Recent content by leinster

I'm surprised the results were so bad as indeed I've had better results on other systems I have made and are active.. Captain currency do u see anything wrong with my logic...

tried it over 12 years and yes tried chfjpy eurusd gbpusd and another 5/6. dont know if its something wrong with the logic or not but it aint working well at all. am i missing something silly ?

As per instructions in case 5 min crossesbelow relevant SMA close out trade. Take trades with only a certain sized ATR on market. Wait til all timeframes lineup and dont trade in event it doesnt. AUD / JPY for testing on.

Hi, Ive automated this for ninjatrader however after testing from 1998 - 2010 it ends up been a loser! Now no doubt i probably have 1 / 2 bugs to iron out and that could be causing the issue with it been a losing strategy however im not so sure. For instance im using rollover periods daily...

Thats interesting i must printout ATR and crossreference. Here is results of an EMA crossover backtest.

For may it was out of the market and not involved. Just after flash crash on way back up it made a loss but stopped out. It made good money in may prior to crash the drop dow to 01/12/2008 was worst month with -6.66% DD best month on other side was 01/03/2009 with 24.53% . Any ideas for...

15 / 30 /45 minute timeframe ran it on 200-500 stocks appears profitable. Thats a 45 minute output. Working on another one for 15 good bit different but looking ok. Awaiting some data to run on crude etc (too arrive in post) but from trading crude it will probably work on it but not so on...

commision would be 13K on this in total. based on 1YM 5 dollar mini trade. scaling obviously increases originally a 7k account. so 14k account double but commission stays the same. works out as profit of 42 bucks a trade average.

Looking for feedback on the following. This is a breakout system i have made and was wondering what people thought in terms of what should be improved. Win ratio very low, but im looking to run it mechanically on the markets. Tested on YM from 1998 - 2010 feedback appreciated. Also attached...