I took a different approach to hunt down those extra CAGR points by focusing on the winning trades of the previous version instead of figuring out how to get rid of the losses. The result was even better than the previous version (though still anything but impressive).

 

After building a new indicator, lots of print screens & breaking down common traits I made a new 4 part filter. Instead of overlaying this filter on top of the other layered entry conditions I just made the filter stand alone on its own. That way the traits that belonged to the best trades in AUD/USD were keeping those trades in there and added 4 times more trades as well, with the burden of a lower win/loss ratio by average trade.

Related posts:

  1. Cignus X-1 strategy CAGR improvement 4-4-11
  2. MR Swing: Mean Reversion and Swing Trading in Market Regimes
  3. Cignus X-1 Strategy (over?) Optimization 4-1-11
  4. Working on Swing Strategies 3-30-11
  5. Combining TSI and RSI into a winning swing trading system [Part I.]