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- Martin66 replied Apr 16, 2008
Please see the table above, it's all in there (SL Update to BE, TP1-3) I used a 1% risk for the position size in the EA - so $/pips depends on position size used for a particular trade. See the EA for calculation of position size. In any case, I'd ...
- Martin66 replied Apr 16, 2008
I could open it.
- Martin66 replied Apr 15, 2008
ATR 14? — Do you mean ATR of 14 1h bars? This would be just looking one day back. Or do you use 14 days? This might be more stable. Anyway the question is how the parameters could be adjusted depending on market conditions. ATR certainly seems ...
- Martin66 replied Apr 15, 2008
The formatting of this table got lost... GBPJPY: 60 SL, update SL to break even at 15 (these are all parameters you enter in the EA).
- Martin66 replied Apr 14, 2008
Forward testing — Hi all, thanks for your work on this system. I ran a forward test on an Alpari demo account since Jan 08, see the result below. The first frew trades on this account were some other stuff - not all of the initial DD is caused ...
- Martin66 replied Apr 7, 2008
Some ideas — Hi, I like the first post... lets see if it keeps this thread informative. Some thoughts: - NNs are basically linear filters. Sigmoid output functions add some nonlinearity, but still little input change coresponds to little ...
- Martin66 replied Mar 18, 2008
Let's say we checked at the beginning of 2006, which pairs give a positive result (again lin. regression): EUR/GBP return: 163 pips std: 44 max: 87 min: -151 result/(max-min) 0.69 CHF/JPY return: 116 pips std: 57 max: 198 min: -202 result/(max-min) ...
- Martin66 replied Mar 17, 2008
Backtest — Hi all, I have backtested this method with historical data from october 2005 until now: EUR/CHF return: -863 pips std: 110 max: 277 min: -234 result/(max-min) -1.69 EUR/GBP return: 193 pips std: 122 max: 429 min: -226 ...
- Martin66 replied Jan 28, 2008
Testing and such — Hello, I've been reading this thread for some time. I read through most of the posts (not all I'm afraid), thanks for your work and sharing this information! I am testing D95p using an external math package. I use 1 minute ...
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