Experiment 7b

This experiment took place from 8/1 through 8/12.  We set out to test the DMA versions in different operational modes.  It was a continuation of 7a, but trading was suppressed 2 hours before and after medium and high importance news events as defined by dailyfx.com.

The experiment was designed as follow:


A = Entry at PN>0.2, exit at SL/TP (2SD) or PN=0
B =  Entry at PN>0.2, exit at SL/TP (2SD) or PN=-0.2 (opposite entry)
C=   Entry at PN>0.2, exit at PN=-0.2 (opposite entry), no SL/TP

e = Positions will close (expire) 2 hours after entry if not closed for other triggers
n = Positions will only close from SL/TP or PN exit triggers.


Overall, It was a pretty lousy week, although with daily 500 point swings in the Dow it could hardly be characterized as “normal.”  Nonetheless, we learned that the expiring modes lost half as much money as the non-expiring modes on average, and this difference was statistically significant.  Therefore, the expiring modes will be the preferred operational modes going forward.



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