Wednesday, June 13, 2007

Trading with confirmation from stochastics

Stretegy: Trading with confirmation from stochastics
Here is my data :
data range: 6/2005 - 6/2007
pair: EUR/CHF

profit Long: 415 ( all in PIPs) -- over all win/loss = 750/400 => 2/1
loss Long: -123 -- by just trading only LONG we can have win/loss: 4/1 by avoiding SHORT

profit Short: 332
loss Short: -268


2005-06-14 2005-06-16 1.5382 1.5396 trade:2 TRENDChange 0.0014 StopLoss-
1.4634
2005-07-29 2005-08-02 1.5597 1.5577 trade:3 TRENDChange 0.0020 StopLoss4
.5637
2005-08-24 2005-08-26 1.5537 1.5452 trade:2 TRENDChange -0.0085 StopLoss
-1.4478
2005-09-14 2005-09-16 1.5469 1.5489 trade:2 TRENDChange 0.0020 StopLoss-
1.4548
2005-10-04 2005-10-07 1.5513 1.5475 trade:3 TRENDChange 0.0038 StopLoss4
.5544
2005-10-18 2005-10-20 1.5536 1.553 trade:2 TRENDChange -0.0006 StopLoss-
1.4487
2005-12-16 2005-12-20 1.5438 1.5513 trade:2 TRENDChange 0.0075 StopLoss-
1.4599
2006-01-04 2006-01-06 1.5503 1.5446 trade:3 TRENDChange 0.0057 StopLoss4
.5538
2006-01-17 2006-01-20 1.5505 1.5532 trade:2 TRENDChange 0.0027 StopLoss-
1.4527
2006-01-26 2006-01-30 1.5482 1.5548 trade:3 TRENDChange -0.0066 StopLoss
4.5512
2006-03-08 2006-03-13 1.561 1.5685 trade:3 TRENDChange -0.0075 StopLoss4
.5631
2006-04-25 2006-04-27 1.5711 1.5818 trade:2 TRENDChange 0.0107 StopLoss-
1.4305
2006-05-25 2006-05-30 1.5532 1.5614 trade:2 TRENDChange 0.0082 StopLoss-
1.45
2006-06-09 2006-06-13 1.5582 1.553 trade:3 TRENDChange 0.0052 StopLoss4.
5624
2006-06-21 2006-06-23 1.5584 1.5631 trade:2 TRENDChange 0.0047 StopLoss-
1.4438
2006-07-13 2006-07-17 1.5668 1.5607 trade:3 TRENDChange 0.0061 StopLoss4
.5705
2006-08-02 2006-08-04 1.5722 1.5757 trade:3 TRENDChange -0.0035 StopLoss
4.5752
2006-10-03 2006-10-09 1.5836 1.5879 trade:2 TRENDChange 0.0043 StopLoss-
1.4159
2006-10-20 2006-10-25 1.5875 1.5903 trade:3 TRENDChange -0.0028 StopLoss
4.5916999999999994
2006-11-22 2006-11-27 1.5935 1.583 trade:3 TRENDChange 0.0105 StopLoss4.
5954999999999995
2006-12-04 2006-12-07 1.592 1.5888 trade:2 TRENDChange -0.0032 StopLoss-
1.4119
2007-03-20 2007-03-22 1.6125 1.6189 trade:3 TRENDChange -0.0064 StopLoss
4.6159

profitLong:0.0415
profitShort: 0.0333
lossLong: -0.0123
lossShort: -0.0268

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