I’m interested in trying out various ninzarenko configurations to figure out which bar size is more inclined toward a one-to-one risk ratio.
So, for the experiment, I’m using the dates from May 1st to July 31st, with a time window of 10 am to 3 pm EST. EMA filter of 89. Throughout the tests, I’m sticking with just one MNQ.
Keep in mind that the tests weren’t fine-tuned or subjected to any optimization methods. The main goal here is to gain a clearer understanding of which bar sizes are more likely to result in a 1:1 risk ratio.
Tests were performed using Bounce Trading System
First set of tests
Ninzarenko 20/10 with traditional scalp settings of 42/20
Percentage Profitable with 1 to 0.5 RR is 69%
Percentage Profitable with 1 to 1.1 RR is 52%
Now test with 1 to 1 Risk ratio
Second Set Of Tests
Ninzarenko 30/15 settings with 62/30 SL
Percentage Profitable with 1 to 0.5 RR is 71%
Percentage Profitable with 1 to 1 RR is 57%
Test with 1:1 risk ratio
Third Set Of Tests
Ninzarenko 40/20 bar size with 82/40 Sl
Percentage Profitable with 1 to 0.5 RR is 72%
Percentage Profitable with 1 to 1 RR is 51%
and now with 1 to 1 risk reward
Fourth Set of Tests
Ninzarenko 10/5 with 22/10 SL
and with 1 to 1 risk ratio
Fifth Set of Tests
Ninzarenko 50/25 with 102/50 SL
and ninzarenko with 1 to 1 or 102/102 sl and tp
Conclusion:
During the test i find that 30/15 settings were best performed with 1to1 risk ration of 57%. If we go to larger bar sizes like 40/20 we see a significant drop in 1to1 to 51%.
Author: Boris Tkachev
trader