NFP 系统 - 提供回测数据 (NFP System - Backtest data provided)

Whats up fellas? I have something that I would like to share with you all. Rob Booker www.robbooker.com recently held a contest to see who could come up with the best system to trade the NFP report. Here is the system (backtest data in Excel format), as I've agreed to make it freely available shortly after I won the contest. A couple of notes about it:

This system relies heavily on an indicator called the Sentinal Index. Origionally created by Joe Knight, I adopted the concept and gave it a use in my system. What it is is a "dollar index" created by taking the movement of the 7 major USD based pairs (GBP/USD, EUR/USD, AUD/USD, NZD/USD, USD/JPY, USD/CAD, USD/CHF) and averaging their daily moves together to come up with a meld of them all, and an overall direction of the dollar. I plot this in Excel, and lay my 7 day SMA indicator overtop, which I use for entry into the system. I don't have an automated means of charting and distributing the Sentinal Index yet (which I intend to distribute freely), but I do still update it by hand, and do offer services such as custom system development based on the index, my signals based on the Sentinal Index and a short description of each trade daily, and so forth. If you are interested in any of these, PM or email me, and we can make a system like this one together

Success rate: aprox. 80% over 4 years
Equity: $5,000 to $460,526.50 USD in 4 years
Pips: 10,467 in 4 years (or an average of 215 a month)

Kev