Greed is Good

Friday 2 June

Today was NFP day.

Baskets were green before NFP and turned red with NFP.

Weekly baskets tests 6 & 7 are closed and not that bad considering the drawdown after mid week reversal.

Today was the first test of Virtual Basket which has worked as intended. It was triggered 30 minutes before NFP and so it was not the best timing. But the good thing is that the DB has perfectly managed it

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON ==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON ==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON ==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

Here are my results so far.

Do not look at the final result, that’s not the purpose of those tests.

The idea is to collect information’s to get stats and find the best potential settings.

I am not using any SL nor TP so the live results would be completely different.

So far for the Daily tests the best performer is still FT !! Really better than the others.

Trend direction filter is also safe and more conservative than without it (less DD).


The Excel spreadsheet where I compute those results will posted in post 1 of this thread now

Thread moved in Journal's section for more clarity and easier navigation

Monday 5 June Bank holiday

As expected not a good day...

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON ==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON ==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON ==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

I have just changed my Daily test 10 to include potential VB reversals as well.

Tuesday 6 June

A green day, even if market was slow after a bank holiday that was a green day.

We all those news and event this week it is not surprised, market is watching, waiting...

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON ==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON ==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON ==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

Wednesday 7 June

Daily Baskets were into profit after London Open this morning, then they entered into drawdown pushed by New-York session and most of them get back into profit around London Close. A so so day, not that bad, not that good...

Weekly basket went far into Drawdown today during London Session, but they recovered when New York opened. Not a good week for Weekly test so far.

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON ==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON ==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON ==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

Thursday 8 June - Election day in UK

Daily tests are green today (light green but still).
Weekly tests are in deep drawdown, let's wait and see the outcome of UK's elections.

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON ==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON ==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON ==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF
==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

Friday 10 June

Not a good day for Daily baskets, the day after a major news and with some red news during the day.

It was an awful week for Weekly tests as they were not in line with the news when they were released.

But anyway, the purpose of those tests without any SL or trade management is to get some stats. To be continued...

==> Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 02: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 03: Daily setup, Trade Level 2, TF, with the Trend Direction filter ON ==> Test 04: Daily setup, Trade Level 2, FF, with the Trend Direction filter ON ==> Test 05: Daily setup, Trade Level 2, FT, with the Trend Direction filter ON ==> Test 06: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON ==> Test 07: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter OFF ==> Test 08: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 09: Weekly setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON and MA 5/12 ==> Test 10: Virtual Basket on Test 01: Daily setup, Trade Level 2, TF, FF, FT with the Trend Direction filter ON

For the coming days/weeks:

- I discard test 8 & 9 with MAs 5/12, those MAs settings are not better than the standard ones.

- I start 2 new tests 11 & 12 with Virtual basket (settings in post 1).

I will update presets in post 1 later.