BB analyze forward test of M15 (demo trading operation) results
「BB break M15」I analyzed the results of the forward test (trading on a demo account) that you have been conducting.
The current profit chart looks like the following.
<< As of 21/07/04 >>
As of 21/07/04, from the trading history, the breakdown of profits by currency pair was as follows.
Overall, not performing very well, but the GBP/JPY pair is performing fairly well.
As of 21/07/04:
This is my own analysis.
(This is the analysis of “HL Break Plus”, which is almost the same.)
Below, I have laid out the long-term charts on a weekly basis; over the past about five years, the range of price movement has become considerably narrower compared to earlier times (there is no clear trend and prices move within a constant range).
The EA I created is basically a trend-following type (following the direction in which the market moves), so it is not well-suited to markets that do not move much.
Because you entered believing the market would go up (or down) but it did not move (returned to the BB bands), this tends to cause poorer results (there is a deviation from backtesting), which is what I analyze.
Regarding GBP/JPY, although there is not much of a trend compared to past markets,
compared with other currency pairs, it has a larger price movement range, making it easier for prices to move, so in the short- to mid-term a trend occurs, and I think the results are good.
From the charts below, USD/JPY and EUR/JPY show ranges of about 10–20 yen, but GBP/JPY shows ranges of about 20–30 yen, indicating larger price movement.
※I considered this area a potential improvement point and have been refining it, and I hope to improve further in the future.
[GBPJPY]
[USDJPY]
[EURJPY]
We are also conducting forward tests on this, and the results are trending upward, quite meeting expectations.
The current profit chart looks like the following.
<< As of 21/07/04 >>
As of 21/07/04, from the trading history, the breakdown of profits by currency pair was as follows.
Overall, not performing very well, but the GBP/JPY pair is performing fairly well.
As of 21/07/04:
| EUR/USD | AUD/JPY | USD/JPY | EUR/JPY | GBP/JPY | |
|---|---|---|---|---|---|
| 2021/01-06 | -11976 | -8570 | -15595 | -70480 | 130963 |
| 2020/11-12 | -37323 | 4760 | -18150 | -14083 | 17160 |
This is my own analysis.
(This is the analysis of “HL Break Plus”, which is almost the same.)
Below, I have laid out the long-term charts on a weekly basis; over the past about five years, the range of price movement has become considerably narrower compared to earlier times (there is no clear trend and prices move within a constant range).
The EA I created is basically a trend-following type (following the direction in which the market moves), so it is not well-suited to markets that do not move much.
Because you entered believing the market would go up (or down) but it did not move (returned to the BB bands), this tends to cause poorer results (there is a deviation from backtesting), which is what I analyze.
Regarding GBP/JPY, although there is not much of a trend compared to past markets,
compared with other currency pairs, it has a larger price movement range, making it easier for prices to move, so in the short- to mid-term a trend occurs, and I think the results are good.
From the charts below, USD/JPY and EUR/JPY show ranges of about 10–20 yen, but GBP/JPY shows ranges of about 20–30 yen, indicating larger price movement.
※I considered this area a potential improvement point and have been refining it, and I hope to improve further in the future.
[GBPJPY]
[USDJPY]
[EURJPY]
Therefore, since GBP/JPY is performing well, I focused on GBP/JPY for this EA, and worked on customization and improvement.
The EA created as a result is“James Pound (BB break M15 for GJ)”.
(In the end, I fed back the improvements into this EA as well, so there are some experimental minor differences, but the underlying logic is roughly the same.)
.We are also conducting forward tests on this, and the results are trending upward, quite meeting expectations.
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