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foreignexchange's strategy

CONCORDI_Contest3

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CONCORDI_Contest3 The strategy is on USD/JPY, it is a trend following concept with filtering. Technically it could be utilized a different TP around 63. The strategy backtesting seems to give great results in JPY recovery, so it could be utilized with great nipponic release. The trend cycle are interesting different scale.
Version: Date: Status: Description:
7 22.06.2016 Not running CONCORDI_Contest3  Download
6 18.04.2016 Executed CONCORDI_Contest3  Download
5 18.04.2016 Not running CONCORDI_Contest3  Download
4 15.03.2016 Executed CONCORDI_Contest3  Download
3 15.03.2016 Not running CONCORDI_Contest3
2 15.03.2016 Not running CONCORDI_Contest3
1 05.03.2016 Executed CONCORDI_Contest3
foreignexchange avatar
foreignexchange 22 June

Does some trader can see the asymmetry of the strategy ?  Consider that this strategy has been disqualified 


Greetings.

The strategy was violating Programming Rules 3. a. and was disqualified.

The strategy algorithm has to be symmetrical for opening long and short positions.

Kind regards, Support Team.

Ticket History

LinnuxFX avatar
LinnuxFX 22 June

If you have questions, contact support. Has I can see one of the reasons is the value of ADX, not symmetric.

foreignexchange avatar
foreignexchange 22 June

Yes LinnuxFX  but also your strategy has different value at the RSI. And it is considered ( in my opinion too ) a regular strategy. RSI as ADX are filter and the sense of the filter is that should be optimized for the trade. Spent a lot of time in backtesting and in finding the strategy so should be honest to admit that there is a mistakes in the evaluation of the contest.

LinnuxFX avatar
LinnuxFX 23 June

sorry foreignexchange but my strategy that won do not use RSI, only MACD and CCI. Symmetric values do not mean equal values, in case of RSI is 70/30, CCI 110/-110. In ADX you have, I think 12/32, this are not symmetric.

foreignexchange avatar
foreignexchange 23 June

RSI 70/30 is different from ADX  12/32 ?

LinnuxFX  this is not for saing that your strategy is not regular just to say that should be regular a different value for an oscillator


foreignexchange avatar
foreignexchange 23 June

I mean if you said that 70/30 is symmetric in 50 so 12/32 is symmetric in 22

foreignexchange avatar
foreignexchange 23 June

LinnuxFX  anyway thanks for your comment, good trading : )

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