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asasa replied Jun 27, 2009I'm sorry if sometimes I'm not clear... When I wrote that the stops are left unchanged, I meant that they are always calculated as the same fixed percentage of previous week range. Of course when the price range shrinks, the stop loss in terms of ...
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asasa replied Jun 26, 2009In my case, narrow ranges do not mean tighter stops. Simply, when I find narrow ranges, I increase the position size of the orders. The stops are left unchanged. Of course the risk for the current trade increases. How one defines narrow range is ...
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asasa replied Jun 26, 2009Here again with a stronger narrow-range filtering for drawdown reduction... Enter only on really narrow narrow-range setups. Less drawdown, then push on position sizing. Results: Profit Factor: 2.23 Profit Trades: 60.47% Maximal Drawdown: 25.63% Of ...
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asasa replied Jun 26, 2009I mean, it's a classic ORB strategy on a weekly time frame.
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asasa replied Jun 26, 2009Regarding FS, the roots can be found in Toby Crabel's book. At the moment I cannot help you with ONS strategy, since up to now I'm focusing on FS. As soon as I have implemented and tested all my concepts in the FS EA, I will write an EA for ONS and ...
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asasa replied Jun 25, 2009And here is the effect of the addition of the concept of Narrow Range Breakout... Pair: EUR/USD Simulation interval: September 1999 - June 2009 Starting Capital: 10000 Ending Capital: 244976.93 Profit Factor: 1.69 Maximal Drawdown: 18.34% Profit ...
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asasa replied Jun 25, 2009Hi all. It's nice to write in this forum. I have implemented a simple enhancement in my EA and things have improved. If we are in a condition of price range contraction, increase the position size of the orders. Logical mod, interesting improvement ...
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asasa replied Jun 24, 2009Back to the topic of this thread... Here are the results of my FirstSrike Expert Advisor on EUR/USD. I made some modifications to the original rules presented by JR. The simulation spans from 1999 to 2009. On every open position I risk 1% of the ...
First-Strike & One-Night-Stand users, show yourself and your mods, if you dare!!!