Hey guys, I came in here about 6 weeks ago with a strategy that was making profit and posted my results, I was told that my Sharpe Ratio over my Forex trading of 0.8 was not sufficient so I have revised my code and brought my Sharpe up to 8.28, I have significantly lower my risk and increase my profit in the process.
My MAE ihas been reduced to 0.23 & my MFE is 2.4%, these are group by ATM Strategy results over 6 Forex AUD/NZD,AUDJPY,AUDUSD(Which performed the worst) EUR/AUD,EUD/USD,EUR/AUD over a year 08/01/12 to 01/10/13.
While these result are good and I am working on introducing more protective stop loss & introducing short trading (the strategy only currently traders long with a 70% win ratio). I
In any case I would like to have more data to test my result over. I've been trying to find websites / areas to download results to run back tests against but I can not find any, can anyone point me in the right direction?
My MAE ihas been reduced to 0.23 & my MFE is 2.4%, these are group by ATM Strategy results over 6 Forex AUD/NZD,AUDJPY,AUDUSD(Which performed the worst) EUR/AUD,EUD/USD,EUR/AUD over a year 08/01/12 to 01/10/13.
While these result are good and I am working on introducing more protective stop loss & introducing short trading (the strategy only currently traders long with a 70% win ratio). I
In any case I would like to have more data to test my result over. I've been trying to find websites / areas to download results to run back tests against but I can not find any, can anyone point me in the right direction?
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