Simbasystem-gbpusd - page 52

[SIMBA]

Test Results 90% Quality Data 5m Tf

Hi All,

Test results of Simbasystem5m and several alternative filters...

PERIOD:From 16/June/2004 to 23/February/2007 on 5M tf

Comments: 1-TP and SL set at 1000 pips intentionally A- to check the viability of the system basic parameters ie:trend filter and entry by wpr B-to estimate the max profit,avg profit,max loss,avg loss

2-ALL alternatives have been tested under the same parameters as the basic system in order to be able to determine ,if any,the best alternative filter

3-ALL alternatives,including the basic system, have been tested with the 10/50 Chandelier rule estimated by Malcik in his preliminary tests

Conclusions:1-The only profitable system is the simbasystem,as originally devised,with SATL 4H filtering

2-All other tested alternatives JMA 13,JMA 13 PHASE 100,JMA 25,JMA 35,JMA 45,HMA 45,HMA 50...ARE UNPROFITABLE,and destroy the account value

3-The profitable system has low level of profitable trades,basically the ratio of max win,vs max loss is what creates the profitability in the system

4-Although the account duplicated in value,the profit factor is only 1.21,so,the system is difficult to trade(to earn 21k you must earn121k and lose 100k)

5-VERY IMPORTANT CONCLUSION:WHEN YOU LOOK AT THE ATTACHMENT WITH THE TEST REPORTS YOU WILL SEE,THAT THERE IS A PERIOD FROM 18/JAN/05 TO 09/DEC/05 where all other alternatives destroy the account AND simbasystem loses around 80% of it followed by a period 12/DEC/05(MONDAY) TO 23/FEB/07 where this only surviving system does exceptionally well from 3k approx to 20k..so,I decided to do an alternative test exclusively on this second period,to be fair to the other alternatives AND SEE IF SATL filtering was still the best choice..this second testing you will find in my next post ..for the moment,please check the attached reports

If somebody,please can check,with the same 90% data quality,for the full period tested,the validity of the results,please be so kind to do so

THE REPORTS YOU WILL FIND ATTACHED ARE:

SIMBASYSTEM5M:SATL 4H filtering on 5M tf

5MJMAPH0: 4H JMA13PERIODS,PHASE 0 filtering on 5M tf

JMA5M100PH:4H JMA13PERIODS PHASE100 filtering on 5M tf

JMA35PH0&JMA45PH0:4H JMA35/45 PERIODS PHASE 0 filtering on 5M tf

HMA50:4H HMA 50 PERIODS filtering on 5M tf

Simba

[heaven2002]

hi,all

today's signal buy.i long @1.9627 and +0 out. just feel cable will go south.

[SIMBA]

heaven 2002

heaven2002:
hi,all today's signal buy.i long @1.9627 and +0 out. just feel cable will go south.

Hi heaven 2002,

Today is a no news day,so ranges,stop hunting and boredom are the flavour of the day..I didn`t do cable today but sold the usdchf this morning and exited with +16 pips at the second(or was it the third ) rebound in

support 1

These days is better to go play golf/tennis or just enjoy your "extended" week end..which i am going to do now..until tomorrow Frankfurt opening,which looks to be set for some kind of fast action..boredom affects everybody,so tomorrow will be "boredom recovery " day..take care,Frankfurt and London opening combination will look like the opening scenes of "Gladiator", you won`t know what has hapened but there will be a lot of blood..so,sharpen your sword,my friend

Thanks for posting

Simba

[heaven2002]

nice day

hi all,

today's signal , long cable after signal appears 1hour , cause i fond usd/chf will go south quickly , then long@1.9600 gbp/usd. nice position.

thanks Simba supply so nice indicator!

[avi]

wow !!! right on the money , the system don't generate much trades , but when we got a signal the ratio is in your favor.

thanks simba.

[SIMBA]

4 Signals To Enjoy

Hi All,

Please take a look at the attached pics for EURJPY,USDJPY,GBPJPY,USDCHF..

The system rules kept you on the safe side and ,as of now,if you took any of the signals,they made you a lot of pips...if you took all,you could have made more than 700 pips..but this is unreal since 3 of the signals are JPY correlated and 2 are USD correlated,so,your positions should have been smaller..too much correlation..means indigestion

By the way,cable is in a no signal mode,the only valid signal ,today,was this early european morning,and could have netted you either +20 or -20 pips depending on your tp rules..from then until now,theoretically,cable is in a satl up/chand down mode..and this means no trade(theoretically means use your discretion...check the chand satl joint evolution..specially at 1600CET with the news,one of them can be broken,so new uptrend resumption,or downtrend confirmation::?,though better to avoid random risk and wait after the news)..fortunately there are other pairs to trade ..specially GBPJPY is starting to impress me..this is a pair i seldom trade(like GBPCHF) due to the high spread..but will start taking a major look at it..

By the way ..anybody has checked my tests?Anybody can replicate/disprove them..this is important,believe me..if somebody has done so,please post your results and comments

Regards

Simba

[pilofe]

Money management

Simba,

I know that you use other analyses (cycles etc) to effect your trades and does not follow the system blindly (I am studying for this also).

Can you say how use MM in your real trades and your strategies for TP (works more than with a lot? How many?)

In case that you does not desire to answer, I will understand.

Thanks...

Angelo

[SIMBA]

Pilofe

pilofe:
Simba,

I know that you use other analyses (cycles etc) to effect your trades and does not follow the system blindly (I am studying for this also).

Can you say how use MM in your real trades and your strategies for TP (works more than with a lot? How many?)

In case that you does not desire to answer, I will understand.

Thanks...

Angelo

Hi Pilofe,

Yes,i use cycle analysis and thus don`t follow blindly my own system since I try to optimize on it,though most of the time I end up having the same results..

What I always do is never going against the system,so,if in a downtrend i look either for system sell opportunities or for cyclic selling opportunities

MM no problem,i use a leverage from 5 to 1 to 10 to 1 of my account,and my stop is always the chandelier stops based on volatility AT THE 1H BAR CLOSE,my experience tells me that this is equivalent to running a 30/35 pips stop in level of risk..ON AVERAGE

LOTS i use several lots,and i try to scale into positions in 2 legs maximum,usually but not always

EXAMPLE:Suppose you have 100k EUR in account andwant to sell EURJPY yesterday as per simbasystem signal..so 5 or 10 to 1 leverage means you are going to sell 500k or 1mm EUR ,lets presume 1mm..equivalent to 10 lots,and you split it into 2 legs,so you sell 5 lots at the first signal(check the pics of my previous post)signal and look to sell 5 more at the second signal..then you are set and the Chandelier stops manage your trade

TP:I use several strategies too discretional for my taste,my research tells me that it is better to go for a ride,when i finish it i will post

Hope it helped

Simba

[SIMBA]

3 More Signals

Hi All,

We have had 3 more signals in the 5m tf

1-EURJPY :Sold at 156.85..actually closed at 156.36 ....+49 pips counting the spread

2-USDJPY: Sold at 118.65..actually closed at 118.45...+20 pips counting the spread

3-USDCHF:Sold at 121.90..stopped out at 122.12 counting the spread..-22 pips

Total in pips:+47

Please attached pics

Simba

[heaven2002]

hi all,

today cable signal.sell @1.9635