The system work for HSI, with a profit factor of 1.4 and winning % around 45%. Anyone trade a system with profit factor this low?
I code a triple crossover system according to your statement in the thread and the attached file, as follows: Inputs:slen(10),mlen(20),lLen(50); variables: sma(0.0),mma(0.0),Lma(0.0); sma=XAverage(close,slen); mma=XAverage(close,mlen); lma=XAverage(close,llen); if sma>mma and mma>lma then buy next bar at market; if sma<mma and mma<lma then sellshort next bar at market; But its performance is not so good as i anticipated.except the dorminant cycle, how should we enhance it? 1."A trend detector"? 2. " A pullback detector"? and 3."then a entry method which confirms the continuation of the trend"?. 4."We will start testing our model as a stop and reverse system"? or 5."later we will see if we can improve it by developing exits "?please keep your promise, Mr.Murray Ruggiero.