RevEngineDyno GBPUSD 2009 (由 forex_trader_165856)
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RevEngineDyno GBPUSD 2009讨论
forex_trader_149646
会员从Sep 09, 2013开始
471帖子
Feb 02, 2015 at 08:59
会员从Sep 09, 2013开始
471帖子
This is RevEngineDyno strategy backtest on 2009 data with walk forward test using setfile from 2006-2008 backtests.
No optimization were made through the entire 10 year backtest/walk forward test. The setfile was consistent through every simulation. Live Account can be followed here - https://www.myfxbook.com/members/RedRhinoLab/revenginedyno-gbpusd/1146755
2005 – 608% Gain
2006 – 294% Gain
2007 – 451% Gain
2008 – 514% Gain
2009 – 1136% Gain
2010 – 817% Gain
2011 – 494% Gain
2012 – 207% Gain
2013 – 208% Gain
2014 – 247% Gain
2015 – 35% Gain in January
January 2009 resulted in most of the losses and the high drawdown while also recovering from drawdown and achieved the highest annual gain through the 10 year backtest.
Since MT4 backtests have been classified as unstable, inaccurate, and unreliable I did a comparison with Open Bar, Control Points, and Ticks for 1 month in 2015.
Tick - https://www.myfxbook.com/strategies/revenginedyno-gbpusd-2015-t/76498
OpenBar - https://www.myfxbook.com/strategies/revenginedyno-gbpusd-2015-op/76497
Control Points - https://www.myfxbook.com/strategies/revenginedyno-gbpusd-2015-cp/76496
Tick and Control Points were accurate and comparable as expected while Openbar would lead to inaccurate results because of the OnTick Logic within RevEngineDyno.
Now backtesting with a source of tick data not associated with MT4 brokers will be the final comparison test with 2015 BT.
No optimization were made through the entire 10 year backtest/walk forward test. The setfile was consistent through every simulation. Live Account can be followed here - https://www.myfxbook.com/members/RedRhinoLab/revenginedyno-gbpusd/1146755
2005 – 608% Gain
2006 – 294% Gain
2007 – 451% Gain
2008 – 514% Gain
2009 – 1136% Gain
2010 – 817% Gain
2011 – 494% Gain
2012 – 207% Gain
2013 – 208% Gain
2014 – 247% Gain
2015 – 35% Gain in January
January 2009 resulted in most of the losses and the high drawdown while also recovering from drawdown and achieved the highest annual gain through the 10 year backtest.
Since MT4 backtests have been classified as unstable, inaccurate, and unreliable I did a comparison with Open Bar, Control Points, and Ticks for 1 month in 2015.
Tick - https://www.myfxbook.com/strategies/revenginedyno-gbpusd-2015-t/76498
OpenBar - https://www.myfxbook.com/strategies/revenginedyno-gbpusd-2015-op/76497
Control Points - https://www.myfxbook.com/strategies/revenginedyno-gbpusd-2015-cp/76496
Tick and Control Points were accurate and comparable as expected while Openbar would lead to inaccurate results because of the OnTick Logic within RevEngineDyno.
Now backtesting with a source of tick data not associated with MT4 brokers will be the final comparison test with 2015 BT.
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