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First, just looking at the number of trades in the last 12 weeks, compared to the 4 years of history:
Night strategy: should have had 21 trades in the last 12 weeks, and it actually had 30 = +9 more trades than "normal"
Day strategy: should have had 25 trades in the last 12 weeks, and it actually had 14 = -11 less trades than "normal"
Overall, then it is close to normal.
Another method:
I charted the 5 period average true range vs. bar number. When there is a position initiated, those are marked pink.
The charts are below, and my comments are:
1. On both charts, the volatility (as shown by average true range) has been declining.
2. For the night strategy, note that the trades usually are in the upper part of the local average true range. This tells me that this strategy looks for entries that have high volatility, relative to very recent history. So, declining volatility over the years doesn't really decrease the number of trades (it is all relative to recent volatility).
3. For the day strategy, no noticeable trend emerges of volatility versus when trades are taken.
Considering the equity curve generated in your testing phases, after each drawdown or period of flat returns, you generally saw an expansion in equity. That makes me think that you're likely to see a continuation of the recent equity trend.
here i have started to implement that i called 3lot strategy and 4 lot strategy, a new money management to try to catch the moves that use to reach to mfe+1, mfe+2 and mfe+3 and than normally appear in my trades …
thanks a lot
alejo
La lucha es de igual a igual contra uno mismo
The fight is fair against oneself