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- foracy replied Jul 22, 2011
Being a software developer aswell I am not sure I agree with this. (unless you maybe use big SL and TP) Could you give me an example of what SL and TP you use and for what period you do your test run for?
Winning TP / SL ratio
- foracy replied Jul 10, 2011
Thanks bigpips for your reply. Looks like ForexSoft is spitting out his dummy! He is looking for some type of guru status or maybe he is trying to entertain us. I have done the maths, there are no set rules, forex is a forever changing beast. (i.e ...
Extracted Thread (per thread starter's request)
- foracy replied Jul 10, 2011
Bigpips, Would it be possible to do this test for a longer period like 3 years? One month has no statistical meaning and you will find there is no measurable edge on the long term when you use set TP/SL and window sizes.
Extracted Thread (per thread starter's request)
- foracy replied Jul 9, 2011
Forexhard, I have no doubt the system works. All I am trying to say is that you are successful because you have learned to interpretet the market using the boxes as a reference point(like you said consolidations are a fact). This includes how to ...
Extracted Thread (per thread starter's request)
- foracy replied Jul 9, 2011
Statistics — I run many tests on a 3 year tick database with finding these consolidations. For example window 16 bars/30 pips with a set SL/TP (and many variations). I could find no obvious statistical edge. I am not saying this system doesn't ...
Extracted Thread (per thread starter's request)
- foracy replied Jun 11, 2011
Craig, I alway enjoy reading your comments here on forex factory. What I am curious about is what type of systems do you use in relation to forex. Are they correlation based as this appears to be your niche on other markets?
Systematic trading
- foracy replied Jun 6, 2011
Mikkom, Could you please answer the above? How long is the out of sample period?
Systematic trading
- foracy replied Jun 4, 2011
Mikkom I am not sure how to interpretet these figures. Is this correct: 19 out(927) fit:7.17900 tc:119.0 pf:4.25150 win:0.54266/0.10464 mar:7.17900 ppr:0.47077 cagr:0.14749 rar:0.13487 dd:0.02471/0.00684/0.00664/0.01102 Investment amount: 10000 ...
Systematic trading
- foracy replied Jun 2, 2011
U r talking to him (-: I tried this and on one specific strategy (which seems to perform in many ways to be fair) it had a very good result. Not so great other than that. My conclusion is that you are still comparing optimums with optimums and this ...
Systematic trading
- foracy replied Jun 2, 2011
Medici, I am in the middle of my investigation so I have no proper conclusions as of yet (and probably never will). But it is appearing to me that when evaluating 1000's of strategies and making selections among them if based on draw reward only it ...
Systematic trading
- foracy replied Jun 2, 2011
Cash, Very interesting article Could you give your exact definition of what you call a trend?
Myth busted: FOREX doesn't have directional bias
- foracy replied Jun 2, 2011
What I am trying to say is that when selecting strategies out of a pool based on for example drawreward (=balance/drawdown) over a certain time period may not be the best . What is more important is the win/loss distribution of a strategy (i.e ...
Systematic trading
- foracy replied May 31, 2011
Is there anything out there to do with steady account growth instead of risk/reward etc. Very spiky behaviour.
Systematic trading
- foracy replied May 31, 2011
Usa, I did have some attempts but I guess lack of ideas. I haven't been able to get something consistent on the 1 or 5 min time frame yet. Since my framework is tick based. I have the ideal setup for this as I can develop/test out of sample and ...
Systematic trading
- foracy replied May 25, 2011
strategyZ — Ok here is the corrected version (hopefully no mistakes). Out of sample. The problem is I can only find one of these babies (across the majors). I tried the usual ema's and loads of other ideas but no can do. I need some good ideas ...
Systematic trading
- foracy replied May 24, 2011
lesson learned — When it looks to good to be true, it ain't true. Next time clear those arrays (-: Keep looking perceval
Systematic trading
- foracy replied May 23, 2011
Interesting Results — a lot of serious array processing later... Self adapting strategy and out of sample!! (3 years, 276 trades) Very modest money management Perceval have you found the holy grail? Time will tell!
Systematic trading
- foracy replied May 21, 2011
Very interesting approach pipmaster. Can you give us some out of sample or real time results of your approach?
Systematic trading
- foracy replied May 18, 2011
What you are asking is: Who is going to make me rich? Short Answer: Nobody!
Existing Backtested Forex Systems
- foracy replied May 15, 2011
Mikkom, Thanks for all the information you have given. I think I have an understanding of your approach now. I can appreciate you do not want to disclose anymore information. Again thanks for a great thread
Systematic trading