LUXOR tested on different bar compressions

1000Pip Climber Forex System

Artificial Intelligence Forex Trading Software

Get Instant Access

It is fascinating to check how a trading strategy changes on different timescales regarding its important system figures and equity lines. Let's do such a timescale analysis for the LUXOR trading system. As you remember LUXOR was developed on 30 minute data of the British pound/US dollar FOREX market. Let's have a look at the equity lines on different timescales (Figure 4.2). You see from these curves that our developed system logic gains steady profits on all the different timescales, starting from 5 minute up to 180 minute bar calculations.

Figure 4.2 Detailed equity curves from system tests on different timescales - from 5 minute up to 180 minute bar calculations. Trend-following system British pound/US dollar (FOREX), 30 minute bars, 21/10/2002-4/7/2008, with entry time window 9.30am-1.30pm GMT. SLOW=44, FAST=1. All three exits in place: 0.3% risk stop, 0.8 trailing stop and 1.9% profit target. Including $30 S+C per RT.

Figure 4.2 Detailed equity curves from system tests on different timescales - from 5 minute up to 180 minute bar calculations. Trend-following system British pound/US dollar (FOREX), 30 minute bars, 21/10/2002-4/7/2008, with entry time window 9.30am-1.30pm GMT. SLOW=44, FAST=1. All three exits in place: 0.3% risk stop, 0.8 trailing stop and 1.9% profit target. Including $30 S+C per RT.

Although the trading system makes profits on all the different timescales, the shapes of the equity curves with their drawdown phases appear a bit different.

Was this article helpful?

0 0
Insider Forex Secrets

Insider Forex Secrets

Insider Forex Secrets reveals million dollar banking secrets that will give you enormous power in the Forex currency exchange market reader discretion is advised. Are you tried of going to your regular day job everyday just knowing that your doing nothing more than just working to get by? I know how the 9 to 5 feels and we all know it sucks!

Get My Free Ebook


Post a comment