Hi ClaudeThank you for taking the time to do the test. After a quick glance I noticed an interesting point to me. 1. For 1 yr 20:00 -> 21760 - 101 trades 14:00 -> 23660 - 099 trades For 2yr 20:00 -> 44780 - 205 trades 14:00 -> 31070 - 203 trades For ...

'Vegas Wealth Builder Part II'

Hello ClaudeThanks for publishing the results of your testing. Could you run the tests again for 1yr, 2yr, 3yr etc. If it is consistently more profitable around the 20:00 start then it would make the results meaningful. Best regards Alan

'Vegas Wealth Builder Part II'

Hi,I've read lots of post of Metatrader having inaccurate backtest results. I use Amibroker, $149 Standard version down to 1min periodicity. $229 Pro version for tick data. Backtesting is accurate and very fast.Decent support. Great user community ...

good backtesting software

Hi Dial Thanks. I just started to copy and paste Vegas's latest posts into a document but hadn't got round to starting from the beginning Best regards Alan

Vegas Wealth Builder - Part I

Hi Vegas, First, thank you for posting the details of your strategy Second, a few small details I'd like cleared up Your instructions say to use 24 EMA and 28 EMA. The fib levels are calculated from the 28 EMA, but I haven't been able ...

Vegas Wealth Builder - Part I

Hi,MT can backtest but I've read many posts saying that it is not accurate. Best regards Alan

Another simple breakout system

Hi You can buy daily data going back to 1970s from here http://disktrading.is99.com/disktrading/ Best regards Alan

Average daily range

Hi Bemac When I match the difference in weekly close, they are usually within about 20 pips of each other. Just looking at the EMA21-EMA5 differences, it 'appears' that HeavyJ figures is running 1 week ahead. HeavyJ, Firehorse 2005.12.05-296, week ...

Vwb Chapter 3 Study

More feedback and results — Hi HeavyJ After looking at your spreadsheet a few more times, it's finally dawned on me that you're using 5 EMA Close and not 5 EMA (H+L)/2 as per the original 4 hr tunnel which makes the EMA more sensitive to the ...

Vwb Chapter 3 Study

Hi HeavyJThank you for posting your spreadsheet. I've been trying to duplicate your results and this is what I've found. 1. There is a data gap between 2004.12.27 and 2005.02.21 2. The original 4 hr tunnel uses the 5 SMA (Simple Moving Average) and ...

Vwb Chapter 3 Study

HiA masterpiece! You've done a fantastic job of integrating the 4hr and daily. It's only going to take me a week to backtrack through the trades you've marked out So don't skimp on any future examples! Best regards Alan

Vwb Chapter 3 Study

Hi HeavyJ Awesome! We've just got ourselves a new bag Keep us posted with your research You do some fantastic charts Thanks Alan

Vwb Chapter 3 Study

Hello Claude, Thanks, it's the first time I've seen a Tradestation report! My mistake, I assumed you included Demark trendlines and candle formations as you mentioned them here "I did modify the system so that I can recognize certain candle ...

Tunnel Vision. Independent Signals & Positioning Recommendations.

Hello Claude Thanks for answering the questions. I must admit, I don't much look at the profit factor I'm initially more interested in the % drawdown. If you have a 'reliable' small % drawdown then you can just ramp up the trade size to a ...

Tunnel Vision. Independent Signals & Positioning Recommendations.

Hi S Power My reply is here Basically for the 5 trades you calculated, I was actually able to calculate a higher pip return "218pips versus your 136" From my calculations, I had a secondary trade where you took it as a primary. Also one of your ...

Lost in the Tunnel...

Hi Claude,No need to feel bad. I've been there myself more times than I care to remember I won't be able to get started on programming this until Monday for a comparison. Do you know what the difference is between applying the time filter as ...

Tunnel Vision. Independent Signals & Positioning Recommendations.

Hi Claude Thanks for the spreadsheet. Looks like I will have to investigate the one hour system in more depth. I thought the 4hr was supposed to be better than the 1hr but I couldn't get any 'mechanical' testing to duplicate the estimated results in ...

Tunnel Vision. Independent Signals & Positioning Recommendations.

HiI haven't had time to test the 1hr tunnel. Can you tell more about how you tested it, like data source, periodicity, how far back in data did you go, which platform you are using. And if possible, do you have a spreadsheet of the trades it ...

Tunnel Vision. Independent Signals & Positioning Recommendations.

Hi S Power, Apologies for the delay in answering but I've finally cleared my other stuff! Your trade 4/1/04-16/1/04 was a secondary trade so only would have made half the 59pips on a standard trade size taking to it 30pips My backtested trades for ...

Lost in the Tunnel...

Hi,Fantastic Best regards Alan

Vegas Wealth Builder - Part I