٦ فبراير ٢٠١٨ Testing basic Renko system. Enter Long when: - 2 green bricks (top of 2nd brick + 5% brick size) - Top of 2nd brick is above 10EMA Stop: - bottom of 1st full brick under 10EMA -5% brick size Exit: - 2 red bricks (bottom of 2nd brick - 5% brick size) - close under 10EMA Enter Stop Exit R Profit R Mulitple 19.05 15.95 28.95 3.1 9.9 3.1935483871 27.05 24.95 35.95 2.1 8.9 4.2380952381 36.05 33.95 43.95 2.1 7.9 3.7619047619 37.05 33.95 45.95 3.1 8.9 2.8709677419 39.05 36.95 37.95 2.1 -1.1 -0.5238095238 38.05 35.95 35.95 2.1 -2.1 -1 28.05 25.95 25.95 2.1 -2.1 -1 28.05 25.95 27.95 2.1 -0.1 -0.0476190476 So far so good.
٧ فبراير ٢٠١٨ تعليق
finished the test: Enter Stop Exit R Profit R Mulitple 19.05 15.95 28.95 3.1 9.9 3.1935483871 27.05 24.95 35.95 2.1 8.9 4.2380952381 36.05 33.95 43.95 2.1 7.9 3.7619047619 37.05 33.95 45.95 3.1 8.9 2.8709677419 39.05 36.95 37.95 2.1 -1.1 -0.5238095238 38.05 35.95 35.95 2.1 -2.1 -1 28.05 25.95 25.95 2.1 -2.1 -1 28.05 25.95 27.95 2.1 -0.1 -0.0476190476 30.05 26.95 28.95 3.1 -1.1 -0.3548387097 31.05 27.95 29.95 3.1 -1.1 -0.3548387097 31.05 28.95 34.95 2.1 3.9 1.8571428571 36.05 33.95 40.95 2.1 4.9 2.3333333333 43.05 39.95 40.95 3.1 -2.1 -0.6774193548 40.05 37.95 43.95 2.1 3.9 1.8571428571 46.05 42.95 45.95 3.1 -0.1 -0.0322580645 37.05 35.95 35.95 1.1 -1.1 -1 34.05 32.95 35.95 1.1 1.9 1.7272727273 34.05 32.95 31.95 1.1 -2.1 -1.9090909091 34.05 31.95 35.95 2.1 1.9 0.9047619048 19.05 16.95 23.95 2.1 4.9 2.3333333333 Average: 2.25 2.2 0.90888144 20 trades so probably not enough to be statistically significant. The Avg R multiple falling below 1 is not a good sign. Only hit a stop once, so possibly it could be tightened.