expat1967 Posted September 12, 2010 Report Share Posted September 12, 2010 Hi All, an other breakout strategy to check out. Requires optimization though... http://www.multiupload.com/FM2PDSQB29 Cheers Freddie, taipan, domonkos and 1 other 4 Quote Link to comment Share on other sites More sharing options...
expat1967 Posted September 12, 2010 Author Report Share Posted September 12, 2010 (edited) 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 Quote Link to comment Share on other sites More sharing options...
woelig Posted September 12, 2010 Report Share Posted September 12, 2010 Mirror: http://v8no.com/Big Dog 2_01.rar Quote Link to comment Share on other sites More sharing options...
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