Daily DMAC system

Here we go, first post in the systems board! I am just tired of seeing all these would maybe is a good system but there is no data to proove it actually works. Now I know all of you back-testing trolls will probably come out of the wooodwork here for me on this, but I think some solid(6years+) on a daily system is decent for some reliable results.

So during my study time I was doing some back-testing on MT4 and with some EA's seeing what I could get with free resources, didnt very far with that after about 5EA's in and tested. So went to google and looked for different software for backtesting without some serious scripting involved. Came across TradingBlox, looked great, free week trial. Awesome; so I spent every day after work and before(yes I have a full time job also) testing different things.
Went through systems quickly without modifying default parameters too much and the only two system out a handful that worked were the dual and triple moving average system. Both in forex and stocks as well- Steady equity increases, without too crazy draw-downs. I have attached pdf of my results which I tested to be the best in the week time I had.


So basically the forex system in a nutshell for all those who have ADD out there:

100/200 MA crossover
-long when 200 crosses below 100
-short when 100 crosses below 200
with an ATR indi set at 39 day period and x2 stop (dont know what an ATR stop is, look it up)
-5% risk

Exit at MA crossover.

note: this was tested for use only on the MAJOR pairs:
AUD/JPY, AUD/USD, EUR/GBP, EUR/JPY, EUR/USD, GBP/USD, USD/CAD, USD/CHF, USD/JPY.



Pretty simple right? This is not a learning what a ATR is thread so please save the stupid questions and just search google before you type that shit.
GOOD comments welcome.

Hi Rtm

What timeframe do you prefer to use for your system?

Good luck and green pips

The clue is in the title.

Interesting statistics....never been out to that website...not bad though...200K plus return on 9K long term.

Here's my stupid question: What type of MA? Simple?, Exponential?, Smoothed?.....etc

I'll take a look at it, but if it is profitable with small drawdowns, it would be the the first crossover system that ever was.

with this method you will have 2-3 signals per year and need 2000 pips stop losses... btw what MA you're talkin about ?

Not a stupid question at all, for this is my only problem, I have skimmed trading blox trial user guide and website for any info on what type MA this might be and all I can get is that is a standard MA so for process of elimination I have come down to the SMA and looking at charts with SMA vs EMA and others SMA is a bit quicker to get you in despite how lagging MA's are already.
SO if this isnt enough I would vouch to email trading blox and ask they that directly so you have all the info.

Where does a 2000 pip stop loss come from?? Sounds pretty high to me, maybe if it was a crossover exit but we use a ATR stop which is more likely 400-1000 pip SL max.
"Use ATR Stops
If set to TRUE then the system will enter a stop based on a certain number of ATR from the entry point.

ATR Days
The number of days used for the ATR calculation. This parameter is visible and active only if Use ATR Stops is TRUE.

Stop
The stop width expressed in terms of ATR. This parameter is visible and active only if Use ATR Stops is TRUE."


3-4 trades per year?!!? Clearly you dont do math, this system produces on average 22 trades per year across the major pairs only. Look at the pdf.

I don't want to look at a pdf, I want people that can explain me the system they present. If they don't even know which MA they use, this is totally useless...

Well unless others proven invalid, a MA is the same as a SMA, so there you go. http://www.investopedia.com/terms/s/...#axzz25VmxVJuF

So I am always looking to improve and I believe the most important thing to improve a strategy is to limit risk better. Therefore I have redeveloped this same basic idea of strategy but with different values using 2% risk instead of 5%.
Here it is: 100/199SMA crossover entry/exit 55 period ATR x1.5 stop loss

Pretty much the only thing of value in this thread is the reference to the backtesting software. Junk the rest of it.

Nice Dreamliner, nice...