DislikedI ran some basic tests on this trading method and here are the results:
Data:
1 minute , from 2007/05/25 to 2008/11/26
-----------------------------------------------------
Entry Rules:
Long
CCI34 > 5
CCI34
...As you can see the best results ( smallest net loss and least DrawDown) is around 85 bars after the entry
How ever the system is never profitable. This does not mean it can not be tuned to be profitable
I'm already running a test which includes the HA filter and I will post it when done....<...Ignored
Cheers
MM
EDIT: I dont trade the rules strictly though... i should point out... i preempt alot of stuff off S+R, and stay on the right side via longer time frame analysis.
"If it bleeds ... we can kill it"