SircrisVSFX201412

The strategy is based on identifying overbought and/or oversold moments for the market entry. To do this, momentum indicators like RSI and ADX are used. At the same time, it is verified that the market in the long and medium term has a compatible trend with the entry type (BUY/SELL), for this purpose different moving averages are used with varying timeframes (1 hour, 4 hours & daily). The strategy is multi-instrument, this version is using the EUR/JPY & EUR/USD pairs, but future version could use more & different pairs. The strategy uses money management to determine the trade volume, but allows the entry of a fixed volume thus disabling money management. The strategy is selective in terms of the time to trade. Finally, the strategy also uses a martingale to try to recover from a loss. The StopLoss:TakeProfit ratio is 18:1. The strategy was designed exclusively for the Dukascopy Strategy Contest in December 2014, so will not work correctly in a different period. Remember that the use of a copied strategy violates the (4.d) section of the official contest rules (RCR).
Versão: Date: Estado: Descrição:
1 02.12.2014 Not running SircrisVSFX201412  Download
foxybaby avatar
foxybaby 28 Dez

excellent. backtesting 2014 month by month. really cool, thanks

foxybaby avatar
foxybaby 30 Dez

hm, sircris.  bad luck? what happend?

sircris avatar
sircris 31 Dez

Hello foxbaby. Open the Historical Tester & test this strategy from 2014.12.01 to 2015.01.01 with EUR/USD & EUR/JPY pairs and 100000 of start balance. You will see a final balance of 265.408 USD with 40 winning trades & NO losses. Why?

sircris avatar
sircris 31 Dez

Because "strange" technical errors happened in Dukascopy Strategy contest. First, the Visual Forex compiler: I could not upload my strategy on the first day of the month (I just was able on day 2, and only because I discovered an incredible "error" in the calculation expression blocks, them did not accept the sum????), this "strange error" made that several operations were lost. As if this were not enough, as happened throughout the year, In the weekend of the 14th the strategy stopped and I had to restart it "manually" on the 16th, losing others many operations.

sircris avatar
sircris 31 Dez

It was thus that the strategy should take more risks than normal at the end of the month and the end result has nothing to do with the "real" and "fair" results that anyone can verify testing this strategy in the Historical Tester. You can win or lose, but transparent and fair manner, not like this.

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