Earn 1,000 pips in half a year! 5-currency range-reversal EA 'LMB-Trading System'
Sister edition of the multi-currency pair breakout EA 'MB-Trading System',
The multi-currency-pair range EA 'LMB-Trading System' is here!
■LMB Trading System Overview
Five currency pairs can operate simultaneously: AUD/USD, NZD/USD, GBP/USD, EUR/USD, USD/JPY!
Low-drawdown design and portfolio management to steadily accumulate profits.
It will manage your funds for you!
Each currency pair has its own optimized TP/SL.
■Backtest Analysis
This is data synthesized from backtests of five currency pairs.
Approximately ten years of backtesting,0.1-lot operation yielded +$6,357, with a maximum drawdown of $655 (6%)..
Trade count: 740, around 70 per year, which is relatively low, but82% win rateis high.
Annual analysis by currency is here
In 2013 there was a slight loss; otherwise,annual returns of 1.6%～13%have been recorded.
From this alone, you might feel the profits are a bit modest.
If you run only LMB by itself, increasing risk leads tomaximum drawdown 30%
and annual profits of 8%～65% (in negative years, -1.8%).
However, the LMB-Trading System is mainly meant to complement the breakout EA MB-Trading System, so it seems meaningful when run simultaneously.
Therefore, I would like to look in detail at the differences from the original MB-Trading System.
■MB-Trading System Differences
Let's look at the differences in actual trading methods.
【MB-Trading System Breakout Strategy】
A breakout strategy that places orders once a day, both above and below. It hits well when there are large moves, but
in small movements where there isn't much movement, orders sometimes don't trigger.
【LMB-Trading System Range Reversal Strategy】
On the other hand, LMB-Trading Systemis developed to address the
“false breakouts” that can occur in breakout logic,
Its basic logic is a counter-trend strategy to the breakout line
the highs/lows over a certain period
the relationship between price and moving averages
the state of long-term and short-term moving averages
Williams %R (WPR)
ATR
RSI
and other analyses to place BUYLIMIT/SELLLIMIT orders.
Not simply performing a daily range reversal, but applying many filters to
increase the win rate. Therefore, the number of trades is relatively low.
■ Six months+ Forward Performance! Over 1000 pips in six months!
Besides fx-on forward data,
the seller's own forward performance records are also available.
Total pips gained since March 2017 exceed 1,000 pips!
Also, there have been no losing months; performance is solid.
By currency,AUDUSD, NZDUSD are performing well.
These two currencies tend to be suitable for grid trading because their price movements are relatively calm and prone to range, so LMB's range reversal strategy works well in such markets.
■LMB×MB Portfolio – How's the Performance?
Now, let's look at the performance when running LMB Trading System and MB-Trading System concurrently.
Forward performance since March 2017 is compared.
June and July 2017 show a pronounced inverse correlation, right?
Also, August MB-Trading was negative, but it was compensated by the pips gained from LMB-Trading.
You can combine short-, mid-, and long-term approaches,
or mix range and trend-following strategies.
MB-Trading System and LMB-Trading System already diversify risk as a multi-currency portfolio,
but by employing different logics, they can become complementary partner EAs.
New! Range Reversal Strategy EA
'LMB-Trading System'
Original Multi-Currency Breakout EA
'MB-Trading System'
