Volatility Trader Log
Introducing our live account pips log of the volatility detection/trading engine. The idea is to use this thread to log our system's performance.
Some Background
Volatility Trader (currently at Release 3.1a -- 7060 lines of .mq4) is a somewhat complex EA that detects volatility signatures and trades them using a per-signature-customized, dynamic response trading methodology. We will not be releasing VT into the public domain as it is impossible for people to manage the tuning phase. (This is the phase when it learns how to dynamically trade the various volatility signatures that it detects.)
Various versions of VT have been trading our accounts with increasing success over the past four months. The current version is doing around 25% per month or so with low draw down and risk.
Log Format
Since we closed our first trade on the live account that is logged here on March 3, 2010, we consider that day to be the start of the trading week. Hence every Tuesday evening ends one week of trading this account with the VT system.
We plan to update this log once per week. We will provide the number of net pips CLOSED in each week and also the OPEN FLOAT for reference and confirmation that our system knows how to cut losers. The running weekly average of CLOSED trades will also be provided.
As we have been trading this account since March 3/10 the initial log entry will cover the first seven weeks, to April 20/10.
(This log is posted here and not the non-commercial forums as we do trade client accounts and it appears that discussing the log of the VT system outside of this forum might be contravening the FF rules.)