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不同时区的回测结果 (Backtesting results with different timez)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:ONAGER
发布日期:First Post: Oct 9, 2006 2:58am
Hi everyone. Try to work with me on this please.

I did a manual backtest on the month of september ( yes I did draw every trendline and followed every trade ). In the backtesting I used the stoploss rules meaning when every trade had reached 40 pip profit, the SL was moved to +10 and I closed the trade when an opposite trade was signaled. The only thing I changed is that when a trade signal was initiated in the direction of a running trade, I continued the original trade for the original profit and opened another trade ( this only happened once or twice so I don't think that's make a huge difference ). Spreads were considered as 5 pip spread ( I guess that's the widest I've seen ), considered news spikes and the backtesting was only on GBP. P.S: I didn't close the trades in weekends ( it was very difficult ).

The first backtesting was on a broker with GMT timezone: There were 18 trades ( 11 profitable and 7 loosers ) with the net profit of 866 pips. The largest loss was -39 pips. The larget profit was 192 pips. There were also 3 losses in a row.

The second backtesting was on a broker with GMT+3 timezone: There were 15 trades ( 13 profitable and 2 loosers ) with the net profit of 1395 pips. The largest loss was -65 pips. The largest profit was 195 pips.
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