French Pedicure Short Toenails

results - DT_BundPP

After two weeks of intensive testing and parameterize, I have come to the conclusion that the strategy also use Live.

were tested include the following options (filters, stops, ...):

• MA (in several variants) as a trend filter - no improvement
• DMI as a trend filter - very recommended
• ADX as a trend filter - Highly recommended
• CCI / RSI as a filter for Entries - no improvement
• ATR trailing stop - no improvement
• parabolic trailing stop - no improvement
• Time Stop - no improvement
• XBar exit - no improvement
• Einschränkund trading hours on 9-18 Clock - recommended
• change in targets and stops with single ATR - no improvement
• target adjustment with S1/R1 - fits quite well but have fixed values in the Walk-forward optimization proved to be stable.
• ...

currently still running the demo account with DT_BundPP strategy to even real-time versions and other sources of error (which can be found in back testing difficult) to exclude. The result here is momentant in 10 trades, 7 of which are winners. The gain is about 800 €.

From 2008 - 2010 consistently positive results with a profit factor of approximately 1.4. The drawdown is talking to max. € 1,600 limited. There are reported about 60% of all trades than winners. In this case, the average profit almost 200 €, the average loss, however a little more. There are Vorre. 8 trades in a row, end up as losers, the winning series is 14 trades.

As part of the Walk-forward optimization settings with 90/90 (90 days and 90 days optimizing action) has been made over 3 years, positive results. There were only adjusted the profit targets and stop loss ticks within 10-30. Nevertheless, there was the beginning of the mean of 20 and 20 ticks stop profit target ticks have.

I simplicity of this strategy will continue for the time being, despite looming, that in pyramiding or partial sale of a lot more potential in the strategy lies. Especially the drawdown can be optimized for the worse yet. I'm testing for loss of sales and part sales or purchases for added profit. I'm not sure which is the FGBL the more profitable or loss-inhibiting particular strategy. could

mid-October start it already.

Best regards
darth trader

Update 15/10/2010

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• Number of contracts = 2 ... initial ...
• subitem (1 contract) will be closed in profit
• runs the rest of the position of ATR stop further

Back In this test the best results was achieved.

Update 20/10/2010

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Now a xMinuteStop makes sense again. Result, the drawdown is reduced by 20%. However, since many trades require an initial stage, the initial value

is set to 180 minutes. A Walk-forward Optimizer is just (22h).

Another test, the crosses of the PP and counting in less than X junctions allow the trade did not improve performance.