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Author Topic: SFE Stock Market  (Read 3165 times)

Attractor

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SFE Stock Market
« on: January 26, 2020, 10:09:50 PM »


Marketplace MT5: https://www.mql5.com/en/market/product/46509

Backtest and setup video: https://youtu.be/kORGk-XWoZU

Live Signal: https://www.mql5.com/en/signals/692635

Myfxbook: https://www.myfxbook.com/members/atractor/sfe-stock-market/4394227

Recommended broker: https://smartforexexpert.com/index.php?topic=13.0


General description

The EA assumes a general uptrend, which is the general behaviour of the stock market and enters in the pullback. Also have some capacity of avoid entries during quick drops.

The EA don't do partial closure, and the management of the open order affects only to the position of the SL, which can be moved up.

Take as an example the next image:




Number of positions and risk setup




Backtest using a fixed balance of 10.000 for calculate the size of the position.






Backtest with a starting balance equal to the DowJones Index value (1), and the value of the 'index' at the final of the backtest (2)




Darwinex US stock selection

16 max. positions and 1% risk / trade is recommended in this selection

you have to be sure the index symbol is selected in the market watch. All the other symbols, are selected automatically if they aren't

For backtest and on live, you can use an EURUSD chart. Darwinex don't have EURUSD in his stock account, then, you can use for example the index symbol WS30. But beware, if you want to do a long term backtest in Darwinex, use a stock symbol, for example ABT, because WS30 don't have the m5 bars of the earlier years, then, you will not receive trades these years.


Index Symbol Name:    WS30

Symbol_List1
ABT;AEP;AMT;ALL;BA;APD;BMY;BDX;BSX;CCI;CNC;CRM;D;DIS;DG;DHR;EL;EW;HCA;HUM;ITW

Symbol_List2
HD;HON;ICE;JNJ;JPM;MMC;LOW;KO;LLY;LMT;MA;MCD;MMM;SYK;SYY;NEE;NKE;NOC;PLD;SHW;SPGI

Symbol_List3
SRE;STZ;TMO;TJX;TRV;TSN;UNH;UNP;V;WM;ZTS;AAPL;ADBE;ADI;ADP;AMAT;AMGN;AMZN;ATVI;AVGO

Symbol_List4
ADSK;CHTR;CMCSA;CME;COST;CSX;FB;FOXA;GILD;GOOG;IAC;INTU;ISRG;KLAC;LRCX;MAR;MDLZ

Symbol_List5
MSFT;NFLX;NVDA;PEP;PYPL;ORLY;ROST;SBUX;TTWO;ULTA;TSLA;TXN;VRTX
« Last Edit: April 21, 2020, 01:33:38 PM by Attractor »

Jimmy

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Re: SFE Stock Market
« Reply #1 on: February 02, 2020, 02:24:09 PM »
Hi Joel,

It's an exciting new EA, but I just wonder how it would manage if there is a crash in the stock market like what we saw with the GFC in 2008?

We had Black Monday in 1987, Dot Com Bubble in 2000, GFC in 2008 and people have been saying for some time that we are about due for another crash, or at least some form of correction in the near future. I wonder how the EA would manage if the stock market goes down 30-50% from here like it did during those corrections?

Or perhaps I should wait for the long overdue correction to happen first, then start using this EA....? ::)


Attractor

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Re: SFE Stock Market
« Reply #2 on: February 04, 2020, 08:07:43 PM »
I will reply this question and post more information soon  ;)

Last days I have ended exhausted after the work on the cloned mt4 - mt5 versions of my last EAs. I will return to the stocks soon.

Attractor

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Re: SFE Stock Market
« Reply #3 on: February 20, 2020, 12:19:19 AM »
I just finished my last tests in live with the SFE Stock Market, I'm happy with the current stage of development, and my intention is publish it this week.

The strenght of this EA is add more diversification to the portfolios. As we can imagine, the profit of this EA don't have any relation to any of the forex EAs.

The EA now give me enough signals that can overperform the index.
Obviously, if the Stock market falls strong, the EA also will fall, but is expected that fall less, and will recover quickly, and as we know, stock market tends to growth since the begin of the times, so, I expect a lot of this EA.

This first version, will work with USA stocks, in brokers like ICMarkets. In MT5.

I attached in the first message the backtest. One with a selection of pairs of ICMarkets, from 2018, and other with other selection of pairs of Darwinex. At least in my ICMarkets platform, I can't get prices prior 2018.

Attractor

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Re: SFE Stock Market
« Reply #4 on: February 25, 2020, 12:45:05 AM »
Stock Market EA published!

Attractor

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Re: SFE Stock Market
« Reply #5 on: February 26, 2020, 12:33:07 PM »
what a drop if the index!! the EA will be ready for take profit with the rebound  8)

Jamicon

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Re: SFE Stock Market
« Reply #6 on: February 26, 2020, 02:19:02 PM »
It has started really well, making profits when market is going up, and staying out while this chaos is going on.
Any plans for it being included in SFE Evolution (MT5)?

Castellers de Vilafranca

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Re: SFE Stock Market
« Reply #7 on: March 05, 2020, 07:24:15 AM »
EA hasn't taken any trades since Feb 19 is it still attached to the market Joel?

Attractor

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Re: SFE Stock Market
« Reply #8 on: March 05, 2020, 05:29:43 PM »
It has started really well, making profits when market is going up, and staying out while this chaos is going on.
Any plans for it being included in SFE Evolution (MT5)?

Not for the moment because merge both worlds in the same EA have difficulties at different levels. For this reason I named Evolution FX (forex).
After I got more experience in the stocks EA, will see if I change my mind. For the moment, I want to expand the current EA to other stock markets.

Attractor

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Re: SFE Stock Market
« Reply #9 on: March 05, 2020, 05:32:00 PM »
EA hasn't taken any trades since Feb 19 is it still attached to the market Joel?

yes is attached, but this EA only trade in the LONG side, then, open new trades is forbidden in the middle of a big correction. Just today my filter of the correction is changing his value, then, maybe tomorrow we can see new trades.

Castellers de Vilafranca

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Re: SFE Stock Market
« Reply #10 on: March 05, 2020, 08:58:41 PM »
EA hasn't taken any trades since Feb 19 is it still attached to the market Joel?

yes is attached, but this EA only trade in the LONG side, then, open new trades is forbidden in the middle of a big correction. Just today my filter of the correction is changing his value, then, maybe tomorrow we can see new trades.

Cool. I am very interested to watch it. I like that it has stayed out of the market. Very good. Long only, if only that worked on FX haha :)

Attractor

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Re: SFE Stock Market
« Reply #11 on: March 11, 2020, 02:48:49 PM »
I reply here some interesting questions I have received by PM:

I have a few questions about your newest EA - Stock market. It looks very interesting to me, it's been wild trading the last weeks or even months for me and i am looking for something more calm to diversify with.
I love the way it has handled the last weeks, staying completely out.
1. Is it doing that by itself automatically or are you manually stopping it?


- is automated, based on the 'index' symbol, in the case of EEUU market, the Dow Jones 30. (US30 in ICMarkets)

2. Will it take a lot for it to stay out or will that happen frequently? (Ie long periods without trades)

- the new trades are forbidden when the index symbol is in a strong correction, like last days, as soon the indicators of strong correction passed, this filter will allow again new trades.  As we can see in the backtest, in the average, 1 or 2 months every year can be in this situation.

3. How many stocks will it trade and what is the expected maximum number of open positions at the same time (if you set it to max)?

- depending on the broker his list of markets and stocks can be different. In general, any broker that offers  stock cfds will have the US market sure with enough symbols. What I do, is select the list of symbols that are companies with good growth perspectives, in the case of the ICMarket CFDs, I have made a selection of 60 stocks. I will propose the companies in different brokers and markets, but is easy, any company with growth is a 'good' company.
The max. num. of stocks is a parameter, combining this with the balance assigned to each position, you can have an idea of your exposition if max. number of trades are opened. The default value I work for the US market is 8 positions max, and a percentage / position of 40%. This mean, that if all the positions are live at the same time, the invested amount is 8 x 40 = 320% of the balance. The minima leverage I see in the brokers is 1:5 (icmarkets is 1:20), then, with 320% of the balance you are far enough of the 1:5 leverage in any case.

3. Is there any upcoming work planned for it or are you done for now?
is not done, is just the beginning. I'm making an extra effort last weeks for have all the Forex EAs in a good position, because once this is done, I want to dedicate my main efforts to open this market.
I'm sure I can improve this EA a lot, is just his first version, and I expect to have new ideas and add other Stock based EAs in the next months / years.

Because this markets is not only 1, in some brokers we can access to hundreds or even thousands of stock cfds. And obviously is totally different of currency market, then, is a very good way to diversify the Forex portfolio.

The objective of this EA is beat by a good distance the reference index, and we know that the index in more of 100 years of history always growth at final, then, I expect a lot of this EA.

My short time task on this EA is define the list of symbols in the Darwinex broker, who have a very good list of US CFDs.

nok

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Re: SFE Stock Market
« Reply #12 on: March 12, 2020, 07:09:44 AM »
I wonder why SFE Stock Market trades only long. Shouldn't it be exactly the opposite? Stocks tend to rise over time, but price action to the downside is much more powerful.

Castellers de Vilafranca

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Re: SFE Stock Market
« Reply #13 on: March 12, 2020, 10:44:05 PM »
Because then you are always trading with the advantage of the direction of the overall trend

Attractor

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Re: SFE Stock Market
« Reply #14 on: March 12, 2020, 11:59:50 PM »
Because then you are always trading with the advantage of the direction of the overall trend

Yes, is just that. This EA is not a 'price action system'. Enter long in the pullbacks of an uptrend or range market. This crash is making a lot of room for the n next years...
I'm reviewing the US Stocks CFD on Darwinex right now, there are more cfds than ICMarkets.