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Quote:
Are you using it for the filter also? |
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backtest for eurusd
i backtested the brain trading system according to my former post for eur/usd
here is the results you can see from begining here BrainSystem: Trading System Development and Trades the pictures are attached Last edited by kamyar; 01-14-2006 at 03:25 PM. |
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as you can see in the pictures and the tabel of result
with BT confirmation and Stochastin all the givven signals can be achived. but with M15 confirmation we lost the #10 by the way as a result i can say with bt and stochastic the profit is +231 with m15 confirmation the profit is +141 as you can see i backtested it from 2006.01.06 to 2006.01.13 see the table |
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Of course if we are using M15 confirmation we will miss some trades. But according to my opinion M15 confirmation is more safe. Because problem with BrainTrading system is the following: this system is working well during the good correlation between the market condition and Braintrading indicators. That is why the standard classical indicators are not working sometimes with this system. You said that you are using Stochastic for enter as well. May you attach the image how you are using it for enter. I understand how to use it for exit. But for enter ... |
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I just found the way to filter the signals during the difficult market condition: the maket itself can be a filter (M15 timeframe). Of course we will miss some good trades. But it is more safe. You estimated some rules which may work also. For the people who agree with some losses to have more profit. Thus we may have 3 versions how to use this system: mine, yours and Kubera estimated something for H4 timeframe. Your rules are ok. If you finish with evaluation please describe it here because we have my rules and rules from Kubera. It may be your rules as well. Just give the link to some your posts for example here. |
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