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- XavierParisF replied Jun 6, 2015
Next backtest: USDJPY The system does not like this pair!!! Results negative on the whole period. Always the large drawdown in February - April. file
- XavierParisF replied Jun 4, 2015
Next backtest on a volatile pair: EURAUD. Oh la la, we have problems!!!!!!! My friends, we still have some hard work to improve the system and transform it in gold mine! Huge drawdown during 4 months, system not yet positive at the end of the ...
- XavierParisF replied Jun 4, 2015
Thanks Erebus. I don't trade this pair (spread is too large). I will check. I use the attached list to select volatile pairs. GBPNZD is not mentioned, but EURNZD is, and it is the second most volatile. file
- XavierParisF replied Jun 4, 2015
Here is the next backtest, on the most volatile pair of Forex: GBPAUD. Results are not good. While they are positive, the system suffered a large and long drawdown. The Sharp ratio (risk assessment) is very poor and profit factor too low. Removing ...
- XavierParisF replied Jun 3, 2015
Next pair that I consider as difficult to trade: the "Loonie" (USDCAD). Backtest OK, rather like the "Cable" (GBPUSD). Same kind of remarks. Trying to remove the BE is a bad idea on this pair (net deterioration of results). See attached file. file
- XavierParisF replied Jun 3, 2015
Dear All, As promized, here is the detailed backtest on GBPUSD (see attached spreadsheet). I will do the EURUSD started by Khanridoi later on. Figures are slightly different than in my previous post 971 (I did it quickly) but still positive (795 ...
- Posts by Member Search: 'XavierParisF'