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- Ruminate replied Mar 7, 2007
Would you trade a equity chart that looks like this? — So now the worst drawdowns are about 6months long. Could you trade through a 6month drawdown? On the bright side in the last 2 years the longest drawdown the system took was only a month. ...
- Ruminate replied Mar 7, 2007
Continued — I backtest all the majors and some other crosses and found basically the same characteristics in regards to Profit Targets. The strategy makes the most pips when the trailing previous bar low stop is used without a profit target. ...
- Ruminate replied Mar 6, 2007
Bad Data — The flat line on the graph above in the beginning is because of spotty data before 1980. So you can basically ignore 1980 and before.
- Ruminate replied Mar 6, 2007
Worst then expected — Now I look at the chart and I'm kinda stunned to find out that this strat made some spectacular profits in the first couple of years but then it kinda of just died out. This had a drawdown for like 10 years. So my idea is ...
- Ruminate replied Mar 6, 2007
Just for Historical Purposes — Just for fun I backtested the strategy from 1978 until now, and did the same analysis as before. Same setting of 100pip target was used. I had to zip it cuz there's a 1meg file max here.
- Ruminate replied Mar 6, 2007
Data is scarier then I thought — If take the cumalitive profits and plotted it on the chart vs time then you would get the following picture. Now it's notted that it is positive by a good amount of pips, remember that .01 = 1pip so 1 = ...
- Ruminate replied Mar 6, 2007
Gbp.USD — Since TA already did a backtest which was positive I was pretty sure this one was going to be positive. Attached the following results. A target of 100pips was used and if the entry bar was an outside bar then an automatic loss was ...
- Ruminate replied Mar 6, 2007
Backtested a slightly different version. — I backtested a slightly different version of the tdl2 with Amibroker. Why ami? because it's just easier to use and you can backtest a whole portfolio realistically, like if a signal triggered on a ...
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