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Thursday, May 15, 2008

Daily Breakout Backtest

I made back testing on GBP/JPY for the Daily breakout system regarding my post about the system. The data start from 4 September 2000 (ODL Metatrader). I test for 10 pips target from 1 pip above the previous day high and 1 pips below the previous day low. So there are 3 summaries, whether the price reach target, breakout but didn't reach the target, or no breakout. You can download the excel sheet here.

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