As I said, I wanted to do some breakout studies.. Well after I did some of the studies I did a small test for one of the models that came into my mind and generated algos only with a very specific order management scheme and here is the result - the out-sample (last 2 years) are not as spectacular as the testing period but I'm pretty happy overall This is after some 6 hours of optimization (eurusd, gbpusd and usdjpy combined) I'm especially happy how well 2009 did.
Interesting thing with this test is that the order management is a method that no human would probably be able to trade because of psychological issues.
Next phase will be live and most probably without mt4.
I also have a real itch to go experimenting inside daily candles..
Interesting thing with this test is that the order management is a method that no human would probably be able to trade because of psychological issues.
Next phase will be live and most probably without mt4.
I also have a real itch to go experimenting inside daily candles..