KoGe
Nov 27 2004, 07:18 AM
Hi,
here you find six VT-Trading-Systems included in VT installation with my Profit-Display integrated.
As example of how to use a Profit-Display see the two sceenshots below.
If you like, you can download the six systems. They are zipped in the attached file.
Enjoy
Konny
FAB4X
Dec 12 2004, 12:45 PM
How do you interpet the profit value? Is it from the arrow to current?
KoGe
Dec 12 2004, 03:01 PM
Hi FAB4X,
re interpreting my profit display:
It is supposed that you trade a mini beginning with a starting bar strictly following the selected trading system.
In case of the "Six Systems" the starting bar is the first bar of the chart, that bar you see by pulling the chart with your mouse till you reach the left end of the chart. (With a little bit more code you could easily start at any other bar/time.)
What the profit chart shows is the resulting profit at any given moment.
In contrast to the usual backtesting systems you get not only an end result but a graph which shows where performance should have been improved.
Enjoy,
Konny
PS1: The arrows show where you -following the trade system - have gone long (blue arrow = buy a mini) and short (red arrow = sell a mini).
PS2: The "risk"-part of the graph may need some interpretation cause it is only the greatest culminated loss. Starting with less money (plus margin) you would have got a margin call. The real risk is usually bigger than a single accidential loss. Best you think the real risk is always the whole account.
chessd
Dec 14 2004, 12:47 PM
This Trading System with Profit is really great. Thanks so much for inventing it. I'm sure you could further customize it.
It also confirms something I have thought for some time, that these markets trend better in longer time frames of 2H,4H,days or weeks.
The increased leverage is seen to work inside the trading system. Has anyone noticed this? Any comments?
KoGe
Dec 14 2004, 05:36 PM
Thanks Chessd,
that you like my idea of a Profit-Display.
Re different time frames you should be aware that the 'Profit-Display' results arent fully comparable for different time frames since they report not only different frames but different time too.
For example suppose in your 'general'-tab you choosed to use 1440 bars. Then your 1 Minute chart will show 1440 minutes = 24 hours = 1 day and the 'Profit-Display' will show the Profit/Loss of the last 24 hours.
Do you change to the 1 hour chart then the 1440 bars represent 1440 hours = 60 days and the 'Profit-Display' shows the Profit/Loss of the last 60 days.
So to get comparable results you could select 5000 bars for a 1 minute chart and 1000 bars for a 5 minute chart and the Profit-Display would show results for a comparable time.
Regards,
Konny
PS: This calculation '5000 bars in a 1 minute chart = 5000 minutes' is not 100% correct since the 1-minute-chart has got some black holes (minutes without ticks) resulting for example in a bar at 12:43 and a following bar at 12:46 - the 12:44 an 12:45 bar lacking.
chessd
Dec 15 2004, 12:23 PM
I've been playing around with settings and looking at the results that your p/l indicator gives. Its really interesting. It reminds me of some stuff I've read about genetic algorithms. They try to find the best fitting indicator settings.
Of course I am just using simple trading systems but your indicator seems to show when something works and when it does not.
For example, how did the Moving average system of (4,24,w) compare to the (5,25,w) system.
Some systems seem to show what they term "robust"-ness. If I'm looking at this right, they're making money. Other settings seem to lose money. Pretty cool. Of course, like the say in the stock market world, "past performance is no indicator of future performance".
Have you heard of Genetic Algorithms software? Its very interesting.
Also I've noticed you have written a fair number of indicators in VT. That's awesome. Great work.
-Darren
KoGe
Dec 15 2004, 05:34 PM
Hi Darren,
thank you, but thats perhaps a bit too much of compliment since the six trade systems came with VTrader-installation, only the additional Profit-Display is my idea.
Its great to be optimistic but in the same time some caution is necessary too.
Re optimism: Take the example of the MA-System above - resulting into 51$ profit after about 2 days only and that with only 12$ + 25$ Margin. You started with 37$ and after two days you got 88$.
:roll: -- Lets dream -- -- 137% profit within two days, two days more and you have 209$, two more days 497$, two more 1183$, two more 2815$, after one month (about 20 banking days only) you hit 214,168$, another month results in 1,239,675,252$ - another month and there is not enough money in world to fill your account.
:oops: Obviously that wont work. So some caution could be of advantage.
What is the purpose a trady-system can be used for? Maybe you will be lucky and detect a system which results in 2% profit per month. Great, but dont be too sure that you will reach such a target.
The first purpose of a trade-system in my eyes is to prevent unnecessary loss and not to produce big profit. With a trade-system you got a neutral instrument to control your ideas (if you are able to code your idea into a system). The trade-systems will show that most of your trading ideas would have produced far more loss than profit in past before you loose real money in future, since what didnt work in past probably wont work in future.
And the ideas working in past, maybe they will work in future. There is no guarantee (espacially not if you made a lot of parameter fitting), but maybe its worth a try, if you follow strict money management, e.g. dont risk more than you can afford.
In my eyes trade-systems are a great instrument not to be thrown too fast out of the market, so you have enough time to learn how to survive between the sharks and perhaps to become a successful shark too.
Re genetic algorithms I heard of but Im not an expert in. To my knowledge they use a try and error approach which may techically be feasible and promising for parameter fitting for example.
Maybe the real genetic algorithm are we ourselves. Until now humans are far more creative in inveting new ideas than any computer program and our species is used to handle try and error very successful for thousands of years.
So lets go on, lets play around and try our luck in outperforming the market.

Good luck
Konny
8) PS: Your idea of a try and error approach to parameter fitting for example, perhaps automatically finding promising indicator combinations could be a nice programming goal by the way.
idejan
Dec 24 2004, 09:03 AM
Hi KoGe,
I'm new in trading and started learning about Forex trading recently. I have a demo account and I was observing the market with the historical data with simple technical analysis. I've developed a system which I can't test it (back test it) on some software since I'm not good in programing my ideas. My sistem is based on following few simple rules on different time scales. It's quite good in determing the entry points but I'm still not good in money management and still haven't developed a system for stoploos and trailing stops to maximise profit. I'm apsolutely ready to share it with anybody who can help me testing it first. So if you are able to program and backtest systems and willing to give it a try, please contact me.
ProteinX
Dec 27 2004, 05:15 AM
@KoGe: first of all thank you for this nice and comfortable tool.
Can you please tell me what the RISK means? Does it mean the margin for 1 mini-lot by a leverage of 1:200? This would be at least 50$ fix but not variable! So why is the RISK changing on the chart?
thanks
ProteinX
KoGe
Dec 28 2004, 12:01 PM
@ProteinX thanks for your question.
The meaning of the RISK part - let me explain by example:
Suppose with a ballance of 37,50 $ in your account you would have bought a mini (cms offers 1:400 leverage, so you can buy a mini with only 25$ in your account) and followed the 'example_51$-MA Profit.jpg'-trading system above.
In the beginning this trade created some loss. The biggest loss culminated at about 3 o clock at Nov the 25th, 2004 with 12,5001 $. At that moment your account value was down to 24,9999 $ (=37,50-12,5001). Less than the necessary 25$ margin. So you could have got a margin call closing your position. After cashing your mini your account would have been left with 24,9999 $ realizing a loss of 12,5001 $ .
The same would have happend if you would have lost confidence and finished your trade in the worst moment.
Thats why I gave this biggest possible loss the name RISK.
But its very important to keep in mind this 'RISK' is not the risk looking forward but only a risk looking back. It would be a big mistake to suppose your future risk could be limited to past risk.
Suppose your are coming back safe from a Thailand holiday cause you did a mountain excursion when the Tsunami came. Then looking back you didn't risk anything since you were in the mountains at the dangerous moment. But that does't mean at all that a Tsunami isn't dangerous.
Nevertheless I judge the 'RISK'-figure important to compare different investment possibilities. So the above 'example_51$-MA Profit.jpg' seems better to me than the above 'example_102$-MACD Profit.jpg' since the 51$ profit were reached with a 'RISK' far smaller.
In fact you only have to add 25,00 $ marging (better 26,50 $ see below) to the 'RISK'-part and looking back you know at once how many starting Dollars per mini your account would have needed to avoid a margin call.
In short words:
'RISK' is the amount of money
you would have lost in a mini system trade
when you would have finished the trade at the worst moment.
Regards
Konny
PS1: The above calculation is a little bit simplified. Actually you have to add 1,50$ additional loss since my internal mechanism calculates half of the spread cost for opening the position and the other half for closing it. The 'RISK' is the loss of value of a mini still open, closing it the loss would be 1,50$ greater, as 3 pips spread mean 3,00$ for a mini.
PS2: In addition all these calculations assume that you could close your position without slippage (not worse than the tick quote). With a small investment of 37,00$ you could be lucky to reach this result, with an investment really big you probably wont get that quote.
@idejan - unfortunately I dont have enough time left to program new systems next weeks. Perhaps you should post your idea to the 'TRADING SYSTEMS PROGRAMMING QUESTIONS' or the 'TRADING SYSTEMS REQUESTS' thread of this forum. Im sure somebody will help you coding what might become a profitable system. Good luck.
KoGe
Dec 29 2004, 03:28 AM
re 'RISK'
I should add that this 'RISK'-figure has got a graphical interpretation too.
'RISK' is simply the minimum of the profit graph.
In my Profit-Display a red horizontal line shows this minimum value (lowest point of the profit graph).
The practical meaning of this minimum is, that you had to accept this amount of unrealized loss per mini to reach the final result of the system trade in question.
Happy holiday
Konny
shyampadhu
Mar 3 2005, 10:33 PM
hello,
I clicked on chart, then inspect, i dont see p/l shown there. Do i need any custom code for this?. also how can i see p/l for all buy and sell signals visible on the chart. tjis would be useful since i don't see any backtesting features. thanks a lot
Padhu
Zelli
Mar 5 2005, 02:09 PM
I have succesfully used your Profit-Dipsplay on my system. However, I can not figure out how to code the P-D for entry-exit...then entry-exit.
In otherwords, your above PD and the code is based on "always having an open position" reversals. An open long position is only closed by openinging a new short position.
I need a PD that functions during periods without any open positions. In this case, I have an open long position and then close/exit. Maybe ten or twenty bars later another long position is opened and susequently closed/exited.
Can anyone help with the PD for this type of system????
lytrix
Mar 7 2005, 11:11 AM
Hi Koge,
I really appreciate your sharing of the profit-display. However, I'm not quite sure if the profit really relates to how well the signal system is doing. I've tweaked MACD settings to have the signals fit much better on to the graph then the signals i get that achieves maximum profit on the profit chart. I generally use 30-M or 60-M charts. Maybe I'm neglecting something?
kktest
May 3 2005, 06:40 PM
thanks
I will test it this week
carlitoslluberes
Jun 10 2005, 10:34 PM
How can I activate the screen that show the profit dispaly? or the inspector?
cskidmore
Jun 11 2005, 02:26 PM
Hello,
The Inspect Window button is directly to the right of the Tool Selector button in the bottom scroll panel of the chart window.
Regards,
Chris
es fx
Sep 1 2005, 03:39 AM
Hi ...
How I can be know in these six VT-Trading-Systems this following :-
1- Value of the stop loss order.
2- How I can be change stop loss value on these six VT-Trading-Systems.
3- please take me an example to (example_51$-MA Profit) to change stop loss value .
Eslam
thanks ...
galant
Nov 5 2005, 05:27 AM
I cant make import inVT this systems. Whats wrong? I dont understand. Its zip file and I rename this to .vttrs and save it. In VT I make import in trading systems and VT write error on indikator. Whats wrong?
cskidmore
Nov 6 2005, 11:28 AM
Hello,
galant: The original .zip archive contained in this topic:
http://forum.vtsystems.com/index.php?s=&sh...findpost&p=2324... is an actual .zip file. You will need to use software such as WinZip or WinRAR to open the archive. Then, you will be able to extract the 6 trading systems contained within it and import those into VTtrader.
Regards,
Chris
denster
Nov 7 2005, 09:14 PM
Hello,
Thanks for posting this. The back test seem to be great. It should help in testing a system.
Regards,
Dennis
Batcheler
Nov 9 2005, 02:53 PM
Dear Koge,
I just noticed a "complex trading system" in VTTrader, it is using MAs, RSIs and MACD's. Just from first glance on 10Min bars it looks pretty hopeful (at long last [broker reference removed] yields something sophisticated towards maybe gettin' somewhere!). Why waiste time with this pips-totalling software on the bare-bones-not-sufficient-of-yesteryear strategies when there is something like THIS to put it in!?!? :-O :-) Anyhoo, hope you can insert in this system and post results for one if not a few periodicities and post attachment of combined system, :-) Now THIS would be somethin'! THX!
Jerry
* Administrator Note: Forex brokers should not be mentioned or discussed in these forums. Thank you.
Batcheler
Nov 10 2005, 07:50 PM
The six systems you have done this for is missing one of the highest and best potential systems, the "complex trading system". Please afix your code to this trading-system so they we all may enjoy the fruits of "it's all together now!" I think if you go to 10Min EurUsd and settings MAs=20,40; RSI=50, MACD at default, why you're initial impression will see the worthiness of such recommendation for us all. Thanks ahead Koge!
Truly,
Jerry B.
Batcheler
Nov 10 2005, 08:07 PM
Hi Koge,
I just installed the 6-VT-systems-w/-Back-Test-summary you handed-out and it availed no display of such. I looked at few of them, no display. What happened?
jerry
cskidmore
Nov 14 2005, 03:58 PM
Hello,
Batcheler: I believe I answered your question here:
http://forum.vtsystems.com/viewtopic.php?p=10415#10415
You have to use the Inspect Window in VTtrader to see the values as shown in the screenshots of this topic.
Regards,
Chris
Batcheler
Nov 14 2005, 04:43 PM
Thx, sorry 'bout that, missed it, thx again. I notice if I move cursor from right to left I get some kind of summing action, but not sure what movement will give realistic values from charts buy/sells.
jerry
cskidmore
Nov 15 2005, 12:02 AM
Hello,
You're welcome. While I have not examined the author's code, the summing action is probably due to following the signals starting from the beginning of the chart proceeding through the bars up to the current bar providing a "value" of what what had been done previous to the bar you are hovering the mouse over at any given time.
Regards,
Chris
iisek
Mar 16 2006, 01:01 PM
QUOTE(cskidmore @ Nov 15 2005, 05:02 AM)

Hello,
You're welcome. While I have not examined the author's code, the summing action is probably due to following the signals starting from the beginning of the chart proceeding through the bars up to the current bar providing a "value" of what what had been done previous to the bar you are hovering the mouse over at any given time.
Regards,
Chris
hello chris,
i would like to try this with complex system, can you code this(of course you can)? or koge? and one more question. complex system on longer charts looks good to me, makes profit i think, but then again, everybody would use it instead of making new systems... has anybody tested this for a longer period, and what are the results???
thanks.
cskidmore
Mar 16 2006, 02:30 PM
Hello,
I think the Complex trading system has already been modified to include P/L code. Do a search for it throughout the Trading Systems Requests forum; I'm sure you'll find it.
VT Systems doesn't do any type of system testing. However, perhaps some of the other users here have done this type of backtesting or walk-forward testing on the the Complex system.
Regards,
Chris
safarix
Apr 22 2006, 03:01 AM
Hi
Do we have the VT-Commodity Channel Index System with Profit display in this forum?
Please help me with the link or the file for download
Thanks
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