{"id":1985,"date":"2025-05-12T18:49:46","date_gmt":"2025-05-12T16:49:46","guid":{"rendered":"https:\/\/inv.jp\/?p=1985"},"modified":"2025-06-12T15:24:44","modified_gmt":"2025-06-12T13:24:44","slug":"bt016","status":"publish","type":"post","link":"https:\/\/inv.jp\/en\/backtest\/bt016\/","title":{"rendered":"Backtest 016 &#8211; Daily moving average 9EMA"},"content":{"rendered":"<p>Page Creation Date: 2025.05.12<br \/>\nLast Updated: 2025.05.12<\/p>\n<h3 class=\"style3a\">Backtest 016: Daily moving average 9EMA<\/h3>\n<p>Environment:<br \/>\n\u30fbThe daily chart shows a trend<br \/>\n\u30fbThe weekly 9EMA is sloping in the anticipated direction<\/p>\n<p>Entry:<br \/>\n1. The 9EMA is sloping opposite to the intended direction, price breaks below the 9EMA, and then breaks out in the anticipated direction.<br \/>\n2. The closing price is in the anticipated direction, above\/below the EMA.<br \/>\n3. The entry price is set at one tick above the candle that broke through the 9EMA (i.e., the high or low of that candle).<br \/>\n4. Enter the trade when the next candle breaks the entry price.<br \/>\nExit:<br \/>\n\u30fbWhen an entry condition appears in the opposite direction of the held position<br \/>\n\u30fbOr when two consecutive candles entirely close on the opposite side of the 9EMA<br \/>\nStop Loss:<br \/>\n1. Just below the candlestick that broke the 9EMA.<br \/>\n2. After price moves the same number of pips as the entry candle&#8217;s range, move the stop-loss to breakeven.<\/p>\n<p>\u30fbThe dates and times of the backtesting results are GMT+2.<\/p>\n<p>Note:<br \/>\n\u30fbPosition sizing needs to be adjusted based on the stop-loss width.<\/p>\n<p>Example: 2023.09.01 09:15 (GMT+2)<br \/>\n<img decoding=\"async\" data-src=\"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png\" alt=\"verification example 016 EURUSD\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" class=\"lazyload\" style=\"--smush-placeholder-width: 2255px; --smush-placeholder-aspect-ratio: 2255\/1085;\" \/><\/p>\n<h3 class=\"style3a\">Results<\/h3>\n<div class=\"sv\">\n<iframe data-src=\"https:\/\/docs.google.com\/spreadsheets\/d\/e\/2PACX-1vSGOsm9oDfmGd8j6YGyibbrrDt0rsE4Jp_X1jWwDYzRNGnydCay4nj2B_1GPdeqS3OPbGTefEtTYFdw\/pubhtml?widget=true&amp;headers=false\" src=\"data:image\/svg+xml;base64,PHN2ZyB3aWR0aD0iMSIgaGVpZ2h0PSIxIiB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciPjwvc3ZnPg==\" class=\"lazyload\" data-load-mode=\"1\"><\/iframe>\n<\/div>\n<div class=\"spacer\"><\/div>\n<p>Notes:<\/p>\n<p>EUR\/USD:<br \/>\n\u30fbUsability: <strong>YES<\/strong>.<br \/>\n\u30fbProfit Factor (PF): 13.13<br \/>\nGained: 15623.6 pips, Lost: 2489.1 pips, Break-even trades: 47.00% (47\/100)\u3001\uff08*2024.12 &#8211; 2013.8, approximately 11 years and 5 months\uff09<br \/>\n\u30fbWin rate: 30.00% (30\/100)<br \/>\n\u30fbTrading opportunities: 1.37 times\/month\u3002min.: 0 time\/month (2024.10 etc) max.: 3 times\/month (2019.10 etc)<br \/>\n\u30fbMaximum drawdown: 8 times (-210.3 pips\u30012021.10.26 &#8211; 2020.12.28, up to 3 times except for settlement at the open price.)<\/p>\n<p>\u30fbThis is an adapted version of a method said to be developed by Larry Williams.<\/p>\n<p>\u30fbOK to use, but with conditions. Conditions are as follows.<\/p>\n<p>\u30fbThe win rate is around 30%, with frequent breakeven exits. The issue seems to be in the profit-taking strategy. Often, trades moved several hundred pips into profit but ended at breakeven. In real trading, it&#8217;s essential to take partial profit after about 100 pips.<\/p>\n<p>\u30fbStop-losses frequently occur at trend reversal points. Stricter rules using the weekly or even monthly chart are necessary. In other words, correctly identifying trends and ranges using at least the daily chart is crucial for any trading method.<\/p>\n<p>\u30fbSince this is a swing trading strategy, stop-losses of up to 300 pips can occur. Without careful position sizing, it can take a mental toll.<\/p>\n<p>\u30fbThe results include the 9-month EUR\/USD crash in 2014, which adds some bias. Therefore, results from 2015 onward are also provided:<br \/>\nProfit: 5675.4 pips, Loss: 1957.2 pips, Breakeven exits: 50.57% (44 out of 87), Win rate: 27.58% (24 out of 87) PF: 2.89<\/p>\n","protected":false},"excerpt":{"rendered":"Daily moving average 9EMA\r\nEnvironment:\r\n\u30fbThe daily chart shows a trend\r\n\u30fbThe weekly 9EMA is sloping in the anticipated direction","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[],"class_list":["post-1985","post","type-post","status-publish","format-standard","hentry","category-backtest"],"translation":{"provider":"WPGlobus","version":"3.0.2","language":"en","enabled_languages":["ja","en"],"languages":{"ja":{"title":true,"content":true,"excerpt":true},"en":{"title":true,"content":true,"excerpt":true}}},"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Backtest 016 - Daily moving average 9EMA - inv.jp | my backtesting notes<\/title>\n<meta name=\"description\" content=\"FX backtesting results. An adapted version of a method said to be developed by Larry Williams. After price breaks below the 9EMA in a daily trend, it breaks out in the anticipated direction.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/inv.jp\/backtest\/bt016\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Backtest 016 - Daily moving average 9EMA - inv.jp | my backtesting notes\" \/>\n<meta property=\"og:description\" content=\"FX backtesting results. An adapted version of a method said to be developed by Larry Williams. After price breaks below the 9EMA in a daily trend, it breaks out in the anticipated direction.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/inv.jp\/backtest\/bt016\/\" \/>\n<meta property=\"og:site_name\" content=\"inv.jp | my backtesting notes\" \/>\n<meta property=\"article:published_time\" content=\"2025-05-12T16:49:46+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2025-06-12T13:24:44+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png\" \/>\n<meta name=\"author\" content=\"yasujin\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"yasujin\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"6 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/\"},\"author\":{\"name\":\"yasujin\",\"@id\":\"https:\\\/\\\/inv.jp\\\/#\\\/schema\\\/person\\\/4b3451e93d7e8cf10133270531351d3c\"},\"headline\":\"Backtest 016 &#8211; Daily moving average 9EMA\",\"datePublished\":\"2025-05-12T16:49:46+00:00\",\"dateModified\":\"2025-06-12T13:24:44+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/\"},\"wordCount\":430,\"commentCount\":0,\"image\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#primaryimage\"},\"thumbnailUrl\":\"https:\\\/\\\/inv.jp\\\/wp-content\\\/uploads\\\/2025\\\/05\\\/verification016-min.png\",\"articleSection\":[\"backtest\"],\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/\",\"url\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/\",\"name\":\"Backtest 016 - Daily moving average 9EMA - inv.jp | my backtesting notes\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#primaryimage\"},\"image\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#primaryimage\"},\"thumbnailUrl\":\"https:\\\/\\\/inv.jp\\\/wp-content\\\/uploads\\\/2025\\\/05\\\/verification016-min.png\",\"datePublished\":\"2025-05-12T16:49:46+00:00\",\"dateModified\":\"2025-06-12T13:24:44+00:00\",\"author\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/#\\\/schema\\\/person\\\/4b3451e93d7e8cf10133270531351d3c\"},\"description\":\"FX backtesting results. An adapted version of a method said to be developed by Larry Williams. After price breaks below the 9EMA in a daily trend, it breaks out in the anticipated direction.\",\"breadcrumb\":{\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#primaryimage\",\"url\":\"https:\\\/\\\/inv.jp\\\/wp-content\\\/uploads\\\/2025\\\/05\\\/verification016-min.png\",\"contentUrl\":\"https:\\\/\\\/inv.jp\\\/wp-content\\\/uploads\\\/2025\\\/05\\\/verification016-min.png\"},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\\\/\\\/inv.jp\\\/backtest\\\/bt016\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"\u30db\u30fc\u30e0\",\"item\":\"https:\\\/\\\/inv.jp\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"\u691c\u8a3c016 &#8211; \u65e5\u8db3\u79fb\u52d5\u5e73\u5747\u7dda\uff19EMA\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/inv.jp\\\/#website\",\"url\":\"https:\\\/\\\/inv.jp\\\/\",\"name\":\"inv.jp | my backtesting notes\",\"description\":\"my backtesting notes\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\\\/\\\/inv.jp\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":\"Person\",\"@id\":\"https:\\\/\\\/inv.jp\\\/#\\\/schema\\\/person\\\/4b3451e93d7e8cf10133270531351d3c\",\"name\":\"yasujin\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/aca97c2438dbdb95dc679245354777412eb02d62b8429f1d9fb99d76dc53272e?s=96&d=mm&r=g\",\"url\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/aca97c2438dbdb95dc679245354777412eb02d62b8429f1d9fb99d76dc53272e?s=96&d=mm&r=g\",\"contentUrl\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/aca97c2438dbdb95dc679245354777412eb02d62b8429f1d9fb99d76dc53272e?s=96&d=mm&r=g\",\"caption\":\"yasujin\"},\"url\":\"https:\\\/\\\/inv.jp\\\/en\\\/author\\\/yasujin\\\/\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Backtest 016 - Daily moving average 9EMA - inv.jp | my backtesting notes","description":"FX backtesting results. An adapted version of a method said to be developed by Larry Williams. After price breaks below the 9EMA in a daily trend, it breaks out in the anticipated direction.","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/inv.jp\/backtest\/bt016\/","og_locale":"en_US","og_type":"article","og_title":"Backtest 016 - Daily moving average 9EMA - inv.jp | my backtesting notes","og_description":"FX backtesting results. An adapted version of a method said to be developed by Larry Williams. After price breaks below the 9EMA in a daily trend, it breaks out in the anticipated direction.","og_url":"https:\/\/inv.jp\/backtest\/bt016\/","og_site_name":"inv.jp | my backtesting notes","article_published_time":"2025-05-12T16:49:46+00:00","article_modified_time":"2025-06-12T13:24:44+00:00","og_image":[{"url":"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png","type":"","width":"","height":""}],"author":"yasujin","twitter_card":"summary_large_image","twitter_misc":{"Written by":"yasujin","Est. reading time":"6 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"https:\/\/inv.jp\/backtest\/bt016\/#article","isPartOf":{"@id":"https:\/\/inv.jp\/backtest\/bt016\/"},"author":{"name":"yasujin","@id":"https:\/\/inv.jp\/#\/schema\/person\/4b3451e93d7e8cf10133270531351d3c"},"headline":"Backtest 016 &#8211; Daily moving average 9EMA","datePublished":"2025-05-12T16:49:46+00:00","dateModified":"2025-06-12T13:24:44+00:00","mainEntityOfPage":{"@id":"https:\/\/inv.jp\/backtest\/bt016\/"},"wordCount":430,"commentCount":0,"image":{"@id":"https:\/\/inv.jp\/backtest\/bt016\/#primaryimage"},"thumbnailUrl":"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png","articleSection":["backtest"],"inLanguage":"en-US","potentialAction":[{"@type":"CommentAction","name":"Comment","target":["https:\/\/inv.jp\/backtest\/bt016\/#respond"]}]},{"@type":"WebPage","@id":"https:\/\/inv.jp\/backtest\/bt016\/","url":"https:\/\/inv.jp\/backtest\/bt016\/","name":"Backtest 016 - Daily moving average 9EMA - inv.jp | my backtesting notes","isPartOf":{"@id":"https:\/\/inv.jp\/#website"},"primaryImageOfPage":{"@id":"https:\/\/inv.jp\/backtest\/bt016\/#primaryimage"},"image":{"@id":"https:\/\/inv.jp\/backtest\/bt016\/#primaryimage"},"thumbnailUrl":"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png","datePublished":"2025-05-12T16:49:46+00:00","dateModified":"2025-06-12T13:24:44+00:00","author":{"@id":"https:\/\/inv.jp\/#\/schema\/person\/4b3451e93d7e8cf10133270531351d3c"},"description":"FX backtesting results. An adapted version of a method said to be developed by Larry Williams. After price breaks below the 9EMA in a daily trend, it breaks out in the anticipated direction.","breadcrumb":{"@id":"https:\/\/inv.jp\/backtest\/bt016\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/inv.jp\/backtest\/bt016\/"]}]},{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/inv.jp\/backtest\/bt016\/#primaryimage","url":"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png","contentUrl":"https:\/\/inv.jp\/wp-content\/uploads\/2025\/05\/verification016-min.png"},{"@type":"BreadcrumbList","@id":"https:\/\/inv.jp\/backtest\/bt016\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"\u30db\u30fc\u30e0","item":"https:\/\/inv.jp\/"},{"@type":"ListItem","position":2,"name":"\u691c\u8a3c016 &#8211; \u65e5\u8db3\u79fb\u52d5\u5e73\u5747\u7dda\uff19EMA"}]},{"@type":"WebSite","@id":"https:\/\/inv.jp\/#website","url":"https:\/\/inv.jp\/","name":"inv.jp | my backtesting notes","description":"my backtesting notes","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/inv.jp\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Person","@id":"https:\/\/inv.jp\/#\/schema\/person\/4b3451e93d7e8cf10133270531351d3c","name":"yasujin","image":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/secure.gravatar.com\/avatar\/aca97c2438dbdb95dc679245354777412eb02d62b8429f1d9fb99d76dc53272e?s=96&d=mm&r=g","url":"https:\/\/secure.gravatar.com\/avatar\/aca97c2438dbdb95dc679245354777412eb02d62b8429f1d9fb99d76dc53272e?s=96&d=mm&r=g","contentUrl":"https:\/\/secure.gravatar.com\/avatar\/aca97c2438dbdb95dc679245354777412eb02d62b8429f1d9fb99d76dc53272e?s=96&d=mm&r=g","caption":"yasujin"},"url":"https:\/\/inv.jp\/en\/author\/yasujin\/"}]}},"_links":{"self":[{"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/posts\/1985","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/comments?post=1985"}],"version-history":[{"count":7,"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/posts\/1985\/revisions"}],"predecessor-version":[{"id":2029,"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/posts\/1985\/revisions\/2029"}],"wp:attachment":[{"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/media?parent=1985"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/categories?post=1985"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/inv.jp\/en\/wp-json\/wp\/v2\/tags?post=1985"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}