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MoneyFlowContest (ver. 2) Not running

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If you are reading this, you are probably interested in this strategy. This is only part of a much larger more complex hedging strategy that I have stripped down to comply with contest rules. Besides losses, the commissions are massive unless you are hedging and merging positions. The strategy works by searching for extremities in the market then entering a trade through ECN brokers only. No take profit is used, just a stop loss and trail. Time period ranges from 20 seconds to 5 minutes. I will not make this public but I could consider allowing its use on Demos through JCloud. Pipx

損益チャート

選択した期間: 01.08.2015 - 31.08.2015

Full Stats

順位 (ポイント): 220 (52)
パフォーマンス, $ (ポイント): 80,84K$ (0)
Drawdown, % (ポイント): 25.41% (37)
Bonuses: 15
Average Profit Trade: 1,79K$
Average Loss Trade: -4168.31$
プロフィット・ファクター: 0,00K
取引数: 138
取引した取引金額: 569,03M$
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pipx 2015年08月04日

I keep asking for 5M with no slippage and I get 1M. Slippage is important after all :-) Good to know, I will fix this next month.

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pipx 2015年08月04日

In version 2, I had to implement a 20 pip TP that gets moved after the trail is triggered. I encountered errors monitoring active trades on tick. Makes me question the possibility of hyper scalping at 10 or 20 seconds.

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