个人粪龟系统 (Personnal Muck turtle system)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:aderbess
发布日期:First Post: Jun 28, 2007 4:42pm | Edited Jun 29, 2007 3:38pm
原帖作者:aderbess
发布日期:First Post: Jun 28, 2007 4:42pm | Edited Jun 29, 2007 3:38pm
Hi,
I wanted to release my trading system I've been testing for 2 years now.
I backtested it on Excel since 1990 and results are pretty good.
Here are the rules :
Buy at the highest high of the last 48 days.
Sell at the lowest low of the last 48 days.
Place a protective sell stop at the high from the last 24 days.
Place a protective buy stop at the low from the last 24 days.
NB: Don't take into account a signal when the last trade was a winning trade.
I tested it on EURUSD, GBPUSD but it should works on others currencies.
I will upload the system's backtest this evening.
Yours sincerely.
Alexandre.
I wanted to release my trading system I've been testing for 2 years now.
I backtested it on Excel since 1990 and results are pretty good.
Here are the rules :
Buy at the highest high of the last 48 days.
Sell at the lowest low of the last 48 days.
Place a protective sell stop at the high from the last 24 days.
Place a protective buy stop at the low from the last 24 days.
NB: Don't take into account a signal when the last trade was a winning trade.
I tested it on EURUSD, GBPUSD but it should works on others currencies.
I will upload the system's backtest this evening.
Yours sincerely.
Alexandre.
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