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tick scalper v 3.44 (share)


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looks like a potent formula to blow account from quick backtest i just ran on eurusd 1 minute.

 

one can accidentally make money too.

 

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strangely it shows small drawdown while it makes money in backtest with more more safe preset

 

Bars in test 77659 Ticks modelled 644384 Modelling quality 24.97%

Mismatched charts errors 0

 

Initial deposit 20000.00

Total net profit 13783.80 Gross profit 15334.28 Gross loss -1550.48

Profit factor 9.89 Expected payoff 75.32

Absolute drawdown 3788.31 Maximal drawdown 5166.00 (23.95%) Relative drawdown 23.95% (5166.00)

 

Total trades 183 Short positions (won %) 81 (87.65%) Long positions (won %) 102 (86.27%)

Profit trades (% of total) 159 (86.89%) Loss trades (% of total) 24 (13.11%)

Largest profit trade 4320.00 loss trade -160.02

Average profit trade 96.44 loss trade -64.60

Maximum consecutive wins (profit in money) 35 (2490.98) consecutive losses (loss in money) 3 (-398.07)

Maximal consecutive profit (count of wins) 5921.76 (15) consecutive loss (count of losses) -398.07 (3)

Average consecutive wins 8 consecutive losses 1

 

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need analysis of the kind experts and seniors here.

Edited by halcyonn
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Hi guys, if this is the same tick scalper we have been playing with over on Trading Systems Forex, then its probably not going to work live. The one we're using is a fixed up version of the one from the Russian site and it backtests phenomenally, but only because we do not have historical tick data and spread history.

It can be backtested relaibly only with Dukascopy which has tick history, and the results so far havent been all that great. If anyone is with Dukascopy, give it run and see what happens...

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  • 2 weeks later...
ok, I unlock ...

But remember, setfiles is configured for lots 1.0

ideally at least 0.1 to 2k balance

 

oops it crashed !!

 

 

which is why i think you for the test 8-)

"It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book."

Victor Niederhoffer (1943–), US hedge fund manager and statistician

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