Thank you very much Hanover!

Very interesting observation and worth of testing too. Thank you for your post!

Would you care to elaborate on that a bit more, please? I am interested in the "mathematically" part.

Mikkom!!! With my python Im NOT EVEN NEAR those times... simply amazing!!! Hard works pays off, right?

Interesting - I was thinking about moving to dukas for the last few weeks. Did you hear it somewhere or...? (PM me, if possible - I don´t want to mess up this beautiful thread!) I know of at least one person who would like to see those pics ...

Not picking on you, but if you want to trade for a LIVING, you should really expect to make profit by the end of the year! How on earth are you going to survive - given fx is your solely source of income - if you don´t make profit? You can´t ...

I kind of think that wheels in my head are spinning the other way around. When I´ve read PC´s post, it made me search even more for those secrets. And trust me that when you really start to crunch numbers and stats about your trading system, you may ...

Amen to that, mate! if you compare the effort of writing a testing engine with data processing and position management capabilities from scratch (or customize existing one) - or even learning how to do something like this with READING ONE THREAD on ...

Very true!!! "Stupid" quant speaking Same here. PC stated looooooooooong time ago, that markets understand SIMPLE better. So to do what market wants, we have to approach it with SIMPLE = ROBUST methods. @geoffrod & razorboy Nice trading ...

Wow — Oh my... where am I with my Excel spreadsheet + VBA modules backtesting...

Of course — Hi Mikkom! 3 things: 1. Yes, Im interested in seeing those tester curves 2. You´re right, sql is UNBELIEVABLY fast for this type of queries 3. Good luck on your going live!!!! Bluefish

Exactly — Thanks for bringing that up, markmm. Old figures, but still..very impressive!!!

"Thanks". I myself have MBA in Economics and Finance, but since when having economic outlook on things means, that You are a trader? Nevermind, subscription cancelled. Ciao.

Just to make things clear here.... PC has Your respect, unlike other people out there - I can live with that Maybe I "jumped the gun" there - if it is the case, I APOLOGIZE! Maybe You are a lurker, who has many years of active trading behind You, ...

Give PC the respect he deserves! What about finding the answers to Your questions on Your own and maybe share with us, if You feel that PC didn´t give us enough! How does that sound? You are member since March 2010 with 9 posts and You´ve read EVERY ...

Definitely! 2-3% per trade using basic form of this strategy is asking for some serious DD

It is MY version of this strategy - I modified it to suit my needs. The curves shown on the posted chart were only for demonstration, what one can expect from taking profit at 1:1 or moving to BE. Backtest was run on E/U. Bluefish

Well..you´re right. I was around BE after few trades when I started live...and then it went down. Being a risk-averse person, I decided that until I have bulletproof evidence about net expectancy of this system and how it behaves, I will not trade ...

Backtest — Sorry about the deletion. It was 2am when I was editing my original post Maybe I can be a little help. Below is a screenshot of 3 different simulated equity curves. Testing time is 2 yrs, sample of close to 800 individual trades. ...

The green curve is with BIG trailing mechanism [multiples of ~D1 ATR]