1 Topic by Mickaelfx (edited by Popov 2012-06-08 10:23:13)

  • Registered: 2012-05-20
  • Posts: 37

Topic: My First M5 Strategy

Data are from FXCM from 10/2011 so I don't understand why I got a MQ 38 %.
Does everything look good according to you ?
49716 bars tested.
Max drawdawn 9.52%
time in position 38%

10000 became 35980.

I can share all details if interested! If I succed to post an image....

http://i.imgur.com/dkcEr.jpg

  • footon
  • footon
  • ◄≡≡≡►
  • Offline
  • Registered: 2009-08-17
  • Posts: 2,973

Re: My First M5 Strategy

Seems fine. About the data - are you sure you have all lower TF's, and their length is equal? If you let FSB check the data are there any errors?

As the number of ambig. bars is only 2, the MQ doesn't play a big role here, if someone has a different opinion, I'm all ears smile

  • Registered: 2012-05-20
  • Posts: 37

Re: My First M5 Strategy

Actually, there's again one thing I don't understand.
I've deleted all the default data into Forex builder folder and I've put the ones I've downloaded from their own server.
The thing is that when I launch my FSB, I got some errors like : could not count the data bars, error in the data files, and FSB cannot load a historical data file and is going to use integrated data...

FSB does not have others data than the one I've downloaded, and succeed to load my strategy. And when I ask to load another strategy on a 1h chart, it works perfectly without any errors.When I come back to my M5 strategy, it works again without any problems.

And yes, all the lower's TF (even the tick from 012012 until now but not sure that it's helpful as I don't know if FSB read this data)

So any idea, why there is so much strange messages when I launch FSB ??

Regarding the strategy by itself, I'm trying it for real since last week. Believe me, it makes me earn 20% last week and took me back 10% this week.
I'm still 10% in profit for 2 weeks, so not that bad and quite similar to the backtest !!


footon wrote:

Seems fine. About the data - are you sure you have all lower TF's, and their length is equal? If you let FSB check the data are there any errors?

As the number of ambig. bars is only 2, the MQ doesn't play a big role here, if someone has a different opinion, I'm all ears smile

  • Registered: 2012-05-20
  • Posts: 37

Re: My First M5 Strategy

Just an update now that I have the rights data to let you know that this strategy doesn't work.

  • From: Australia
  • Registered: 2011-07-01
  • Posts: 431

Re: My First M5 Strategy

Mickaelfx wrote:

Just an update now that I have the rights data to let you know that this strategy doesn't work.

Pity, that was a nice equity curve!

  • Registered: 2012-05-20
  • Posts: 37

Re: My First M5 Strategy

Actually, it only works since 2010.
A real disaster from 2000 to 2010.
Let's work on another one..

  • From: Australia
  • Registered: 2011-07-01
  • Posts: 431

Re: My First M5 Strategy

Mickaelfx wrote:

Actually, it only works since 2010.
A real disaster from 2000 to 2010.
Let's work on another one..

In which case it may be worth a further look. Markets have changed significantly over the last 10 years. Liquidity has increased and the volume has sky rocketed. Much of the data prior to 2005 is guesswork.