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GBPUSD Results
Last Activity 6/16/2018 12:00 AM
7 replies, 989 viewings

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Charlie

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Subject : GBPUSD Results
Posted : 7/17/2016 4:55 PM
Post #26202

Could someone with the new Forex Trader verify these results. Backtest is 250 using the FX Breakout Strategy and FX Method Trade Plan...Charlie



[Edited by Charlie on 7/17/2016 4:59 PM]

Attached file : Snap81.jpg (220KB - 349 downloads)

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Jim Dean

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Subject : RE: GBPUSD Results
Posted : 7/17/2016 5:01 PM
Post #26203 - In reply to #26202

Hi Charlie

I don't have it installed yet so I can't help directly … but …

With all due respect - and many thanks for all you've contributed in the FX adventure, I'd suggest a longer back test - 8 trades don't represent a decent statistical sampling. But here's hoping that it stands up under a wider timeframe.

I'd suggest 2500 bars.

Unless maybe your just trying to verify a valid installation ;-)

[Edited by Jim Dean on 7/17/2016 5:03 PM]

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Charlie

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Subject : RE: GBPUSD Results
Posted : 7/17/2016 6:57 PM
Post #26204 - In reply to #26203

Yes Jim you're right on both counts. Mark G is getting difference results and we just wanted someone else do a quick check. Probably too late now as the market is open and the results would be different anyway...charlie
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Frank Birch

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Subject : RE: GBPUSD Results
Posted : 7/18/2016 5:39 PM
Post #26207 - In reply to #26204

Hi Charlie & all,

I've been using omnitrader for forex for the past 10 years and found the best way to validate results is use this back test period of 480 bars (meaning that's a full weeks worth of 15 minute bars for the full 5 days) then when forex closes Friday night then do a performance report, I always do mine Saturday morning.
If you put that together then everyone's results should be replicated.
So then you can times 480 by any figure to work out how many weeks you want to back test.
Putting a round number like Jim suggests is Ok but forex isn't normal and you have to be precise (due to most strategies only trading the London session)(so you have half the session of redundant data)
Rule of thumb is take advantage of the new features with in omnitrader 2016 end of day and go 96K back test (equals 200 weeks worth of trading).
Regards
Frank Birch
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Charlie

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Subject : RE: GBPUSD Results
Posted : 7/22/2016 5:57 PM
Post #26208 - In reply to #26202

Both Jim and Frank made good points so now that the week is over I've redone the reports one at 480 and one at 2500. Again what I'm looking for is someone to verify the results...charlie





[Edited by Charlie on 7/22/2016 6:03 PM]

Attached file : GBPUSD 480.jpg (183KB - 240 downloads)
Attached file : GBPUSD 2500.jpg (183KB - 287 downloads)

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Buffalo

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Subject : RE: GBPUSD Results
Posted : 7/25/2016 8:18 AM
Post #26213 - In reply to #26202

your perf report highlights something I have noticed but can't explain. You tested ONE strat - FX BO - yet the numbers reported are different for "all strats" vs "FX BO". Shouldn't they be exactly the same for each statistic? All strats = ONE strat, FX BO.
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Jim Dean

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Subject : RE: GBPUSD Results
Posted : 7/25/2016 8:49 AM
Post #26214 - In reply to #26213

Hi Buffalo

Those results are possible depending on the TradePlan. For "Both" runs, an active long trade on a given symbol must have exited before a short trade can be initiated, or vice versa. This can delay or negate trades, vs LO or SO runs.

For PortSim runs, fund limitations can create similar issues.

[Edited by Jim Dean on 7/25/2016 8:53 AM]

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Ryan Olson

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Subject : RE: GBPUSD Results
Posted : 7/25/2016 8:50 AM
Post #26215 - In reply to #26213

Good Morning,

There are some reasons you could see different results from a single strategy to the All Strategies.

The primary reason for this is that when you are on All Strategies you have an additional Strategy Voting that is similar to what is found in the strategy.

When you open your To Do List click Strategy Voting at the bottom of this menu. The values here are likely the reason you see different results from strategy 1 to All Strategies.

Hope this clears it up.

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