Quote:
Originally Posted by MrPip
Here are the backtest results.
I am sleepy so do not have time right now to explain the results. If you study the spreadsheet you will better understand what the different ideas used do to the profit line.
Zip file contains spreadsheet.
Robert
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Thans Robert, thats a hell of alot of work. After looking at your data I am incline to think the nonlagdot is the best filter and using the H/L+spread or user input for SL is the best option. Great profit factor and a relatively modest drawdown compared to the others.
Again, thanks for the hard work Mr. Pip