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GBP
注册时间2002-11-26
转载一个很有趣的交易策略
楼主发表于:2005-07-07 08:38只看该作者倒序浏览
1楼 电梯直达
电梯直达
ok chaps, lets try a trend following strategy... been doing some serious work evasion this morning guys, and found a slight improvement to the SIBKISS method over on moneytec. sod putting order levels in, this literally should only take 5 minutes per week, and if you can then switch the pooter off and collect your profits on a friday, then we could be in business. firstly here are the stats.. (no stops at the moment.. just wanted to share the idea first.) since jan 03 trading the GBP/USD fx cross. Points 6,064 Trades 89 Wins 52 Win% 58.4% Ave Win 266.63 Ave Loss -210.84 Profit Factor 1.78 Drawdown 798 pts per trade 68.13 a bit better than the standard sibkiss method which i think had about 45-50pts per trade over a similar period, and the equity curve was a bit on the spiky side. all in all, i think this a lot more robust than earlier methods. will attempt to fwd test it with fresh data. could someone please verify my results? the rules are..... take the price of cable at Midday GMT on a tuesday (my spreadsheet is 3 hours ahead, so 1400 is actually 11am. using the close of this bar gives midday) if the price at midday is greater than the price at 8am (1000 on my data) then go long, else go short. close positions out on the 2nd friday. eg 8 trading days later. looks to be a winner to me. and stops will doubtless improve the drawdown and profit stats, since for once we are trading with the trend.
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lazyshark
注册时间2005-09-03
发表于:2005-11-13 10:49只看该作者
2楼
??
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老正
注册时间2003-09-21
365热心助人奖
发表于:2005-11-14 01:15只看该作者
3楼
鹰语。。。。。。晕哦。。嘿嘿 谁懂鸟语 给翻译下哈
老正
注册时间2003-09-21
365热心助人奖
发表于:2005-11-14 01:26只看该作者
4楼
gbp老哥........好久不见了哈 去那里隐居了哈
lolokmt
注册时间2005-11-14
发表于:2005-11-19 16:16只看该作者
5楼
這個策略和丟銅板沒有兩樣!! 看看笑笑就好 可別照做

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