最简单的每日 EMA 交叉系统 (Simplest Daily EMA Cross System)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:Dreamliner
发布日期:First Post: Feb 12, 2009 4:22am | Edited 10:16pm
原帖作者:Dreamliner
发布日期:First Post: Feb 12, 2009 4:22am | Edited 10:16pm
Greetings friends,
I have tried many things in the Forex world and so far have discovered hundreds of ways that won't work for me. I can't seem to guess market direction well, I hate scalping personally, and carry trades have gotten me margin called.
But I do believe I have found a method that works for me. When I share this method you are going to think it is too simple, and will want to start adding indicators, changing time frames, decreasing stop losses, adding take profits and multiples lots. That is all fine to do, but I would just ask that you begin a new thread to do so, as the purpose of this thread is simply for anyone willing to do significant backtesting on different pairs.
This method netted (including spread) 8294 pips since the beginning of 2007 until now (see backtesting results below) or 331 pips per month. And this is only with 7 pairs. We can increase this with additional pairs, hence my request to help backtest.
Here is the method:
Time Frame: Daily
Entry: 5 and 8 EMA cross (attached indicator is all you need)
Exit: End of next day
So here is how it works. At 00 (midnight) GMT check the charts and see if the EMAs have crossed. If so, enter a market order in the direction of the cross. No stop losses, no take profits.
The next day at 00 (midnight) GMT close the order.
I told you it was extremely simple. Here are back test results from January 2007 until the present (2-11-09).
GBP/JPY 2301 Pips (Gross)
-470 pips for spread (10 pips spread)
1831 Pips net
GBP/USD 839 Pips (Gross)
-48 pips for spread (5 pips spread)
791 Pips net
AUD/JPY 1606 Pips (Gross)
-520 pips for spread (10 pips spread)
1086 Pips net
GBP/CHF 1487 Pips (Gross)
-530 pips for spread (10 pips spread)
957 Pips net
USD/CHF 813 Pips (Gross)
-216 pips for spread (4 pips spread)
597 Pips net
EUR/GBP 1199 Pips (Gross)
-159 pips for spread (3 pips spread)
1040 Pips net
EUR/USD 2098 Pips (Gross) I used 3/8 EMA crossover instead of 5/8
-106 pips for spread (2 pips spread)
1992 Pips net
I have not had time to test other pairs. I believe that changing from 5/8 EMA cross to 3/8 would benefit USD/CHF and possibly GBP/USD as well but have not had time to test.
So again, the purpose of this thread is for anyone to help backtest this method on other pairs, using only the EMA cross indicator for entry, and closing at the end of the 24 hour period.
Looking forward to hearing from you as able.
I have tried many things in the Forex world and so far have discovered hundreds of ways that won't work for me. I can't seem to guess market direction well, I hate scalping personally, and carry trades have gotten me margin called.
But I do believe I have found a method that works for me. When I share this method you are going to think it is too simple, and will want to start adding indicators, changing time frames, decreasing stop losses, adding take profits and multiples lots. That is all fine to do, but I would just ask that you begin a new thread to do so, as the purpose of this thread is simply for anyone willing to do significant backtesting on different pairs.
This method netted (including spread) 8294 pips since the beginning of 2007 until now (see backtesting results below) or 331 pips per month. And this is only with 7 pairs. We can increase this with additional pairs, hence my request to help backtest.
Here is the method:
Time Frame: Daily
Entry: 5 and 8 EMA cross (attached indicator is all you need)
Exit: End of next day
So here is how it works. At 00 (midnight) GMT check the charts and see if the EMAs have crossed. If so, enter a market order in the direction of the cross. No stop losses, no take profits.
The next day at 00 (midnight) GMT close the order.
I told you it was extremely simple. Here are back test results from January 2007 until the present (2-11-09).
GBP/JPY 2301 Pips (Gross)
-470 pips for spread (10 pips spread)
1831 Pips net
GBP/USD 839 Pips (Gross)
-48 pips for spread (5 pips spread)
791 Pips net
AUD/JPY 1606 Pips (Gross)
-520 pips for spread (10 pips spread)
1086 Pips net
GBP/CHF 1487 Pips (Gross)
-530 pips for spread (10 pips spread)
957 Pips net
USD/CHF 813 Pips (Gross)
-216 pips for spread (4 pips spread)
597 Pips net
EUR/GBP 1199 Pips (Gross)
-159 pips for spread (3 pips spread)
1040 Pips net
EUR/USD 2098 Pips (Gross) I used 3/8 EMA crossover instead of 5/8
-106 pips for spread (2 pips spread)
1992 Pips net
I have not had time to test other pairs. I believe that changing from 5/8 EMA cross to 3/8 would benefit USD/CHF and possibly GBP/USD as well but have not had time to test.
So again, the purpose of this thread is for anyone to help backtest this method on other pairs, using only the EMA cross indicator for entry, and closing at the end of the 24 hour period.
Looking forward to hearing from you as able.
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