需要帮助回测指标 (Need help back testing an indicator)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:hello1234
发布日期:First Post: Mar 6, 2008 9:20pm | Edited 9:29pm
原帖作者:hello1234
发布日期:First Post: Mar 6, 2008 9:20pm | Edited 9:29pm
Can some one help in back testing a single indicator
The indicator is Stoch with settings 39.3.3 close/close and exponential with fixed minimum is zero and fixed maximum is 100 and level 50 only
The stop loss should be 150 pips only
Back testing data is
whem main of stoch crosses 50 level up buy and when crosses 50 level down stop and reverse and when again crosses up 50 level stop and reverse
The time frame for any currency pair is 4 H
It is requested that max data may be back tested please
Please note that during back testing there would be signals when cross whould appaer giving a signal and whould reverse immediatetly afterwards. in that case the back testing should exit immediately on reverse instead of hitting the stop loss and only count for the loss till the time cross reversed in oppsite side instead of complete 150 loss
Trades may open and close after the signal appers and open of next candle
We will trade two lots on every signal
1 one lot double the stop loss target, if fails system exit
2. 2nd lot would be system exit in either way
The indicator is Stoch with settings 39.3.3 close/close and exponential with fixed minimum is zero and fixed maximum is 100 and level 50 only
The stop loss should be 150 pips only
Back testing data is
whem main of stoch crosses 50 level up buy and when crosses 50 level down stop and reverse and when again crosses up 50 level stop and reverse
The time frame for any currency pair is 4 H
It is requested that max data may be back tested please
Please note that during back testing there would be signals when cross whould appaer giving a signal and whould reverse immediatetly afterwards. in that case the back testing should exit immediately on reverse instead of hitting the stop loss and only count for the loss till the time cross reversed in oppsite side instead of complete 150 loss
Trades may open and close after the signal appers and open of next candle
We will trade two lots on every signal
1 one lot double the stop loss target, if fails system exit
2. 2nd lot would be system exit in either way
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