I'm currently backtesting a mechanical system based on pinbars, but with my own modifications. Profit factor is hovering between 1.15 and 1.3 at the moment. I've only gathered 400 trades from four pairs so far (GBPUSD, EURUSD, AUDUSD, USDCHF) between 2001 and 2012. The goal is to gather 1,000 samples. What's making this system real juicy is the frequency of trades. If I trade the top 8 liquid pairs, the results suggest a frequency of 6-8 trades per week.
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