20+ EAs generated using Machine Learning Methods. Wish me luck.

Hi guys,

Just starting my journal here to keep myself disciplined.

Main rules of my algos

$50 max stop loss.
Strategies have more than 40% win rate in 10 years backtest.
I look for at least 2:1 win ratio.
Hourly time frame
No weekends

Happy to address all your questions.

https://www.myfxbook.com/portfolio/green-wolf-fx/5626990

 

2:1 your only edge?
T

 

Which algorithms are you using? (Reinforcement, LSTM, GRU, other ?? ) Are your algorithms just looking at price-information or other information as well?

What is the gearing ratio you use?

The link to myfxbook is restricted.... Only open for you. Might have to change the permissions?

 

It is only fair that we start your P&L right now today at zero. You already stated you have multiple strategies, so you could have just picked one that was already profitable.

GreenWolf account P/L -0.00%
(+64.09%)

 

0.15 Sharpe?

 

Update for the week.

@Trader200K, Automation is Edge.
@El Trado, Just Price data. No alternative data. Don't understand Gearing Ratio.
@DepthTrade Sure.
@Snuskpelle Not sure how does Sharpe was calculated. Most strategies were showing at least 0.5-1 Sharpe in backtesting.


Fixed the link for those that want to check my history.
http://www.myfxbook.com/members/SingaporeQuant/green-wolf-fx/5626990/pY0IGHQ4ZSUfZT7LyMmd

 

Biggest lost of the week. -$88. Rest are paper cuts.

 

By gearing ration, I mean what I think Oanda is calling leverage ratio. Io. how many times are your investment leveraged up? 1:10, 1:20, 1:50?

 

1:10 for now