Easy Bounce 系统自动交易和手动 (Easy Bounce System autotrade and manual)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:telecaster
发布日期:First Post: Mar 14, 2012 8:33pm | Edited 8:44pm
原帖作者:telecaster
发布日期:First Post: Mar 14, 2012 8:33pm | Edited 8:44pm
Hi All,
Initially this system started here:-
http://www.forexfactory.com/showthread.php?t=345586
however I decided to try to automate it and use backtesting to optimise it and ended up with a substantially different system so I decided to create this thread. I will provide details on how to trade it manually and automatically.
So far I’ve only developed it for the EURUSD on the 15Min chart
Trade Entry during the hours of 8,9,10 or 13->17 GMT
Trade only towards a 200 EMA
Trade long when the TDI indicator (see below) green line is above the yellow line and the red line and the red line is above 50 and visa versa for short positions
Trade when the CCI with a period of 8 exceeds 30
Initiate a 30 pip trailing stop when in profit
Profit Target 40, Stop Loss 40-80 depending on how aggressive you are. Back testing Stop Loss of 40 resulted in a profit factor of 1.7 where a Stop Loss of 80 results in a profit factor of about 2. You can adjust the CCI minimum setting to suit how often you want to trade. The suggested settings above are conservative and don’t offer a trade opportunity every day. A CCI minimum of 0 will result in more trades however the profit factor drops to about 1.75 from about 2 when set to 30. All back testing results are from 1/1/2011 until today and should only be considered as indicative. The market has a habit of changing and you need to be on top of these changes by doing ongoing testing of your strategy.
For autotading I put these settings into FX-Scanner both the FREE version and the Pro version (fx-scanner.com). Back testing results attached starting with $10000 trading 0.1 lots. The top one uses the FREE version of FX-Scanner and the bottom the Pro version. The configuration of the FREE is slightly different due to limitations of the free version. I use a MACD instead of the CCI which does not work quite as well.
Initially this system started here:-
http://www.forexfactory.com/showthread.php?t=345586
however I decided to try to automate it and use backtesting to optimise it and ended up with a substantially different system so I decided to create this thread. I will provide details on how to trade it manually and automatically.
So far I’ve only developed it for the EURUSD on the 15Min chart
Trade Entry during the hours of 8,9,10 or 13->17 GMT
Trade only towards a 200 EMA
Trade long when the TDI indicator (see below) green line is above the yellow line and the red line and the red line is above 50 and visa versa for short positions
Trade when the CCI with a period of 8 exceeds 30
Initiate a 30 pip trailing stop when in profit
Profit Target 40, Stop Loss 40-80 depending on how aggressive you are. Back testing Stop Loss of 40 resulted in a profit factor of 1.7 where a Stop Loss of 80 results in a profit factor of about 2. You can adjust the CCI minimum setting to suit how often you want to trade. The suggested settings above are conservative and don’t offer a trade opportunity every day. A CCI minimum of 0 will result in more trades however the profit factor drops to about 1.75 from about 2 when set to 30. All back testing results are from 1/1/2011 until today and should only be considered as indicative. The market has a habit of changing and you need to be on top of these changes by doing ongoing testing of your strategy.
For autotading I put these settings into FX-Scanner both the FREE version and the Pro version (fx-scanner.com). Back testing results attached starting with $10000 trading 0.1 lots. The top one uses the FREE version of FX-Scanner and the bottom the Pro version. The configuration of the FREE is slightly different due to limitations of the free version. I use a MACD instead of the CCI which does not work quite as well.
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