The following results are using Predicted Tripple EMA crossover:
- stopLoss_Padding=15 gave better win/loss=3 than with value 20 win/loss= 1.5 this is for COPPER.
- crossover_padding 5 vs. 8 no difference in win/loss ratio
a) Need to imporve win/loss to atleast 4/1
b) may be we need to run program in 2 phases, phase 1 gives points for different criteria ( main criteria like EMA crossover, nural index, MACD etc.. ) then in 2nd pass picking entry and exit point that way we can try different entry/exit by keeping base criteria as it is ( we try this later )
profitLong:319
profitShort: 0
lossLong: -128
lossShort: -4.5
ran as java STOCK stopLoss_Padding crossover_padding
ran as java COPPER 15.0 5.0
--
profitLong:319
profitShort: 0
lossLong: -128
lossShort: 0
ran as java STOCK stopLoss_Padding crossover_padding
ran as java COPPER 15.0 8.0
--------
profitLong:300
profitShort: 0
lossLong: -155
lossShort: -4
ran as java STOCK stopLoss_Padding crossover_padding
ran as java COPPER 20.0 5.0
------
GOLD results *********************** Long Win/Loss ratio : 3/1
profitLong:299
profitShort: 13
lossLong: -107
lossShort: -60
ran as java STOCK stopLoss_Padding crossover_padding
ran as java Gold2 10.0 3.0
Thursday, June 14, 2007
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