Cost Averaging System - page 37

 

attached are some more demo test results

Files:
cap_v3.htm  163 kb
cap_v4.htm  168 kb
 

Maji, Correct me if I'm wrong but the demo results posted are for a starting balance of $50,000 and it is running for just short of one month, the total profit is more than 5 %. Not small potatoes mind you but a little bit short of extraordinary. cheers

 

Goldensight,

The purpose of my posting was to point out people selling EAs that are mostly available for free. There is perhaps a couple of little twists there and voila... you have got a $200 magic system.

 

That's a very good point, it may save others from potentially spending money better spent or saved. cheers

Maji:
Goldensight, The purpose of my posting was to point out people selling EAs that are mostly available for free. There is perhaps a couple of little twists there and voila... you have got a $200 magic system.
 

Backtest request

Can someone please run few backtests for a different periods for the settings I attached to this post?

I have no experiences with backtesting with 90% modeling quality so I am asking you to do it.

I think I found good settings for a "Cost Averaging v4 Pyramid" EA, this week it made a very good forward test on my demo account. From monday till today it is +32%, on a demo $1000 account. It uses at most of 10-20% of margin at the same time.

Please run backtests for me just to make it sure if I am on a good way.

Do some backtest on a M30 for pairs USDCHF, USDJPY, EURUSD and GBPUSD and then let me know about the results.

Files:
pyramid.rar  1 kb
 

Here are a couple of backtests based on live data with open prices only. It's looking quite reasonable. I will try to get data going further back. I accidentally blew away my history of live data going back some months. Note the aim of my tests was to run it against the IBFX live feed history to get a better idea of live results.

 
tururo:
Here are a couple of backtests based on live data with open prices only. It's looking quite reasonable. I will try to get data going further back. I accidentally blew away my history of live data going back some months. Note the aim of my tests was to run it against the IBFX live feed history to get a better idea of live results.

the system needs to be stress tested. a good recent period for the majors would be from april 1, 2006 to july 1, 2006.

 

I have a live account that I will test it on only $1200. email to kurkafund@yahoo.com

 
BluePearl:
the system needs to be stress tested. a good recent period for the majors would be from april 1, 2006 to july 1, 2006.

Hi BluePear,

I have tested many systems, most of them are quite disappointed. I feel this system has very good potential. Personally, I like the cost average idea. I played stock for a few years, and also wanted to use the idea, but difficult to implement it in practice due to limit fund and cost. For FX, it is very doable. Once we have a good risk control, I believe this system must succeed.

More suggestions for stress test would be highyl appreciated.

Thanks!

Scott

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