Forward Testing: 'Horizon" trading strategy! Short

This strategy is hard to post because it's market specific and relies on high resolution charts like the 5 and 10-minute. That said, Horizon has been able to turn well over a 150% profit in just 3 months trading EUR/USD. Risk is just 2% of account balance and the max draw down is just under 9%! Growth is very consistent! This strategy is currently in short @ 1.024. Stop loss is set at 23 pips, but this strategy only evaluates stops after the close of the candle. This method actually allows Horizon to run tighter stops, but exposes the strategy to disproportionate losses. On average though this strategy still maintains a solid 3:1 RR and a win rate just shy of 60%. I'll be really pleased if this continues into the next few months of forward testing.

I included a screenshot of the strategy tester data and uploaded it below. The numbers look promising.

https://ibb.co/1JhD1Cy

تعليق:

I forgot to include that real market expenses like commission (FTMO $3 per lot), spread (2 pips) and slippage (.3 pips) are all accounted for in the trade data.

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Horizon took 30 pips today from this trade. I'm happy it won, but I'm a little annoyed it got out when it did, there was twice as much money on the table. How bout that stop loss though, It was perfect.

تعليق:

I actually ended up changing the stop loss parameters from a fixed 23 pip to a atr based stop with a fixed atr multiplier. That ended up squeezing another 40% profit and a 10% better win rate, across all my trades. Horizon would have lost this trade if I hadn't done that. I'm only about 40 trades in but the Sharpe ratio for this strategy is just shy of 2 (1.94) which is great, but there aren't enough trades under it's belt to get over excited about it. Here's the updated results ibb.co/R0Dgyfr