Edition

IFTA JOURNAL
2017 EDITION
Results for the Cases That Contain Six Candles
Inside Filters
Table 5 shows that the success rate in accessing one of the
target levels was 88.04%, with a profit rate ranging from +1.69%
to +17.22%, and the rate of the time period to access the target
levels ranged from 2 to 61 trading days. On the other hand, the
failure rate to access one of the target levels was 11.96%, with a
loss rate ranging from -4.06% to -4.07%, and the rate of the time
period to closing below or above the stop loss and failure to access
the target levels was approximately equal to 7 trading days.
Table 5. Statistics for the cases that contain six candles
inside filters
Target Levels
23.6%
38.2%
50%
61.8%
100%
Failed
Deals
Summary
Bullish 129
Number
of Deals
301
The Deals
Ratio (%)
(of Total)
11.43%
Bearish 172 15.23%
Bullish 57
134
5.05%
Bearish 77 6.82%
Bullish 47
103
4.16%
Bearish 56 4.96%
Bullish 81
167
7.17%
Bearish 86 7.62%
Bullish 196
289
17.36%
Bearish 93 8.24%
Bullish 63
135
5.58%
Bearish 72 6.38%
1129
(Total)
100%
(Total)
26.66%
11.87%
9.12%
14.79%
25.60%
11.96%
Average of
Profit/Loss Ratio
of the Deals (%)
[Std. Dev.]
+1.78%
[1.44]
+1.69%
[1.53]
+4.00%
[2.40]
+4.41%
[3.26]
+7.65%
[5.16]
+8.00%
[7.08]
+8.31%
[4.96]
+10.20%
[9.17]
+17.22%
[15.09]
+15.31%
[10.54]
-4.06%
[2.23]
-4.07%
[3.51]
+8.29% *
[10.32]
+1.73%
[1.49]
+4.23%
[2.93]
+7.84%
[6.28]
+9.28%
[7.49]
+16.61%
[13.82]
-4.07%
[2.98]
Risk/Reward
Ratio (Depending
on Failed Deals)
[Std. Dev.]
0.44
[0.36]
0.41
[0.37]
0.98
[0.59]
1.08
[0.80]
1.88
[1.27]
1.96
[1.74]
2.05
[1.22]
2.50
[2.25]
4.24
[3.72]
3.76
[2.59]
1.00
[0.55]
1.00
[0.86]
2.04 *
[2.54]
0.42
[0.37]
1.04
[0.72]
1.93
[1.54]
2.28
[1.84]
4.09
[3.40]
1.00
[0.73]
Average of
Duration of
Deals (Days)
[Std. Dev.]
2.20
[3.43]
2.63
[4.46]
10.68
[19.18]
6.99
[9.00]
20.81
[22.66]
13.96
[31.36]
22.57
[24.08]
25.41
[64.61]
60.78
[123.89]
49.95
[80.39]
6.14
[6.33]
6.88
[7.71]
* The average of the target levels of 23.6%, 38.2%, 50%, 61.8%, 100% only, without the failed deals.
24.36 *
[68.27]
2.45
[4.06]
8.56
[14.36]
17.09
[27.94]
24.03
[49.32]
57.29
[111.87]
6.53
[7.11]
Results for the Cases That Contain Seven Candles
Inside Filters
Table 6 shows that the success rate in accessing one of the
target levels was 83.84%, with a profit rate ranging from +2.44%
to +20.55%, and the rate of the time period to access the target
levels ranged from 4 to 80 trading days. On the other hand, the
failure rate to access one of the target levels was 16.16%, with a
loss rate ranging from -4.40% to -4.79%, and the rate of the time
period to closing below or above the stop loss and failure to access
the target levels was approximately equal to nine trading days.
Table 6. Statistics for the cases that contain seven
candles inside filters
Target Levels
23.6%
Bullish 81
Number
of Deals
182
The Deals
Ratio (%)
(of Total)
11.10%
Bearish 101 13.84%
Bullish 44 6.03%
38.2%
Bearish 46 6.30%
50%
61.8%
100%
Failed
Deals
Summary
Bullish 36
90
64
4.93%
Bearish 28 3.84%
Bullish 45
94
6.16%
Bearish 49 6.71%
Bullish 119
182
16.30%
Bearish 63 8.63%
Bullish 44
118
6.03%
Bearish 74 10.14%
730
(Total)
24.93%
12.33%
8.77%
12.88%
24.93%
16.16%
100%
(Total)
Average of
Profit/Loss
Ratioof the Deals
(%) [Std. Dev.]
+2.44%
[1.35]
+2.83%
[2.21]
+7.09%
[3.97]
+6.40%
[4.92]
+8.00%
[3.56]
+10.96%
[7.18]
+10.93%
[7.35]
+11.79%
[7.54]
+20.55%
[16.08]
+16.92%
[9.34]
-4.79%
[4.69]
-4.40%
[2.84]
+10.24% *
[10.94]
+2.66%
[1.88]
+6.73%
[4.49]
+9.30%
[5.64]
+11.38%
[7.46]
+19.29%
[14.22]
-4.55%
[3.65]
Risk/Reward
Ratio (Depending
on Failed Deals)
[Std. Dev.]
0.51
[0.28]
0.64
[0.50]
1.48
[0.83]
1.45
[1.12]
1.67
[0.74]
2.49
[1.63]
2.28
[1.53]
2.68
[1.71]
4.29
[3.36]
3.84
[2.12]
1.00
[0.98]
1.00
[0.64]
2.21 *
[2.33]
0.58
[0.42]
1.47
[0.99]
2.03
[1.28]
2.49
[1.64]
4.13
[2.99]
1.00
[0.79]
Average of
Duration of
Deals (Days)
[Std. Dev.]
3.52
[5.19]
3.97
[9.21]
19.75
[26.54]
17.98
[29.31]
19.28
[20.00]
38.29
[41.96]
33.04
[41.46]
26.53
[31.81]
79.74
[87.62]
54.65
[56.37]
8.98
[11.32]
8.70
[10.73]
* The average of the target levels of 23.6%, 38.2%, 50%, 61.8%, 100% only, without the failed deals.
32.46 *
[55.10]
3.77
[7.69]
18.84
[28.00]
27.59
[32.93]
29.65
[36.89]
71.05
[79.13]
8.81
[10.95]
Results for the Cases That Contain Eight Candles
Inside Filters
Table 7 shows that the success rate in accessing one of the
target levels was 70.75%, with a profit rate ranging from +3.12%
to +26.85%, and the rate of the time period to access the target
levels ranged from 5 to 178 trading days. On the other hand, the
failure rate to access one of the target levels was 29.25%, with a
loss rate ranging from -3.98% to -4.47%, and the rate of the time
period to closing below or above the stop loss and failure to access
the target levels was approximately equal to 12 trading days.
Table 7. Statistics for the cases that contain eight
candles inside filters
Target Levels
23.6%
38.2%
50%
61.8%
100%
Failed
Deals
Bullish 62
Number
of Deals
133
The Deals
Ratio (%)
(of Total)
11.70%
Bearish 71 13.40%
Bullish 25
55
4.72%
Bearish 30 5.66%
Bullish 19
29
3.58%
Bearish 10 1.89%
Bullish 24
57
4.53%
Bearish 33 6.23%
Bullish 74
101
13.96%
Bearish 27 5.09%
Bullish 66
155
12.45%
Bearish 89 16.79%
25.09%
10.38%
5.47%
10.75%
19.06%
29.25%
Average of
Profit/Loss Ratio
of the Deals (%)
[Std. Dev.]
+3.12%
[2.05]
+4.02%
[5.56]
+10.75%
[9.02]
+7.70%
[4.55]
+9.14%
[2.99]
+10.77%
[6.29]
+17.35%
[14.14]
+16.26%
[10.89]
+24.07%
[15.47]
+26.85%
[18.98]
-4.47%
[4.01]
-3.98%
[2.49]
+3.60%
[4.32[
+9.08%
[7.11]
+9.70%
[4.49]
+16.72%
[12.38]
+24.81%
[16.53]
-4.19%
[3.23]
Risk/Reward
Ratio (Depending
on Failed Deals)
[Std. Dev.]
0.70
[0.46]
1.01
[1.40]
2.40
[2.02]
1.94
[1.14]
2.04
[0.67]
2.71
[1.58]
3.88
[3.16]
4.09
[2.74]
5.38
[3.46]
6.75
[4.77]
1.00
[0.90]
1.00
[0.63]
0.87
[1.08]
2.15
[1.62]
2.27
[1.12]
4.00
[2.93]
5.75
[3.90]
1.00
[0.75]
Average of
Duration of
Deals (Days)
[Std. Dev.]
4.95
[8.34]
6.93
[9.55]
15.24
[9.98]
18.97
[19.35]
29.95
[25.01]
37.60
[53.95]
77.08
[105.84]
66.73
[99.03]
92.20
[141.48]
178
[206.33]
13.26
[16.24]
11.19
[10.77]
530 100%
+12.59%
Summary
*
2.95 *
49.00 *
(Total) (Total)
[13.65]
[3.20]
[106.02]
* The average of the target levels of 23.6%, 38.2%, 50%, 61.8%, 100% only, without the failed deals.
6.01
[9.06]
17.27
[15.91]
32.59
[37.77]
71.09
[102.08]
115.14
[165.80]
12.07
[13.42]
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