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FAP Turbo Results - Same Settings, Same Broker, Different Results?

Understanding FAP Turbo results can be a little tricky if you’re not aware of some of the underlying technologies involved. For instance, ever wonder how two people using the same broker and the exact same settings can have different results at the end of the day? This is one of the most common questions I see every day.

One of the primary reasons the FAP Turbo results can vary like this is due to a “spacer” technology built into FAP Turbo. What this fancy bit of code does is introduce a random timing element into the decision process when entering a trade.

Why would FAP Turbo do this? Imagine hundreds or maybe even thousands of people using FAP Turbo with the exact same settings and the same broker. Without the random “spacer” element everyone would be entering trades at exactly the same instant and the broker would get overwhelmed.

Does this mean you’re going to get bad entries? Not at all. The way it works is that when FAP Turbo gets a setup and signal that it’s a good time to enter a trade each separate instance of FAP Trubo will execute a randomizer that decides if your particular instance of FAP Turbo can enter the trade or not. In some cases you’ll enter immediately, in other cases you might enter 30 seconds later. It’s random so over the long run everyone has the exact same overall results.

Another important thing to point out is that even if your trade is not entered immediately but instead the spacer decides to enter a trade for you 30 seconds later, FAP Turbo still goes through the process of determining if the entry signal is still valid so it will only enter 30 seconds later if it still a good entry.

Now the consequence of this is that some people may get a trade while others might not get the exact same trade. When the second person enters the trade the pips might be slightly off so the final trade numbers are not the exact same.

Now remember, the spacer is completely random so over time everyone gets the same opportunities and the results will average to be the same, but on any individual day the the results could be slightly different.

The spacer technology FAP Turbo has is actually a really good mechanism for not only preventing brokers form becoming overwhelmed, but is also part of their stealth technology to make it harder for the brokers to identify a FAP Turbo trade. Imagine how easy it would be for unscrupulous brokers to cheat us if they could literally see the trades coming because the all came at once?

It goes without saying that this spacer technology has it’s drawbacks as well … most notably that it makes it harder to compare back-test results from one test to the next because of this random element. There are however ways of accounting for this when testing which I’ll discuss in a future post.

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CFTC RULE 4.41 - Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

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