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Old 06-24-2006, 02:17 PM
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this is part from curency trader magazine from 03.2006.


Using look-back periods of 9 and 26 days, the Ichimoku line crossover and
moving average crossover were comparable in terms of the number of trades,
winning percentage, and overall profitability.
TABLE 2 — TENKAN-KIJUN CROSSOVER VS. MOVING AVERAGE
CROSSOVER: EURO (EC) FUTURES, 2-9-04 TO 2-9-06
Tenkan-Kijun All trades Long trades Short trades
Total net profit ($8,762.50) ($3,600.00) ($5,162.50)
Number of trades 21 11 10
Percent profitable 23.81% 18.18% 30.00%
Winning trades 5 2 3
Losing trades 15 9 6
Even trades 1 0 1
Moving average All trades Long trades Short trades
Total net profit ($6,987.50) ($2,625.00) ($4,362.50)
Number of trades 23 12 11
Percent profitable 34.78% 33.33% 36.36%
Winning trades 8 4 4
Losing trades 15 8 7
Even trades 0 0 0
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