Forexiation - diary of a Perth forex trader
Saturday, August 18, 2012
50% ATR backtest on GBPJPY
Good results from the GBPJPY backtest. Expectancy was 28.5% after spread. Sample size was 171 trades.
The next step is to collate the results from all five currency pairs I've tested, eliminate duplicated trades and create a composite equity curve.
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