The only thing I manage to do is add more time and trouble, with no discernible improvement. No, I'm talking about the fact that I take something that's perfectly good just as it is, like my mother's four-ingredient pot roast, and throw all sorts of extra things into the pot because I'm somehow convinced that it'll come out better. especially not when perfectly delicious burgers can also be achieved using a cheap hibachi and a pile of white-hot charcoal.)
(Seriously, even the best burger on earth can't possibly be worth that much hassle.
My burger recipe will never involve a combination of an immersion circulator, liquid nitrogen and a deep fryer. Not optimum stats for a trading edge.I have a habit of overcomplicating things sometimes. So a small positive expectancy, but biggest and average losers both greater than biggest and average winners. Total Test Stats for 15min zz signals allowed to run to stop or tp with no trade management: There are no hard and fast rules for this and we will each be different. If this test is anything to go by then human intervention/discretion re whether you trade a 15min signal, how you manage the trade if you do, and where you exit are important and it is this that seems to give the profit. The 15min signals that were with the 1hr/4hr direction succeeded just over twice as often as those that were against them.ĥ. It didn't seem to matter whether divergence was present at the swing point (ie under the 15min zz signal/ multiigzag indy green buy 1 or red sell 2symbol,) although as cautioned above this was a smaller sample.Ĥ. What is optimum though for this potential edge though, I do not know.ģ. Re: trade management, are you really going to let a trade that is +20 ahead run to a stopout for a loss? ( 07 above are good examples of this.) No of course not, so some trade management would be advisable. It is unclear whether an edge exists just trading the 15min signals with no trade management and just letting them run to stop or tp, I suspect not given a bigger test sample over a longer duration.Ģ. I added a further +14 pips on the 1min and 5min signals.ġ. My total on these 15min signals was +58pips.
So 9 x 15min signals available in this shorter trading session, and if held for stop or tp with no trade management so far (with one still open and +24 ahead max as I type this,) the total would be -70. It then went on to set up as belowĠ822 gbpusd sell 2536, stop 2566, tp 2506, result = still open re 1:1 target (+6 taken) +24 max at time of writingĠ826 gbpaud buy 76523, stop 7623, tp 7683, result = 1:1 tp achieved +30 (+20 taken)Ġ840 gbpnzd buy 9313, stop 9270, tp 9356, result = 1:1 tp achieved, +47, (+15 taken) NB: I used the above 3 signals as a proxy leading indicator and although it hadn't given the 15min signal, I shorted gbpusd and took -15. NB: gbpaud and gbpcad set up at same time with similar 15min sell signals, both went on to not achieve the 1:1 tp and got stopped -30 each. NB: Euraud set-up at same time as 0742 eurnzd but was effectively the same trade as irt so didn't take it, it too saw a good score before reversing and taking the stop, so result = 1:1 tp not achieved -22.Ġ816 gbpnzd, sell 9266, stop 9303, tp 9229, result = 1:1 not achieved -30 (not traded) they again added to my pip total but would need a separate representative sample (s) to see if an edge truly existed with these.Ġ742 eurnzd, sell 6642, stop 6412, tp 6472, result = 1:1 target not achieved -30, (I took +17)Ġ745 gbpusd buy 2544, stop 2525, tp 2563, result = 1:1 target no achieved, - 19, (I took +10)Ġ745 chfjpy buy 3196, stop 3183, tp 3210, result = 1:1 tp achieved +14, (I took +5) (although I took some 1min and 5min zz signals I will leave them out as it is primarily the 15min zz signals that this test period concerned. Although I don't think the trade sample size or duration of trading is representative it is indicative and this morning's trades confirmed that to me, particularly given the other comments/experiences shared in this thread.įirst the trades this morning. I am satisfied that I now have enough information across the trades I have taken since the test began to at least give me an indication of the likely performance of this potential edge going forward. I am stopping my trading session today here after just 1.5hrs of the scheduled 4hrs, and indeed ending the test period only halfway through the scheduled 5 days. Day 3 (of 5) of forward test, trading 4hr session using 15min zz signal.
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