Hi...
I'm making an EA that kinda does that.
For now it starts one short and one long, with a scripted takeprofit and stoploss. The system stoploss the first and takeprofit the second, and by some margins you get a profit.
It's just one short and one long, but I've thought about making several and let them adjust the profit as you go along. This is kinda what the Phoenix EA is about (couldn't get it to work tho:
http://www.fxfisherman.com/forums/fo...d-trading.html )
The trickiest part is to tweak it so that it filters out fast volatile swings. Cause every so often (last time in 2005) you loose bigtime, the way it works now. I'll probably combine it with some TA to get it work better. So that it actually adapts the market, which it doens't do now at all.
Attached is a backtest one year. I only use about 2.000 of the 10.000... so it's pretty good... but it's far from advanced. But it works if you take out profit every month, so it doesn't go down the drain every X years
But leave enough for volatile days.
Anyways... maybe I'll post it if i get bored or it goes somewhere good
In the meantime... you should check out:
http://www.fxfisherman.com/forums/fo...making-ea.html
Regards..
Mats, Oslo, Norway
