Here are some partial results so far this week.
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- #1,503
- Jan 11, 2008 7:06am Jan 11, 2008 7:06am
Here are the detailed results of gbp/jpy with my settings described in post #1456
for the week ending Friday 11 January 2008.
From this week i trade with the ea "ibfx fall" and "Update to Break Even: 80 Pips"
Monday 7 January 0 nt
Tuesday 8 January 120 pips
Wednesday 9 January -180 pips
Thursday 10 January 0 nt
Friday 11 January 230 pips
Total 170pips
Intermediate result.
No good week for the "big mover".
I hope next week there will be more rather than less.
Naranjoe
for the week ending Friday 11 January 2008.
From this week i trade with the ea "ibfx fall" and "Update to Break Even: 80 Pips"
Monday 7 January 0 nt
Tuesday 8 January 120 pips
Wednesday 9 January -180 pips
Thursday 10 January 0 nt
Friday 11 January 230 pips
Total 170pips
Intermediate result.
No good week for the "big mover".
I hope next week there will be more rather than less.
Naranjoe
- #1,504
- Jan 11, 2008 8:54am Jan 11, 2008 8:54am
- | Joined Nov 2007 | Status: Commercial Member | 694 Posts
Here are the detailed results of gbp/jpy with my settings described in post #1456
for the week ending Friday 11 January 2008.
From this week i trade with the ea "ibfx fall" and "Update to Break Even: 80 Pips"
Monday 7 January 0 nt
Tuesday 8 January 120 pips
Wednesday 9 January -180 pips
Thursday 10 January 0 nt
Friday 11 January 230 pips
Total 170pips
Intermediate result.
No good week for the "big mover".
I hope next week there will be more rather than less.
Naranjoe
170 pips in a week is very respectable. Thanks for sharing your settings. I've added a chart to cover this starting next week as well.
- #1,509
- Jan 11, 2008 3:36pm Jan 11, 2008 3:36pm
Here are the detailed results of gbp/jpy with my settings described in post #1456
for the week ending Friday 11 January 2008.
From this week i trade with the ea "ibfx fall" and "Update to Break Even: 80 Pips"
Monday 7 January 0 nt
Tuesday 8 January 120 pips
Wednesday 9 January -180 pips
Thursday 10 January 0 nt
Friday 11 January 230 pips
Total 170pips
Intermediate result.
No good week for the "big mover".
I hope next week there will be more rather than less.
Naranjoe
- #1,514
- Jan 12, 2008 9:15pm Jan 12, 2008 9:15pm
Hello at all, specifically at mikelath.
I am a great fan of Daily95pips.
I trade it manually without an ea since november 2007.
Many ideas come around here to optimise the system with different currencys.
I propose the following idea:
Well, we all want trade gbp/jpy currency because there was alot of money to make with
but the volatility was to big so it fails often with d95p parameters.
(Sorry for my english because its not my native language.)
My idea is to trade gbp/jpy with the d95p system and another set of parameters.
I try a lot of parameters in backtesting and i have found
a setting that are best for gbp/jpy but it cannot named daily95pips.
Here are my results of backtesting for the last weeks:
Total for week ending Friday 4 Jan 2008: +510pips
Total for week ending Friday 28 Dec 2007: +280pips
Total for week ending Friday 21 Dec 2007: +520pips
Total for week ending Friday 14 Dec 2007: +130pips
Total for week ending Friday 7 Dec 2007: +390pips
Total for week ending Friday 30 Nov 2007: -10pips
Total for week ending Friday 23 Nov 2007: -200pips
Total for week ending Friday 16 Nov 2007: +160pips
Total for week ending Friday 9 Nov 2007: +200pips
Total for week ending Friday 2 Nov 2007: +750pips
Total for week ending Friday 26 Oct 2007: -80pips
Total for week ending Friday 19 Oct 2007: +510pips
Total for week ending Friday 12 Oct 2007: +160pips
Total for week ending Friday 5 Oct 2007: +110pips
Total for week ending Friday 28 Sept 2007: +340pips
Total for week ending Friday 21 Sept 2007: +750pips
Total for week ending Friday 14 Sep 2007: -150pips
Total for week ending Friday 7 Sept 2007: -310pips
Total for week ending Friday 31 Aug 2007: +580pips
Total +4640pips
Weekly average = +244pips
Monthly average = +976pips
I backtesting manually 'set and forget' that mean i do not move any SL to BE or so
will mean its free to optimse for smaller losses.
Since 19 Nov 2007 i do forwardtesting it as always with good performance.
Here are the settings for gbp/jpy:
Buy/Long Orders:
1 - Entry = HIGH+5pips, Take Profit=40pips, S/L=60pips
2 - Entry = HIGH+5pips, Take Profit=80pips, S/L=60pips
3 - Entry = HIGH+5pips, Take Profit=110pips, S/L=60pips
Vice versa for Short
Time to set Orders is 5pm EST.
High and low of the previous 17hrs.
Need good moneymanagement and something to reserve to overcome negative weeks.
Happy trading and greetigs
Naranjoe
Hello naranjoe
I would like to ask you some time to set out the orders at 5:00 pm Eastern time and GMT time my dealer is FXDD last week, I used the setting to simulate tests, the results may not tell you the same.
Monday January 7 0 NT
Tuesday January 8, 0 points
Wednesday January 9 -180 pips
Friday January 11, 0 points
Total -180 pips
Will my settings where there is not wrong. UpdateToBe the setting is 15 or 30?
- #1,517
- Jan 12, 2008 11:42pm Jan 12, 2008 11:42pm
- Joined Jul 2007 | Status: Trader | 1,685 Posts
BTC Return This Year:
na
- #1,518
- Jan 13, 2008 5:23am Jan 13, 2008 5:23am
Hello naranjoe
I would like to ask you some time to set out the orders at 5:00 pm Eastern time and GMT time my dealer is FXDD last week, I used the setting to simulate tests, the results may not tell you the same.
Monday January 7 0 NT
Tuesday January 8, 0 points
Wednesday January 9 -180 pips
Friday January 11, 0 points
Total -180 pips
Will my settings where there is not wrong. UpdateToBe the setting is 15 or 30?
Your settings are almost right,
TakeProfit levels are 40, 80, 110 and StopLoss are 60 pips (GBP/JPY only).
Because these settings you must UpdateToBE setting 40 or 80 pips!
The time, 5pm EST is 10pm GMT !
For your broker FXDD the time for Daystarthour is 0 not 24!!!.
Note, there are different results from different broker!
My broker was IBFX.
I think backtesting with strategytester in MT4 does not work properly because there is
a problem with timehandling.
Naranjoe
Here are the detailed results of gbp/jpy with my settings described in post #1456
for the week ending Friday 11 January 2008.
From this week i trade with the ea "ibfx fall" and "Update to Break Even: 80 Pips"
Monday 7 January 0 nt
Tuesday 8 January 120 pips
Wednesday 9 January -180 pips
Thursday 10 January 0 nt
Friday 11 January 230 pips
Total 170pips
Intermediate result.
No good week for the "big mover".
I hope next week there will be more rather than less.
Naranjoe
thanks for posting your strategy, looks impressive.
I have few question, I hope you might answer.
1) Are you still testing this strategy or actually trading with it?
2) On Tuesday 8 January , you got 120 pips, what represents 2 trades. What happened with the third one, since you don't count it?
thaaaaankx
- #1,520
- Edited 9:04am Jan 13, 2008 9:02am | Edited 9:04am
hi shisuyu
Your settings are almost right,
TakeProfit levels are 40, 80, 110 and StopLoss are 60 pips (GBP/JPY only).
Because these settings you must UpdateToBE setting 40 or 80 pips!
The time, 5pm EST is 10pm GMT !
For your broker FXDD the time for Daystarthour is 0 not 24!!!.
Note, there are different results from different broker!
My broker was IBFX.
I think backtesting with strategytester in MT4 does not work properly because there is
a problem with timehandling.
Naranjoe
The problem with backtesting is that it is not tick for tick - meaning it does not look at what happened during a period of time - only what the opening and close price for that period was.
ie. For a given period, if the open price was 1.4750 - the high 1.4850, the low 1.4650 and close 1.4750 - a backtest would view that period as if the market did not move. In real time, using Mike's system, you could have a 90 pip loss <OR> a 95 pip gain and in either case would been closed out for the day. If backtesting - nothing would have happened or changed.
Now I too am using IBFX, central time zone. If I understand correctly, to match your settings on the EA, I should be using 22 as the start time with 17 as the number of look back hours.
Thanks
Tim