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每周枢轴系统 (Weekly Pivot System)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:Xaron
发布日期:First Post: Aug 23, 2007 8:19pm | Edited Sep 17, 2007 2:34am
Hi all,

I want to start share my system.

Note:

1. It's a weekly system so it's rather boring.
2. It's not a way to get rich quickly.
3. I have my own website with a small forum. The reason: I want to keep the discussion at a central location (as there might be different locations where I post this system), but of course you are free to discuss it here.

The rules are on my website as well as the results from 2004 up to now. It would be nice if you register in my forum there (it's all free, no costs etc.) and check if I have made any mistake in my backtests.

The rules in short:
- compute the weekly pivot
- take the R1 as long trigger
- take the S1 as short trigger
- use 0,3-5,0% as take profit
- pairs: AUD/JPY, AUD/USD, EUR/USD, GBP/JPY, NZD/USD

Performance from january 2004 until july 2007:
Performance: +13,176 Pips
Max Drawdown: -1,721 Pips
Trades total: 543
Winners: 302
Losers: 241
Average win: +164 Pips
Average loss: -123 Pips

Regards - Xaron

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