New performance measures for pleasance

This post is a recap of the pleasance system. I’ve just finished checking the pleasance system on the EURUSD and GBPJPY trading pairs. This is in addition to the GBPUSD that I usually work with. I had found a logical error in the nn-for-ga.lisp file, and it has now been fixed. It made no difference to the performance of the system, thankfully. Directional accuracy for the currency pairs are valid for 5 days into the future. All the results are from using the top 3 technical indicators provided by the pleasance system. Note that the top 3 indicators are different for each currency pair. I have no plans to look into the reasons for that right now.

Currency pair Directional accuracy

I’ve spoken to someone I know and have been told that with this performance, I should start looking at my risk-management strategy to make a more profitable system. The 3*ATR(20) trailing stop system is working, but its not great. I would love to have something better than that, but need to put in some study-time before I get something useful.

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