Hello,
the time is passing quickly, but I like to discuss this strategy.
I found it just now, added more losses/profits management and tested (backtedted) on USD/JPY, USD/CAD, USD/DKk.
Results are mixed, I think due to extremely poor MQ's history data.
But what is strange:
i have quote incorrect behavior in a case of short orders. The gross profit is linear. Look for attached image.
Also look below. All shorts have been opened at one moment in a large number and closed at testing stop.
Did anyone observe the same behaviour?
1 2014.12.29 01:27 sell 1 0.04 6.10320 0.00000 0.00000 0.00 1000.00
2 2014.12.29 01:27 sell 2 0.04 6.10335 0.00000 0.00000 0.00 1000.00
3 2014.12.29 01:27 sell 3 0.04 6.10332 0.00000 0.00000 0.00 1000.00
4 2014.12.29 01:27 sell 4 0.04 6.10339 0.00000 0.00000 0.00 1000.00
5 2014.12.29 01:27 sell 5 0.04 6.10325 0.00000 0.00000 0.00 1000.00
6 2014.12.29 01:27 sell 6 0.04 6.10328 0.00000 0.00000 0.00 1000.00
7 2014.12.29 01:27 sell 7 0.04 6.10314 0.00000 0.00000 0.00 1000.00
8 2014.12.29 01:27 sell 8 0.04 6.10318 0.00000 0.00000 0.00 1000.00
9 2014.12.29 01:27 sell 9 0.04 6.10300 0.00000 0.00000 0.00 1000.00
10 2014.12.29 01:27 sell 10 0.04 6.10307 0.00000 0.00000 0.00 1000.00
11 2014.12.29 01:27 sell 11 0.04 6.10304 0.00000 0.00000 0.00 1000.00
12 2014.12.29 01:27 sell 12 0.04 6.10301 0.00000 0.00000 0.00 1000.00
13 2014.12.29 05:03 sell 13 0.04 6.09664 0.00000 0.00000 0.00 1000.00
14 2014.12.29 05:03 close at stop 13 0.04 6.09812 0.00000 0.00000 -0.97 999.03
15 2014.12.29 05:03 close at stop 12 0.04 6.09812 0.00000 0.00000 3.21 1002.24
16 2014.12.29 05:03 close at stop 11 0.04 6.09812 0.00000 0.00000 3.23 1005.47
17 2014.12.29 05:03 close at stop 10 0.04 6.09812 0.00000 0.00000 3.25 1008.72
18 2014.12.29 05:03 close at stop 9 0.04 6.09812 0.00000 0.00000 3.20 1011.92
19 2014.12.29 05:03 close at stop 8 0.04 6.09812 0.00000 0.00000 3.32 1015.24
20 2014.12.29 05:03 close at stop 7 0.04 6.09812 0.00000 0.00000 3.29 1018.53
21 2014.12.29 05:03 close at stop 6 0.04 6.09812 0.00000 0.00000 3.38 1021.91
22 2014.12.29 05:03 close at stop 5 0.04 6.09812 0.00000 0.00000 3.36 1025.27
23 2014.12.29 05:03 close at stop 4 0.04 6.09812 0.00000 0.00000 3.46 1028.73
24 2014.12.29 05:03 close at stop 3 0.04 6.09812 0.00000 0.00000 3.41 1032.14
25 2014.12.29 05:03 close at stop 2 0.04 6.09812 0.00000 0.00000 3.43 1035.57
26 2014.12.29 05:03 close at stop 1 0.04 6.09812 0.00000 0.00000 3.33 1038.90