I’ve been continuing to look for a viable strategy for Dennis’ SW (see previous post above for more details). I have the following to add:
Using SL:TP of 150:120 gives profitable results for 2018.
- -416.44 swap,+2463.92 profit ($2,047.48 total)
- 16.34% Drawdown
- 74 trades
There is, of course, no guarantee that this would continue, especially with the choppiness of 2019 thus far, but for a newbie looking to try SW, you could use SL:TP of 150:120 as a starting point, then adjust based upon support/resistance, position of price relative to Donchian Channels, etc.
I haven’t done any forward testing.
I’ll looking into moving the SL to break even next.
If anyone is interested in historical data for devising their own strategies
, I am attaching my data as a .csv. As mentioned before, these values are not exactly the same as Dennis’ values because I use a different broker. These numbers are pulled at exactly 00:00 server time, and that could also introduce slight differences.
SW data.csv (71.9 KB)