skymuse
14 posts
msg #65399
- Ignore skymuse |
7/24/2008 9:10:45 AM
My variation....I left the commented lines in but it seems to limit the filter too much and nothing comes back.
My backtesting with this variation (25% loss, 9% profit, everything else default) is in the 80% range......
Thanks for the idea!
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infront
3 posts
msg #65429
- Ignore infront |
7/25/2008 9:49:23 AM
Thanks for all the ideas guys i'm playing around with them now. Intresting variation skymuse thanks
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marine2
963 posts
msg #65434
- Ignore marine2 |
7/25/2008 2:02:00 PM
Skymuse, what a nice filter you have here. I backtested it against my set of parameters (mainly against a positive market atmosphere) and the results are this: 88% wins, 11% losses, and ROI = 108.46 %.
Those are impressive numbers. Thank you for your fine work.
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skymuse
14 posts
msg #65441
- Ignore skymuse |
7/25/2008 11:49:05 PM
Marine,
Just curious -- what are your settings for backtesting?
I go with a 25% Stop Loss and 9% Profit Stop, and everything else default. With my variation I've also managed to get into the high 80% win range:
Win Lose W/L Ratio Reward/Risk ROI%
89% 11% 8.00:1 22.27 177.25%
Can't wait to try this one for real! Hopefully next week......
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skymuse
14 posts
msg #65442
- Ignore skymuse |
7/25/2008 11:50:17 PM
Infront --
Thank YOU for the idea; I've got some other things I'm playing with on this as well. If anything pans out I'll post back here.
Thanks again; the wheels are spinning....
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alexgelf
6 posts
msg #65631
- Ignore alexgelf |
7/31/2008 10:26:46 AM
When you backtest, do you short or place long positions?
If you short then you get impressive results, otherwise its 10% return in todays market if you go long. Which is still not bad.
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bponce23
1 posts
msg #131593
- Ignore bponce23 |
9/29/2016 1:18:42 PM
Can someone explain the significance of having the ADX line above the +DI?
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miketerry
1 posts
msg #131641
- Ignore miketerry |
9/30/2016 5:26:12 PM
volume above 500,000
ADX(14) increasing for 4 days
ADX(14) between 20 and 40
and EMA(5) crossing above EMA(10)
and EMA(50) above ema(200)
This produces very few trades but it gives me something to swing trade from.
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four
5,087 posts
msg #131642
- Ignore four |
9/30/2016 7:51:55 PM
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