The slippage I mentioned was not assumed, it was observed by comparing actually trades with back tested trades during the same period. It should...
This is monthly return chart
To give more color about the result I would like to post the related return curve and chart. Thanks for any further advice.
If you read my previous post carefully, you should notice I also have real-time trading results. The problem is that my real time result has only...
I posted the real life return in previous post already. Want to post again here. Win ratio is one aspect, don't you think average winning...
To Murray: That should be a good way to test. I haven't tried that. To my limited knowledge, Ninja platform allows me to test on a group of...
To intradaybill: Good point too. Holding positions for 3 days is not my intention, it is just the optimized result for AUDJPY. If you check the...
To Big D: Thanks for the advice. Good point. Although there could be possibility of over-optimization, I remember for most optimization runs the...
Based on my study, different pairs show different patterns / cycles, mine is a simple strategy that only use a few parameter to determine trades....
This is real time trading result for two months including March. The system actually performs better in real time than back testing during...
Thanks for the comment. The same strategy performs similarly on other JPY pairs such as GBPJPY, EURJPY, and USDJPY. But for different pairs the...
This test is on 15min AUDJPY using NinjaTrader with Gain data. Any comments on the result? Thanks
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