BigDog 2.01

[expat1967]

Hi All,

 

an other breakout strategy to check out. Requires optimization though...

 

http://www.multiupload.com/FM2PDSQB29

 

Cheers

[expat1967]

Made a quick run just now. Its further "trimmable" but needs a trailing lah... ;) With below settings it isnt really trading a breakout...

 

Backtest 2010 GPBUSD 15m

 

http://img413.imageshack.us/img413/2779/strategytester.gif

 

Parameters for 5 Digit Brokers: Lot=0.1; MaxRisk=10; GMTShift=1; StartTime="12:00"; EndTime="13:59"; DelTime="17:00"; TakeProfit=1400; StopLoss=1400; Delta=500; NoTrade=1050; ShowWarn=false;

 

Initial deposit 5000.00

Total net profit 2641.04 Gross profit 4053.16 Gross loss -1412.13

Profit factor 2.87 Expected payoff 60.02

Absolute drawdown 495.34 Maximal drawdown 820.84 (15.41%) Relative drawdown 15.41% (820.84)

 

Total trades 44 Short positions (won %) 26 (61.54%) Long positions (won %) 18 (55.56%)

Profit trades (% of total) 26 (59.09%) Loss trades (% of total) 18 (40.91%)

Largest profit trade 282.14 loss trade -140.53

Average profit trade 155.89 loss trade -78.45

Maximum consecutive wins (profit in money) 7 (1114.56) consecutive losses (loss in money) 5 (-561.88)

Maximal

 

Cheers

Edited September 12, 2010 by expat1967

[woelig]

Mirror: http://v8no.com/Big Dog 2_01.rar