TRENDROOM_FX_MONSTER1 System – EURUSD future results

April 27, 2011

Below are the backtested results of  my TRENDROOM_FX_MONSTER1 system  running on NINJATRADER 7.

Performance vs US$20 000 account = 122.6% (contract size = 1)

Time frame: intraday

Instrument : EURUSD future (6E 06-11) .

Backtested result is by default 1 contract per trade

Stop loss: Protective and trailing

System takes profit by the rules

Min Capital: $20 000

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Interesting discussion regarding system trading with one of my readers

April 19, 2011

  1. vishal bheda says:

    hi!! Sir I have been reading alot about you. yiu are my idol, I am myself a system trader. I trade swing/positional for 15 to 20 days to sometimes 2 months. I am in a process in making a short term trading system for period of 4 to 5 years where I can slightly trade with more leverage keep drawdowns lower. I read you quote that short term trading is only cutting losses…..may you pls tell me why did you feel so?

  2. trendroom says:

    when dealing with shorter time frames in system will face a lot of noise which is inevitable …the shorter time frames goes the noise increases proportionally. Anyway you can still have have profitable system even on shorter time frame …i also have such ones but one of the problems with short term trading are commissions as number of trades increase dramatically …make sure that your commissions are as low as possible in this case.
    Big money are made on bigger time frames but u need to cope with bigger drawdowns and bigger stops.

    vishal bheda says:

    Thanks alot for replying, even I had the same thoughts in mind but was confused now my thoughts are clear and I shall stick with my the system with which I am comfartable. One more question if u dnt mind Sir, I know that win loss ratio is always low in trend following systems although on a maximum level what can a person level up the strike rate of a trend following system.

    • trendroom says:

      hi very good question … everything is in optimization …try to increase profit factor of your system … you are right that win/loss ratio in trendfolling is low thats the nature of markets …they trend maybe 20% of the time ..but u know already that we SYSTEM TRADERS are for these 20% (ONE TREND PAYS FOR ALL ) :)


Is system trading working

April 19, 2011

I have been asked “Is the system trading really working?”….My answer: The question is not whether system trading working or not ,  but are you able to stick to your system or not!!!!!