Here's another one

[FetteredChinos]

well i have been known as the Pork Pie Piper in the past.

 

[trendie]

being such a modest chap, you're not one to harp on about this.

 

[firedave]

good result

Hi FC, good result, will wait for next one today

 

[FetteredChinos]

long from 1.9198

target & reverse 1.9498
stop 1.8998

i reckon at least one of those will be hit this week as its NFP this friday..

 

[FetteredChinos]

right well, the latest trade closed off last night for -60.

bit of a disappointment as it was going great guns for a while after the NFP's..

anyway, thats a total of +146 from 5 trades, 3 wins.

little bit under-par (over-par??) but its still a small sample, and suffering from that -200 a while back.

FC

 

[G-Man]

right well, the latest trade closed off last night for -60.

bit of a disappointment as it was going great guns for a while after the NFP's..

anyway, thats a total of +146 from 5 trades, 3 wins.

little bit under-par (over-par??) but its still a small sample, and suffering from that -200 a while back.

FC

Pity you didn't get this mornings pop.

 

[firedave]

next trade

Okay, NEXT !

 

[FetteredChinos]

technically i did, as i closed off when i got to work

but im reporting it as per the backtest on these boards.

 

[G-Man]

technically i did, as i closed off when i got to work

but im reporting it as per the backtest on these boards.

Jammy bug**r!

 

[FetteredChinos]

forgot to post the entry this week.

long 1.9279

target& reverse 1.9579
stop 1.9079

 

[hampy]

FC,
Have i got something wrong? I have cable at 1400 gmt, at approx 1.9232, quite a way from the entry you posted.
Thx, hampy

 

[FetteredChinos]

yes apologies... phat fingered problem/brain failure. you are right.. 1.9232. and still a long!

this is what comes of trying to do 18 things at once..

apologies.

fc

 

[mjarvis7]

I coded this up in Amibroker with similar results. (Still playing with it slightly and so will post backtest report once it's finished.

FetteredChinos, you may want to check your spreadsheet. The first one you posted has some holes in the data that are skewing your results. (Occasionally there isn't an entry for the times you are testing e.g. 8.00am on an Tuesday) and so the spreadsheet uses the previous result.

 

[FetteredChinos]

i know mj that there are a few holes. which is why i was trying to get as much data as possible in order to minimise the effect that they would have.

i tested it on 03 and 04 on another data source, and the results pretty much correlated, and im pleased that you are having similar results with amibroker.


it is only a swing system, so a few pips here and there shouldnt make too much of a difference over an extended period, as they will probably cancel each other out over time..

thanks for checking though, and i look fwd to seeing your backtest results.

fc

 

[hampy]

FC, according to the system what time should the trade be closed on a Monday, cant seem to find it on the thread. Thx, hampy

 

[FetteredChinos]

9pm GMT. close of US session.

fc

 

[FetteredChinos]

hmm, not a great performance this week.. -98, making a total of +48 from 6 trades, 3 wins..

4 more trades should do for an evaluation....

 

[trendie]

Hi FC,

did you place trade y'day ?

 

[ddunne82]

Hi,

What contracts are you testing this system? Is it just cable or have you tried it with dollar/yen and euro/dollar?

Earlier in the thread, FC mentioned 13000 pips pver 4 years but then later, when tested in metastock, performance apart from 2004 was apparantly a bit dodgy? Any ideas for this discrepancy?

Thanks

David Dunne

 

[FetteredChinos]

nope trendie. i didnt place the trade yesterday.. will monitor its progress.

currently engrossed in other matters....

doing some research on Australian message boards.

g'day

FC