1 (edited by kozo 2007-11-10 17:18:06)

Topic: USD JPY 1h Bollinger + CCI - 5000 pips from 2006

Hi everybody.

I'm a newbie trader from Spain.
First of all thank you Popov for your software, it's great.

Here is my strategy, it seems good (good profit, low drawdown, don't seem over-optimized).
I will start trading soon with Oanda.

Please send your comments about this strategy.

Forex Strategy Builder v2.5.3.3
Strategy name: USDJPY1h-buena-sl-cci
Exported on: 10/11/2007 16:17:41

Market: USDJPY 1 Hour
Spread: 2 pips
Swap Number: 0 pip

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 3
Tested bars: 11357
Balance: 5189 pips
Minimum account: -5 pips
Maximum drawdown: 326 pips
Time in position: 87 %

A same direction signal - Does nothing
An opposite direction signal - Reverses the position

[Opening point of the position]
Bollinger Bands
     Enter long at the Up Band
     Smoothing method  -  Simple
     Base price  -  Close
     MA period  -  10
     Multiplier  -  4,66
     Use previous bar value  -  Yes

[Opening logic condition]
Previous High Low
     The position opens above the previous High
     Base price  -  High & Low

[Opening logic condition]
Commodity Channel Index
     The CCI is lower than the Level line
     Smoothing method  -  Simple
     Base price  -  Typical
     Smoothing period  -  12
     Level  -  109
     Multiplier  -  0,015
     Use previous bar value  -  Yes

[Closing point of the position]
Stop Limit
     Exit at Stop Loss or at Take Profit level
     Stop Loss  -  -140
     Take Profit  -  205

Re: USD JPY 1h Bollinger + CCI - 5000 pips from 2006

Bienvenido en el foro Kozo!

Wish you great profit!

Re: USD JPY 1h Bollinger + CCI - 5000 pips from 2006

Gracias Popov smile

Re: USD JPY 1h Bollinger + CCI - 5000 pips from 2006


Could you optimize for whatever as many years then walk-forward with 3-12 months and let us know the results?
In market button there is "horizon" button, select where to chop-off before optimizing, apply, then unlock horizon to see "walk-forward" results.

I posted suggestion to Popov that we have a feedback validation region as it seems we're all left up to the vices of the random results of the training/search process, recommend we all say "Ay!" to its urgency.