http://www.forexfactory.com/forexfor...0&page=1&pp=15
Now that I've found the sauce.. I now need to "optimize" the sauce.
So I have closed my old journal of looking for the sauce, and now have opened up another journal to document the optimization of the sauce.
PROBABLY, this will be done in python..
I will be using historical data from 4 pairs:
Eur, Yen, Cable, and CHF. The Dailys.. I will run them back as far as probably Jan of '04.
I will tweak them, and post simulated results.. I will probably test worst case scenerios of rulesets.
Worst case means, I always assume that if I'm going long, I buy at the highest, and if I'm shorting, I shorted at the lowest. And when I close, visa versa.. I take highs and lows against me. If I do that and it still produces a healthy profit, I know the system is very very good.
So I probably will post some observations and frustrations of data testing.
Now that I've found the sauce.. I now need to "optimize" the sauce.
So I have closed my old journal of looking for the sauce, and now have opened up another journal to document the optimization of the sauce.
PROBABLY, this will be done in python..
I will be using historical data from 4 pairs:
Eur, Yen, Cable, and CHF. The Dailys.. I will run them back as far as probably Jan of '04.
I will tweak them, and post simulated results.. I will probably test worst case scenerios of rulesets.
Worst case means, I always assume that if I'm going long, I buy at the highest, and if I'm shorting, I shorted at the lowest. And when I close, visa versa.. I take highs and lows against me. If I do that and it still produces a healthy profit, I know the system is very very good.
So I probably will post some observations and frustrations of data testing.
google: