Backtesting Script and Data Progress
November 13, 2005 by Trader Rich
I’ve finished multiple subroutines for calculating Simple Moving Average, Slow Stochastic, and Fast Stochastic. I’m running the Fast Stochastic test with 2005 data from EUR/USD.
A virtual sell order will be initiated when %k crosses below %d and a virtual buy order initiated when %k crosses above %d.
My first test was using Slow Stochastic (5,5,5) and from 2005-01-01 to 2005-11-01, if crossover buy/sell signals were used strictly , your total loss would be 234 PIPS.
I’m going to move the stochastic parameters around and will post more results later.
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