As some of you are aware, I've been doing some backtesting based around Captain Currency's 3 Ducks Strategy. I agreed to move it away from the Strategy Specific thread because I was firstly moving away from a strict 3 Ducks, and secondly distracting from the main content of the thread.
Anyway at the time I was testing using my own code written in Python, which was working, but I was finding that everytime I wanted to examine the results, I'd have to mess around in a charting package comparing my results, to the charts etc. So I've rewritten my stratergy into a NinjaTrader Strategy, so that I can click on results and examine them quicker etc. As a very quick test I started with only 2 parameters that are subjective, stoploss (trailing), and profitstop. Everything else strictly 3 ducks. No trend detection, no extra rules, if the price is above buy, if the price is below sell. (Oh and I tied stop loss to the trade size, so that in theory a stop loss would take 2% of the starting bank)
I test on the last 18months, and optimised on the default 8 currency pairs that are available in NinjaTrader.
Thought people might be interested in the results as a starting point.
AUDUSD - 229 Trades - 199pips Profit.
EURCHF - 58 Trades - 79pips Profit.
EURGBP - 75 Trades - 543pips Profit
EURJPY - 164 Trades - 716pips Profit
EURUSD - 212 Trades - 974pips Profit
GBPUSD - 155 Trades - 389pips Profit
USDCAD - 108 Trades - 746pips Profit
USDJPY - 121 Trades - 399pips Profit
Total For All currencies - 1122 Trades - 4045 pips profit
Now my disclaimer - these are back test results, they run different stops on each currency, and I'm new to NinjaTrader so I've possible made a ****up. In the meantime this is probably a good start, to fine tune things, and maybe add some of the rules we were discussing before.