SYSTEM33 TEST 1 optimisation

 

 

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SYSTEM33 original version ( 06Divergence signal)

(Optimising PJstops, consider different stop! and max loss stop)

 

 

Commissions for FT-SE and DAX will be set to 3 points for ALL TESTING, 1 Contract only.

 

In most timeframes the MAXIMUM loss produced by the PJ stops averaged 120 up to 300 points which is not acceptable.

So the RA value was optimised for 0.5 up to 5 and a few sampled results added to the lower table.

It seem unfortunately that there is a high correlation between large draw downs and large profits! NOOOOOOO!

 

pjshortstop_ra 3
pjshortstop_acc 0.05
pjshortstop_artlen 8
pjlongstop=ra 3
pjlongstop_acc 0.05
pjlongstop_artlen 8
SYSTEM33divergence_trigger 1
Commissions 3
   

 

Optimisation 1

 

 06system33divergence (using divergences of the tradevolumeindex indicator) (DEMBUY)

 

TIMEFRAMES (minute) note, if maxdd was caused by bad data, then # will be used.

Equity curve will be rated like an exam, if drawdowns more than 700 = fail.

 

All P-L and DD factors defined in POINTS.

 

 

 

 

N. Interval Trades Profit Win-lose  Risk-R  Max DD  Ave win  Ave loss  Best win Worst loss Best RA Equitycurve
  Daily                      
                         
                         
                         
                         
                         
                         
                         
                         
                         
                       

 

 

 

 

 

 

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