The Strategy Results

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The Strategy Results

Postby Apprentice » Sun Sep 26, 2010 1:10 pm

Test3.png

RC1.PNG


Bug.png


I've developed a strategy, which doubles the capital within a year.
A return of 100 percent.
But that's not the topic of this post.
At the same time, For the AUD/JPY strategy yielded 7760.85 percent return.
Is this Bug, Problem with support for Jen based currency pairs..
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Re: The Strategy Results

Postby Nikolay.Gekht » Sun Sep 26, 2010 5:56 pm

Backtester supposes that the account currency is an opposite currency for the account. For EUR/USD account is supposed to be in USD, for USD/JPY - in JPY. This should not affect relative (expressed in percents against 1 lot) P/L, but can affect for absolute value of P/L.
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Re: The Strategy Results

Postby Apprentice » Thu Sep 30, 2010 9:24 am

RC5.png


Maybe not the most beautiful yield curve, but achieves the goal.
I must find a algorithm to ontrol this huge spikes.

Further adjustment parameters may be possible to accomplish more, but I do not have time for it.
I need to devise a way of automatic selection of the best parameters, time frame, for each strategy.

Size of Position - 5 percent of the capital.

RC5Report.PNG

73 percent of Profitable Trade.
Not bad, but far less than 89 percent, a personal record.

This Strategy is tested on historical data, not in live trade conditions.
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