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Old 19-09-2005, 19:21   #88
fxquest
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Thumbs up KS backtesting

Hi Akash,

Thanks for the clear post with your updated system

I programed an MT4 expert based on your rules. The expert had decent results but I found a few things that make the results significantly better (at least when back-testing):

1) A S\L of 20 is probably too tight (MT Optimization suggests 50).

2) Taking profit with a trailing stop of 10 (rather than a fixed 20 pips PT) improves the size of the winning trades.

3) I added an "MA filter" which is the minimum distance between the KS to the MA. Setting this at 6 pips helps in reducing whipsaws.

4) Also, if the limit entry order is not filled within 30 minutes it is cancelled (this is probably obvious to anyone manually following the rules but I had to define some rule for the program).

One thing I did not implement into the expert is the "vertical caution".

With all those changes the expert produces great back-testing results with the GBP/USD 30M (5AM - 5PM) !!

I am starting to forward test and hope that the results will be similar. I will let you know.

Thanks,
fxquest
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