there are 2, i do not know. Didnt happen today so lets see what happens through the week.

It may have something to do when the EA initializes…shouldn’t be a problem anymore for me, then, since I’m leaving my settings, which are pretty much the same as yours, except lot sizing, and let this baby run.

Hello, I’m new but have been following this thread for a couple of months. I’ve also been running the PC_Breakout_Alpha EA.

For me at least, the trades that opened on 2013.01.28 at 00:02 occurred when the market opened on Sunday afternoon. I didn’t notice that there were active orders until Sunday evening. Is there a way to prevent orders from being initiated on Sundays?

Many thanks to all involved with this thread and the EAs!

hmmmmm…so it’s trying something right when the market opens…it may be trying to place trades during the “weekend”, sortof…just a theory…this may be what made the Monday before so wierd, these orders may have been placed AND entered.

Hi guys, yeah it seems to have a problem with the weekend as it thinks that trading would be valid time-wise on saturday/sunday but it can’t so out of protest it opens them as soon as it can :wink:

So it might be a problem every monday/sunday evening, I’ll check the issue!

thanks, and good night everybody!

Ltrader - I found your stats for the NYO helpful. Will you be gathering stats for the London Open as well? It would be interesting to see how they mapped out.

Hi Jonathan,

I am still getting strange Alerts from MT4. The screen shots below are from Aplpha 5. The first window image is from when the orders get set. If you close it, you get another window (second image). The third image is from when the position hits TP (the TP was successful though).




As you can see there are many messages (the window images scroll down to more!).

Any thoughts? Is anyone else getting these alerts?

Thanks.

drb.

@drbios
I don’t think this is my EA to be honest :wink:

I do not use the “Alert” command, but only the “Print” one which puts errors and such to the “Expert” tab in your MT4. This looks like the version from crisscross.

Hi Jonathan,

Ooops! You are right. :8: I had the Crisscross version in another window but disabled for live trading. It was obviously still creating alerts!

Sorry for the confusion. :56:

drb.

wan to ask is this ea doing hedging or good til cancel ? how come got buy and sell of the same instrument?

i also got this… i using the london breakout EA, not using the alpha… i was profiting in the demo with london so i carry on using that one… but recentlygot losing back… mayb will go back use the alpha… Just heard from my broker they dun accept less then 1000 units on MT4(their MT4) im crediting to my account to test on small units test…