DislikedHB, how much of the sample data, i e, how many trades you have in your testing for this technique?
If large enough, what are the stats?Ignored
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DislikedHB, how much of the sample data, i e, how many trades you have in your testing for this technique?
If large enough, what are the stats?Ignored
DislikedI have attempted to put together a portfolio backtest from 2005 to now. It won't be exact because the EA works on 1% per trade and obviously trading all pairs together would lead to more compounding so I believe the result would have actually been better but here it is.Ignored
DislikedInteresting portfolio result, the one thing that still concerns me is what would happen if all these instruments went in a draw dawn at the same time as you would then end up with a much larger draw dawn. That didn't happen in your backtest but could it happen?
I like the first 3 years and I believe most people would probably stop trading that strategy after the first few months!
You've started some nice trend trading threads and I've just started reading that book from that author mentioned somewhere in this thread. I think I'll have to do...Ignored
DislikedInteresting portfolio result, the one thing that still concerns me is what would happen if all these instruments went in a draw dawn at the same time as you would then end up with a much larger draw dawn. That didn't happen in your backtest but could it happen?
I like the first 3 years and I believe most people would probably stop trading that strategy after the first few months!
You've started some nice trend trading threads and I've just started reading that book from that author mentioned somewhere in this thread. I think I'll have to...Ignored
DislikedHi Hugh,
I stumbled across this while 'googling' for Donchian Channel information and seeking confirmation on strategy.
Can you believe I started looking into trading as a result of Eve Online (the space based MMO)! I was incredibly unsuccessful in trading the Donchian Channels in its virtual market, but it got me looking at Forex.
I've bitted and bobbed around low timeframes and I contribute to testing in the Experts Tool Box thread. In the last few days I've loaded up a demo account with 55/20 Donchian Channels on daily charts, and I'm patiently...Ignored
DislikedI have a few floating trades:
2 positions on EURUSD
2 positions on GBPUSD
1 position on USDCAD
2 positions on USDCHF
1 position on USDJPY
It's a strange feeling logging in once in the evening and once in the morning just to watch what its doing...
My Alpari UK demo account only gives me forex, so I've picked the eight most liquid pairs to play with.
Any advice on other brokers who give broader instrument access?
^^Ignore the stupid question - I didn't see the Vantage link at the top!
Regards
AthIgnored
DislikedYou add-on to your position each time a last bar criteria is met? And you follow rejection rule for each new position? Seems like it.. pretty smart!
I can see that you don't adjust your sp500 SL to the last bar. I assume this gives you opportunity to run extra mile for sp500 once a 55 day breakout is confirmed. very interesting twist!Ignored
DislikedNot bad for less than 2 months but I want to stress that you should never look at the highest equity. The nature of the system is that it will give some profit back when the trend finally does reverse.Ignored
DislikedOf course trend systems are suppose to get the mid chunk of the trend. Even if your postitions stop out I guess you will still have +30%, atleast. Which is also very good return in 2 month.Ignored