Originally Posted by
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hello guys
Yesterday when I was studying the charts, I discovered something interesting about price action. The approach is like trial-and-error method to ch a trend. So I spent the entire day backtesting it to the previous year only. According the test results, the amount of winning trades (break even transactions included) is more or less same as that of losing transactions, particularly 9-12 for cad/jpy. On the other hand, the ROI is quite good, approximately 10 percent for each pair if I risk only 1% each transaction. This sounds like too good to be true, at least for me personally. So I chose to forward test it and keep the results here.
In this experimentation, the risk for every single transaction is always 2%.