clocks156t174

I backtested FXCM's Ideas 100 Times

FX:EURCHF   Euro / İsviçre Frankı
I backtested @FXCM 's ideas 100 times with several strategies.
This research contains:
(1) If it is worthy to buy cheaper than @FXCM 's signal.
(2) If it is worthy to hunt @FXCM 's stop loss.
(3) If @FXCM 's signals take profit too quickly.
(4) If the price approaches @FXCM 's target, will it go back to buy entry?

There are 5 strategies in this test case.
(1) Original : follow @FXCM 's entry, stop loss and profit target.
If there are 2 profit targets in an idea, I treat it as 2 trades.
If there are no profit targets in an idea, I use 1:1 risk ratio.
(2) cheapo_q : shift down entry, stop loss and profit target by ( entry - stop loss ) * 0.25 .
(3) cheapo_h : shift down entry, stop loss and profit target by ( entry - stop loss ) * 0.5 .
(4) hunter : shift down entry, stop loss and profit target by ( entry - stop loss ) .
This strategy is for hunting @FXCM 's stop loss.
(5) reversal : entry of reversal = @FXCM 's target , target of reversal = @FXCM 's entry.
Stop loss of reversal : use 1:1 risk ratio.

Quantity per trade:
50 shares for xau
100000 shares for eur,gbp,aud,nzd,usd,cad,chf

result
Strategy Win-Lose Profit-Loss
Original 45-50 31366.57 - 19460.67 = 11905.9
cheapo_q 29-44 20080.97 - 16040.95 = 4040.02
cheapo_h 26-36 19006.84 - 12609.71 = 6397.13
hunter 16-27 8809.81 - 8759.51 = 50.3
reversal 25-20 15816.03 - 14381.96 = 1434.07

Observation
* Some signals were generated when breakout, so waiting for pullback may miss some opportunities.
* Advice : also consider basics and sentiments to avoid non-profitable trades.
* Hunting @FXCM 's stop loss is not profitable enough.
* @FXCM 's followers can consider higher profit target but need to protect difficult-to-get profit.
Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.