1 (edited by primax2004 2012-03-31 21:47:50)

Topic: 15 MIN Strategy

Here is my strategy, if you test it  in FSB shows very good results, but in real time trading results in FST differes from FSB results. Any idea to make it work in real time? The strategy works in any forex currency pairs and in any TF...



Market: GBPUSD 15 Minutes
Spread in pips: 20,00
Swap Long in pips: 2,00
Swap Short in pips: -2,00
Commission per lot at opening and closing in pips: 0,00
Slippage in pips: 0

Maximum open lots: 1,00
Entry lots: 0,20
Adding lots: 0,10
Reducing lots: 0,10

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 5689
Balance: 6313 pips (6612,80 USD)
Minimum account: -83 pips (216,80 USD)
Maximum drawdown: 85 pips (85,40 USD)
Time in position: 74 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - None
     Permanent Take Profit - 600
     Break Even - None

[Opening Point of the Position]
     Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
     Moving Averages Crossover
     [ A ]   The Fast MA crosses the Slow MA upward
     Base price  -  Open
     Fast MA method  -  Simple
     Slow MA method  -  Simple
     Fast MA period  -  16
     Slow MA period  -  16
     Fast MA shift  -  0
     Slow MA shift  -  1
     Use previous bar value  -  No

[Opening Logic Condition]
     Entry Time
     [All]   Enter the market between the specified hours
     From hour (incl.)  -  1
     From min (incl.)  -  0
     Until hour (excl.)  -  1
     Until min( excl.)  -  0

[Closing Point of the Position]
     Bar Closing
     Exit the market at the end of the bar
     Base price  -  Close

[Closing Logic Condition]
     Keltner Channel
     [ b ]   The bar closes above the Upper Band
     Smoothing method  -  Exponential
     Base price  -  Close
     MA period  -  18
     ATR period  -  8
     ATR multiplier  -  5
     Use previous bar value  -  No

[Closing Logic Condition]
     Fishy Turbo (HTF v4)
     [ c ]   The Fishy Turbo changes its direction downward
     Smoothing method  -  Smoothed
     Base price  -  Close
     Higher Time Frame Reference  -  4 Hours
     Smoothing period  -  1
     Level  -  -0,05
     Oscillating Period  -  1
     Use previous bar value  -  No




http://s13.postimage.org/b0zi9nz5f/GBP15_MIN.jpg

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Re: 15 MIN Strategy

I see you have nearly 2 years of experience with FSB, you probably should know that HTF indis are not working correctly, it has been widely discussed and emphasized for quite some time now...

If something looks too good to be true, then in most likelihood it is. And that's no different in your case, remove HTF indicator and you have reliable backtest.

Re: 15 MIN Strategy

You have "Enter at Bar Opening", then the Moving Averages Crossover does not Use Previous Bar. You must check Use Previous Bar with "Enter at Bar Opening". If not, FSB gets the signal, then opens at the opening of the bar, which is impossible because that would be going back in time.

Re: 15 MIN Strategy

krog wrote:

You have "Enter at Bar Opening", then the Moving Averages Crossover does not Use Previous Bar. You must check Use Previous Bar with "Enter at Bar Opening". If not, FSB gets the signal, then opens at the opening of the bar, which is impossible because that would be going back in time.

Base price is Open, therefore it should be fine, Open price is known every step of the way, so no need to use previous bar value, it only introduces 1 bar lag if used.

Re: 15 MIN Strategy

footon wrote:

I see you have nearly 2 years of experience with FSB, you probably should know that HTF indis are not working correctly, it has been widely discussed and emphasized for quite some time now...

If something looks too good to be true, then in most likelihood it is. And that's no different in your case, remove HTF indicator and you have reliable backtest.

HTF indicators do not work
Always when you see equity curve like this - coming straight up...

Re: 15 MIN Strategy

Always when you see equity curve like this - coming straight up...

It seams we have to make a red traffic lights for such balance line.

It may means overoptimization or false backtest.

Once we made the custom statistics, we can implement also some warnings.