RedRhinoBot - Tick Data - onTick - 2010 -2013 (由 forex_trader_149646)
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RedRhinoBot - Tick Data - onTick - 2010 -2013討論
Sep 17, 2013 at 05:38
1,140流覽
2 Replies
forex_trader_149646
會員從Sep 09, 2013開始
471帖子
Nov 26, 2013 at 09:07
50% annual gain with max dd of 24% is respectable but can be improved.
forex_trader_149646
會員從Sep 09, 2013開始
471帖子
Nov 26, 2013 at 09:10
in 2007 max DD is less than 7% with 35% annual gain that traded on Medium Risk - https://www.myfxbook.com/strategies/redrhinobot-tick-data-onbar-2007/47952
forex_trader_149646
會員從Sep 09, 2013開始
471帖子
Nov 26, 2013 at 09:13
2007 - 2009 Data ( almost Complete 3 years of data from TickStory source Dukascopy) converted to OHLC bar for OpenBar Backtest resulted in
87% ( 29% annually) with 15% max DD - https://www.myfxbook.com/strategies/redrhinobot-tick-data-onbar-2008/47954
87% ( 29% annually) with 15% max DD - https://www.myfxbook.com/strategies/redrhinobot-tick-data-onbar-2008/47954
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