Gold keeps falling, I've manually closed a position to take profit and compensate losses from other strats. But will be interesting to see when robot would close position by itself — strategy is still running in simulation mode on other account, I will check this out later.

Finished generating 1D strats, so the amount of my strats with 2+ years of backtest is 534. All of them went to simulation mode. Would like to see at least 50 stable strategies as a result.

There are also 280 short- and mid-term strategies for Indices and 301 for Forex on my accounts, but I don't really know what to do with them — so risky. Maybe I'll try some of them next week.

Tonight I'm starting a very interesting experiment inspired by @skexx1 idea. He found out that ProQuant can make strategies with 0% equity drawdown. They have from 1 to 3% monthly return and they make about 1-2 trades per month, which close fast — from 10 minutes to 1 hour.

André suggested that if these strats close very fast, then they can all work together and make good consistent profit.

I have generated 99 strategies width 0% drawdown and 4 years of backtest. Average return per month is about 1.5% per strategy, so in sum it is about 150% for budget of one strategy and about 75% for budget of two strategies.

I'm going to run them all on my practice account with $45 budget per each strategy, and $100 initial money on account. So if this really works, the expected return is about 65% per month. I will share my results here of course.

Closed Casablanca's position with 2.3% profit 🎉

Patience VS. Panic 1:0

Gold keeps growing btw. But I decided to play it safe. Will be interesting to see what's next.

Today morning I got 25 notifications about opening positions from my strats with 0% drawdown I announced few days ago, after that 7 strategies stopped because of insufficient funds (there were $700 with 99 strats with $45 per each) which means that this trading system will work only with lower timeframes — only 1-2 positions should be opened at same time, what is unreachable with 1D timeframe, because all positions in ProQuant open at the moment of bar opening.

I've increased Trading212 Practice Account budget to $1500 to keep all strats work, but even if it will be enough, this system will probably give about 5% per month... It would be more interesting if I had Pro Account :)

Also, actually 0% drawdown is not 0%. Some positions go to small drawdown, but it doesn't display in backtest. I think that in PQ backtest drawdown calculates by the end of the candle — with 1D candles all strats like this close positions at same candle they open.

Important news today: https://www.investing.com/economic-calendar/ism-non-manufacturing-pmi-176

Important news today:

1. https://www.investing.com/economic-calendar/unemployment-rate-300

2. https://www.investing.com/economic-calendar/fed-chair-powell-speaks-1738

That's how my 0% DD experiment is going 😂

Strats were restarted on 3 October, so it's only third day of actual work for them, but you can see that 0% DD doesn't exist.

ProQuant team should fix the process of calculating the drawdown during backtest. That's the conclusion.

I am continuing building 95-100% winrate strats with 4+ years of backtest by the way, it takes so much time to find good ones, I have 40 more to find. The goal is 99 strats with 20+ monthly % return.

I came up with an interesting way to increase profit from 100% winrate strats.

Let's imagine that we are waiting for some important economical news for EUR/USD and we have many 100% winrate strats for it, some of them have positions opened in different directions.

We can pause all of them before news release to turn off their TP.

Then strategies that guessed the right direction will get much more profit than they would get by hitting TP.

Other strats that were opened with opposite direction will go to drawdown and wait for the market to recover just as they would do it without pausing them.

So we can multiply our profits and compensate losses more effective.

What do you think? Discuss: https://t.me/pqpathchat

Manual closings:

Einstein: +12.86%
Waterfall: +5.22%
Casablanca: +9.48%

Next important news this evening: https://www.investing.com/economic-calendar/fed-chair-powell-speaks-1738

Psycho and Dumbo keep theirs opened long positions, probable growth after the news.

I have finally finished generating 99 strategies with 95-100% winrate, about 20-25% average monthly return and 4+ years of backtest, it was so hard and took a lot of my time! Simulation has started this morning.

Release in a month, if experiment will be successful.

The next idea I'm going to test is finding strats with 3-6 years of backtest with 100% dynamic trade size, which means that if they are exist, then they haven't ever lost 100% of the whole trade. Of course they will have less return, but more safe.

Have a good day!

My idea about dynamic trade size: https://proquant.canny.io/ideas-requests/p/dynamic-trade-size-with-reinvestments-not-static-value

What do you think?

Noticed that PQ has released new pairs!

AUD/CAD
AUD/CHF
AUD/JPY
AUD/NZD
CAD/CHF
CAD/JPY
EUR/AUD
EUR/CAD
EUR/NZD
GPB/AUD
GPB/CAD
NZD/CAD
NZD/CHF
NZD/JPY

Definitely worth testing! Good luck everyone!

I decided to remove strats that made super bad moves recently and share them here, so you can try to tweak them and improve.

Today or tomorrow I will add 50+ strats that have been simulating for last 3-5 weeks to my main account in simulation mode, I will publish them as they get 5 trades, so you guys will have many to choose from.

ProQuant NDAQ100 Strategy "Waterfall"

https://app.proquant.com/shared/strategy/16adb167-5777-4608-b424-aebf529dad88

ProQuant GERMAN30 Strategy "Bill Gates"

https://app.proquant.com/shared/strategy/bcd7cfd4-b9ed-4a34-830a-d248b9f7cfb8

ProQuant EUR/USD Strategy "Dumbo"

https://app.proquant.com/shared/strategy/6c5e8091-8b8c-4795-a1a9-8ddc435ad2fc

Guys, I'm sorry, but I rechecked the info and found out that The Curator has died on my second account. So it's not safe to run this strat and I've unpublished it. I don't want my strats to steal your money. I will post another ones next week.

Have a good weekends!