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Wednesday, October 15, 2008

Forex Trading System - How to Develop Your Own System

By Albert Schmidt

Many Forex traders are looking for a trading system that would make them consistent profit trading currencies. What I noticed that the systems developed by a trader himself makes the best profit for him. This is because they develop it to suit their personality and their knowledge. So how one can develop his own Forex trading system? Of course it requires some experience of trading but it's not a difficult task. It can be done in following few steps.

1. Pick the time frame.

First you need to decide what your trading schedule will be with your trading system. If you are trading part time then higher timeframes like 4-hour charts or daily charts will fit your schedule the best. If you can continuously watch the charts on a daily basis then lower time frame charts would be most appropriate for you - pick 5-minute, 15-minute or 30-minute charts. The choice of a timeframe is very important since some trading systems work on one timeframes and do not work on others. It's not always possible to create a universal system.

2. Study the parameters.

Once you picked a timeframe study the parameters of the chart. It can be certain moving averages, pivot points, candlestick patterns, etc. You need to pick parameters that will generate buy-sell signals for you. It can be something very simple like the cross of two different moving averages. It can be price breakout of the Bollinger bands. Or it can be more complex combination of a few parameters. It doesn't have to be something sophisticated. In fact in my experience the simpler the buy-sell signals the better results I get.

3. Back test your system.

Now once you have defined your parameters of buy-sell signals of the system it is very important to go back on a historical data as far back in time as possible and test it. The process of testing is quite simple but may take time. But time spent testing will worth the result. Here is how you perform the back test. Go forward in time by one candle at a time. As soon as you see the signal generated by your trading system put a horizontal line at the price you would enter the market. Put the line at your take profit level and a line at your stop loss level. Go ahead one candle at a time. Once price hits any level record the gain or loss into a spreadsheet. Do this at least 100 times or more. Calculate the mathematical expectation of your system. If it is positive then you move to the next step. If it is negative go back to step 2 and refine your trading system parameters.

4. Forward test your system

It is really important to trade the system on a demo account first. Make at least 100 trades with the system you have developed. Again calculate mathematical expectation. If it is positive and your can execute it with confidence you are ready to start trading it on a real account.

Developing a trading system should not be an impossible task for you. It does require some experience with the charts but anyone can do it. It was my experience that the systems I developed for myself were the most profitable systems I trade.


Albert Schmidt is a part-time currency trader. After quite a long time of struggle he learned to make consistent profit trading in Forex. Review a trading strategy he successfully uses in his trades.

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