Backtest Feed-Hopper: into which material is poured at intervals and from which it is regularly fed to a machine.
Backtesting - Investopedia
... Backtesting is a way to evaluate the effectiveness of a trading strategy by running the strategy against historical data to see how it would have done ex-post.
Any veteran backtesters out there willing to indulge us with a demonstration of the art upon the Hopper Item below?
Hopper Item #2020 0815 2103
3 Ducks Trading System
The system makes use of just ONE simple moving average – the 60 SMA.
Time frames used: 4-hour, 1-hour, 5-min
1. Buy conditions:
Price must be above the 60SMA on both the 4-hour and 1-hour charts.
Buy on candle close when price crosses above the 60SMA on the 5-min chart.
2. Sell conditions
Price must be below the 60SMA on both the 4-hour and 1-hour charts.
Sell on candle close when price crosses below the 60SMA on the 5-min chart.
Exit conditions:
1. Stop loss: Place initial stop loss 30 pips above or below trigger price.
2. Profit target: Place profit target 30 pips above or below the entry price in the direction of the signal.
3. New crossovers: Close trade if price crosses back above or below the 60SMA. This would signal that the 3 ducks are no longer aligned.
Starting account balance = $100,000
Item traded: EUR/USD, or Your Choice
Amount risked per trade: stop loss = 1% of account value
Adjust position size so stop loss, 30 pips for EUR/USD in this case = 1% of account value.
If futures are used, adjust position size to maximum number of contracts while stop loss < 1% of account value.
If micro futures can be used, (mnq) use maximum number of contracts while stop loss < 1% of account value.
Backtesting - Investopedia
... Backtesting is a way to evaluate the effectiveness of a trading strategy by running the strategy against historical data to see how it would have done ex-post.
Any veteran backtesters out there willing to indulge us with a demonstration of the art upon the Hopper Item below?
Hopper Item #2020 0815 2103
3 Ducks Trading System
The system makes use of just ONE simple moving average – the 60 SMA.
Time frames used: 4-hour, 1-hour, 5-min
1. Buy conditions:
Price must be above the 60SMA on both the 4-hour and 1-hour charts.
Buy on candle close when price crosses above the 60SMA on the 5-min chart.
2. Sell conditions
Price must be below the 60SMA on both the 4-hour and 1-hour charts.
Sell on candle close when price crosses below the 60SMA on the 5-min chart.
Exit conditions:
1. Stop loss: Place initial stop loss 30 pips above or below trigger price.
2. Profit target: Place profit target 30 pips above or below the entry price in the direction of the signal.
3. New crossovers: Close trade if price crosses back above or below the 60SMA. This would signal that the 3 ducks are no longer aligned.
Starting account balance = $100,000
Item traded: EUR/USD, or Your Choice
Amount risked per trade: stop loss = 1% of account value
Adjust position size so stop loss, 30 pips for EUR/USD in this case = 1% of account value.
If futures are used, adjust position size to maximum number of contracts while stop loss < 1% of account value.
If micro futures can be used, (mnq) use maximum number of contracts while stop loss < 1% of account value.
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