Usually, using historical data downloaded from FXDD,
I'm backtesting my development strategy, but the minimum is 1 minute,
Backtesting in smaller ticks is not possible, and modeling quality can only be achieved up to 90%
I was dissatisfied.
Also, is a strategy developed using data that can only be realized up to quality 90% withstand actual operation?
I was worried.
But,TickStoryWith this software, it means that modeling quality 99.90% will be realized.
Back-tested the last 3 years of the recently released “CycleTrapAsianBreak2” strategy
◎ 2012 / 4-2015 / 6
Profit factor: 1.49
Maximum drawdown: 9.25%
It became the result.
In addition, about a month after the release, the results of the forward test up to this week are as follows.
So far, there is no big drawdown in both the back test and the forward test.
This is the recommended strategy I have developed so far.
Currently, we are in the launch campaign,
Up to the first 30 purchased users will be offered at a special limited price (29,800 → 19,800).