future indicator: accurate forex forecasting indicator
DESCRIPTION
Future indicator: Accurate Forex Forecasting Indicator. Profitable and easy to understand.TRANSCRIPT
Future Indicatorhttp://futureindicator.com
2013.06.181
Topic
• Reason
• Future Indicator
• Past 3 winners
• Dark knight: to vanish majority
• Basic strategy
• Dark knight strategy
• Signal quality
• Robustness
2
Reason
• People, Organizations, Countries
• Past and future• Think the same, do the same
• WHY market is said to be unpredictable?
3
Future Indicator
• Large number of traders(strategies) about 1 billion
• In 1000 days, forecasted future.
• If they missed once, they will be terminated.
• After 1000 days, only 3 of them remained to tell the future.
• Because of heavy computation, a high spec PC will need 15 minutes to finish the computation. And a lental server is used to compute the result and make the web service available.
4
The 3 winners
• Red cowboy: Gambler, largest trade
• Blue fund manager:maximum balance, richest
• Yellow mathematician: best fit.
5
Used strategiesEntry method
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High speed automatic simulator
Automatic trading library
Mt4 EA translator
Entry
Close
Simulation engine
Analysis engine
Web server
Method of selectionBlue fund manager is selected from 4 strategies in 40 days. In real case, 1 billion strategies in 1000 days.
0
10000
20000
30000
40000
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40
Balance chart: blue fund manager from 4 strategies
ストラテジ1 ストラテジ2 ストラテジ3 ストラテジ4 ⻘青ファンドマネジャー
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Strategy1 Strategy2 Strategy3 Strategy4 Blue fund manager
The 4th
• Black:dark knight、to vanish the majority
• Not a past winner, watch only others’ positions
• The other 3 computed every day, black is computed every 5 minutes
• Black could change its direction suddenly
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Dark knight pattern
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Positions of majority
Stoploss of majority
Dark knight direction
Dark knightRational market: majority were stop hunted
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Positions of majority
Stoploss of majority
Dark knight direction
Dark knightIrrational market: majority buy more or delete their stoploss.
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Positions of majority
Stoploss of majority
Dark knight direction
Buy zone and sell zone
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Buy zone
Sell zoneDark knight direction
Basic strategy
• Only use past winners(Red, blue and yellow)
• Current price is in buy zone or sell zone
• Target price is 1% larger or smaller than current price
• USD/JPY=100.00 => 100PIP
• USD/JPY=80円 => 80PIP
• EURUSD=1.30 => 130PIP
• EURUSD=1.60 => 160PIP
• Stop loss by 0.5%
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2012.07.24
Future
Long(buy) signal:1.20418Forecast:160-330pip Result:350pip14
2012.08.02
Future
Long(buy) signal:1.21332Forecast:150-380pip Result:300pip15
2012.08.09
Future
Long(buy) signal:1.22664Forecast:190-280pip Result:320pip16
2012.08.15
Future
Long(buy) signal:1.22638Forecast:230-320pip Result:400pip以上17
2012.08.24Future
Long(buy) signal:1.24810Forecast:230-280pip Result:700pip18
2012.09.04
Future
Long(buy) signal:1.25548Forecast:180-270pip Result:600pip19
2012.09.24
Future
Long(buy) signal:1.28908Forecast:190-280pip Result:
240pip損切り100pipが必要20
2012.10.09
Future
Long(buy) signal:1.28586Forecast:170-310pip Result:290pip21
Dark knight strategy
• Entry when break out dark knight buy zone or sell zone
• Stoploss/Takeprofit should be adjusted with dark knight bar.
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2013.01.25
Future
Long(buy) signal:1.34721Forecast:120-210pip Result:240pip23
2013.02.04
Future
Short(Sell) signal:1.35196Forecast:130-210pip Result:490pip24
2013.02.07
Future
Short(Sell) signal:1.34538Forecast:240-310pip Result:500pip25
2013.02.25Future
Short(Sell) signal:1.31000Forecast:180-230pip Result:270pip26
2013.03.13Future
Short(Sell) signal:1.29629Forecast:140-210pip Result:220pip27
2013.03.18Future
Short(Sell) signal:1.29670Forecast:170-240pip Result:220pip28
2013.03.19Future
Long(buy) signal:1.28434Forecast:170-280pip Result:200pip普通ストラテジシグナル29
2013.03.18Future
Short(Sell) signal:1.29670Forecast:170-240pip Result:220pip30
Signal quality
• Takeprofit 50~300PIP, much larger than other forex signal services
• Very clear target price with more than 70% hit in 10 days.
• More 80% of signals can reach more 50PIP profit.
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Signal qualityUSD/JPY 2004/11-2013/05
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Black Red Yellow Blue All
Signals number
Number of completions
Average completions
(PIP)
Completion rate
540 456 448 428 1872
237 290 316 302 1145
176 134 142 139 146
43.9% 63.6% 70.5% 70.6% 61.2%
Maximum profit in 10 daysUSDJPY 2004/11-2013/05
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Black Red Yellow Blue All
>=500PIP
400-499PIP
300-399PIP
200-299PIP
100-199PIP
50-99PIP
<50PIP
All
24 3 29 23 79
13 13 20 16 62
44 43 42 45 174
91 86 84 78 339
163 116 106 110 495
100 86 83 73 342
105 109 84 83 370
540 456 448 428 1872
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Black Red Yellow Blue All
>=500PIP
400-499PIP
300-399PIP
200-299PIP
100-199PIP
50-99PIP
<50PIP
All
4.4% 0.7% 6.5% 5.4% 4.2%
2.4% 2.9% 4.5% 3.7% 3.3%
8.1% 9.4% 9.4% 10.5% 9.3%
16.9% 18.9% 18.8% 18.2% 18.1%
30.2% 25.4% 23.7% 25.7% 26.4%
18.5% 18.9% 18.5% 17.1% 18.3%
19.4% 23.9% 18.8% 19.4% 19.8%
100% 100% 100% 100% 100%
Maximum profit in 10 daysUSDJPY 2004/11-2013/05(%)
Manual backtest
• Long/Short at close of the day
• Wait target to be hit in 10 days.
• When not hit、
• If 30PIP more profit is archieved, move stoploss to half the maximum profit.
• Else, stop loss at -100pip
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All (0.1 lot for each signal)
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Red cowboy (0.1 lot for each signal)
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Yellow mathematician(0.1 lot for each signal)
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Blue fund manager(0.1 lot for each signal)
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黒:ダークナイト(注文1枚ずつ)
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赤黄青黒全体 2013年1-5月(10枚ずつ)
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Remark
• These backtests are generated by historical data. They are not the future performance.
• In real trading, it is possible that stoploss is larger than expected, while takeprofit is smaller.
• And other reasons, such as spread, slippage etc can also affect the result.
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Robustness
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• Long/Short at close of the day
• Wait target to be hit in 10 days.
• When not hit、
• If 60PIP more profit is achieved, move stoploss to half of the maximum profit.
• Else, stop loss at -150pip
Robustness
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Robustness(USD/JPY 2004/12/1-2013/05/1)
half=30stoploss=100
half=50stoploss=120
half=60stoploss=150
half=100stoploss=200
PIP
0.1 Lot per signal
0.1 lot per signal per year
Win rate
Profit factor
171,056 146,381 125,944 68,534
17,105,600円 14,638,100円 12,594,400円 6,853,400円
2,012,423円 1,722,135円 1,481,692円 806,279円
88.5% 80.7% 77.8% 69.6%
8.919 4.370 3.018 1.602
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Robustness(EUR/USD 2009/7/16-2013/05/1)
half=30stoploss=100
half=50stoploss=120
half=60stoploss=150
half=100stoploss=200
PIP
0.1 Lot per signal
0.1 lot per signal per year
Win rate
Profit factor
71,392 63,600 54,989 33,801
$71,392 $63,660 $54,989 $33,801
$17,848 $15,915 $13,747 $8,450
89.8% 86.6% 84.7% 80.4%
6.900 4.336 3.025 1.728
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Thank you
• Please feel free to contact • http://futureindicator.com• [email protected]• facebook: FutureIndicator
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