Happy midsummer everybody!
My take on Silver and ASX for first half of July:
And Bund and Corn, both with accumulation. Corn July -17 closes on June 29 and the new one hasn’t come up yet as far as I can tell.
wp01Participant
Master
Someone had a vacation i guess……:-)
Here my ASX.
Well, parental leave sort of 🙂
Much better drawdown on your ASX.
And Cacao and China H, also both with accumulation:
wp01Participant
Master
Nice, congrats.
Attached China and Nifty for July1.
You guys always post strategies that take say 25 trades in 20-35 years. What is the purpose of that? Of course it looks nice with 8X% winning trades and so on but this test are not statistically significant by any mean. I can hardly imagine that the results in real trading would be similar to your tests. Besides pretty boring with a strategy that only takes 1-2 trades per year.
Or maybe I’m all wrong and miss the point here. In this case I’d be thankful to be enlightened. 🙂
@Despair
The swing systems are designed to take a position according to seasonality.
Some years the conditions are not met and no position is taken.
You are more than welcome to contribute your experience and thoughts to help out.
Best regards, David
wp01Participant
Master
My OMX is a bit more conservative.
I’ve noticed David that i’m not really convinced that the line “once maxProfit …..” works well.
For example in your version you have two trades exceeds the 25.000 SEK, but according to the line “once maxProfit”
the maximum should be 25.000 SEK. Maybe when the signal is triggered it will be closed next day? But i think, since this example
has a 24 hours trading, it should be exact 25.000 SEK in my opinion.
wp01Participant
Master
IBEX 2EUR contract.
In PRT you’ll also find the 1 EURO contract. This one is not available in IG.
After contacting them they informed me that they will also not add it in IG in the future.
The smallest contract will 2 EURO for the IBEX.
wp01Participant
Master
HG Copper.
Your BT is five years longer.
@Patrick
Yes, I have also thought about that. Maxprofit is exceeded in many different systems.
I have checked a few systems and it seems as it closes the day after the maxprofit is reached.
Regarding your Copper, I changed the spread to 30, but it is still very good 🙂