AIMFX TRADING SYSTEM STRATEGY DATA

DOWNTREND R.O.C MACD Reference

Pair Days Price Intercept S1 S2
EURUSD 0 1.1217 Up Up
1.1182
Date : 25-Sep-17 1 1.1209 Up Down
Time : 0:00 2 1.1179 Slope Down Down
Fill Data Here 3 1.1164 Down Up
0.0008
Current Price 1.0000 4 1.1185 R.O.C Signal
W1 Up 5 1.1242 Days Target
D1 Up 6 1.1211 8 1.1249 Sell
H4 Down 7 1.1280 9 1.1257
H1 Up 8 1.1253 10 1.1265

Entry TF Action Time Position Stop-at TP SL

H4 Sideway 0:00 1.0000 1.0000 1.0000
H1 Buy Stop 0:00 1.0000 1.0000 1.0000
M15 Sell Stop 0:00 1.0000 1.0000 1.0000

NOTES

Z
STRATEGY
ACD Reference
Action
Sideway
Buy Stop
Sideway
Sell Stop
R.O.C Signal

Sell
1

Result
 TRIPLE SCREEN ANALYSIS
REF# INTRA-DAY
Action H4 Daily
Sideway UP UP
Buy Stop UP DOWN
Sideway DOWN DOWN
Sell Stop DOWN UP
MACD-5,8,5
MACD-5,34,7
MACD-8,13,9
MACD-12,26,9
FILL THE DATA
Indicator H4 Daily
WMA-5
EMA-13

Trend 0 0 0 0 0 0
AIM-FX TRADING SYSTEM

Design stage - Strategy Step

1 Nota

2 MARKET FORCAST

STEP 1 3-5 POINT PROJECTION

STEP 2 STANDARD DEVIATION

STEP 3 SMOTHING FORECAST

STEP 4 FIBO ZONE

3 TECHNICAL ANALYSIS

STEP 1 MACD
 Daily
ILLUSTRATION OF 3 AND 5 POINT BEST FIT LINE LOGARITHMS
Days Price 3-Point 5-Point Ln(Price)
1 0 1276.160 5.575 1277.954 7.152
2 1 1283.530 11.150 1281.878 7.157
3 2 1287.310 16.725 1285.802 7.160
4 3 1288.930 22.300 1289.726 7.162
5 4 1293.080 27.875 1293.650 7.165
max 1293.650 min 1277.954
3-Point 5-Point Index
a= 5.5750 a= 1277.9540 Slope
b= 5.5750 b= 3.9240 Intercept

Days Price Target Target.

4 1293.650 A
5 1293.080 1297.574 1293.650
6 1301.498
LOGARITHMS
Price Log Price Linear
7.153 1277.959
7.156 1281.868
7.159 1285.789
7.162 1289.722
7.165 1293.667

Functions Logarithmic
3.924 0.003
1277.954 7.153

Target.
B C
1297.574 1301.498
 CALCULATOR: STANDARD DEVIATION

Period Close Price Total Squared

Return % Error

1 0 1290.450
2 1 1286.060 -0.3402 0.1212
3 2 1291.000 0.3841 0.1415
4 3 1309.630 1.4431 2.0594
5 4 1309.310 -0.0244 0.0011
6 5 1308.490 -0.0626 0.0050
7 6 1321.120 0.9652 0.9163
8 7 1324.880 0.2846 0.0765
9 8 1333.800 0.6733 0.4426
10 9 1339.430 0.4221 0.1715
11 10 1333.860 -0.4158 0.1797
12 11 1348.750 1.1163 1.2283
13 12 1346.210 -0.1883 0.0385
14 13 1327.290 -1.4054 1.9978
15 14 1331.720 0.3338 0.1061
16 15 1322.350 -0.7036 0.5064
17 16 1329.050 0.5067 0.2487
18 17 1319.710 -0.7028 0.5052
19 18 1307.060 -0.9585 0.9342
20 19 1310.690 0.2777 0.0727
21 20 1300.740 -0.7591 0.5885
22 21 1290.760 -0.7673 0.6010
23 22 1296.810 0.4687 0.2123
24 23 1310.290 1.0395 1.0639
25 24 1293.320 -1.2951 1.6982
26 25 1282.370 -0.8467 0.7305
27 26 1286.950 0.3572 0.1219
28 27 1279.690 -0.5641 0.3273
29 28 1270.470 -0.7205 0.5307
30 29 1271.380 0.0716 0.0040
31 30 1274.350 0.2336 0.0509
32 31 1267.710 -0.5210 0.2799
33 32 1276.160 0.6666 0.4337
34 33 1283.530 0.5775 0.3243
35 34 1287.310 0.2945 0.0821
36 35 1288.930 0.1258 0.0139
37 36 1293.080 0.3220 0.0986

Average of set: 0.0080

Sum of squared error: 16.9143
Divide by N 0.4698
Compute the square root: 0.6855
x100 for percent: 68.5451

Use Excel's StDev function: 0.6855

 Predict 1299.708 A
DEV 1292.395 B
AVG Return 1293.072 C
test Predict 1288.942 D

P44 0.685 0.099

0.008 0.008
0.828 0.314
O44 0.836 0.322
10.775 1288.933
test Predict 1288.942

A B C D
1299.708 1292.395 1293.072 1288.942
 Smothing 0.2 0.5 0.8 0.2
Constant α =

Forecat Forecat Forecat Et

Period Closing Price α = 0.02 α = 0.05 α = 0.08
1 0 1293.320 1293.320 1293.320 1293.320
2 1 1282.370 1291.130 1292.225 1292.444 -8.760
3 2 1286.950 1290.294 1291.260 1291.496 -3.344
4 3 1279.690 1288.173 1289.716 1290.072 -8.483
5 4 1270.470 1284.633 1287.174 1287.754 -14.163
6 5 1271.380 1281.982 1284.578 1285.213 -10.602
7 6 1274.350 1280.456 1282.517 1283.056 -6.106
8 7 1267.710 1277.907 1280.212 1280.781 -10.197
9 8 1276.160 1277.557 1278.884 1279.264 -1.397
10 9 1283.530 1278.752 1278.818 1278.907 4.778
11 10 1287.310 1280.463 1279.641 1279.494 6.847
12 11 1288.930 1282.157 1280.899 1280.618 6.773
13 12 1293.080 1284.341 1282.620 1282.220 8.739

n= 12 -35.9145

Forecast Bias Bias -2.993

1284.874
1285.564 Mean Absolute Deviation MAD 7.516

1296.073 Mean Squared Error MSE 67.334

Mean Absolute Percent Error MAPE 0.588

Root Mean Squared Error RMSE 8.206

A B C D E F
1287.334 1281.349 1288.226 1280.457 1288.457 1280.226
 0.2 0.5 0.8

Et2 |Et| |Et|/Yt-act Et Et2 |Et| |Et|/Yt-act Et Et2

7.674E+01 8.760 0.007 -9.855 97.121 9.855 0.008 -10.074 101.485

1.118E+01 3.344 0.003 -4.310 18.572 4.310 0.003 -4.546 20.670
7.196E+01 8.483 0.007 -10.026 100.528 10.026 0.008 -10.382 107.793
2.006E+02 14.163 0.011 -16.704 279.039 16.704 0.013 -17.284 298.738
1.124E+02 10.602 0.008 -13.198 174.194 13.198 0.010 -13.833 191.363
3.728E+01 6.106 0.005 -8.167 66.699 8.167 0.006 -8.706 75.799
1.040E+02 10.197 0.008 -12.502 156.293 12.502 0.010 -13.071 170.841
1.952E+00 1.397 0.001 -2.724 7.423 2.724 0.002 -3.104 9.633
2.283E+01 4.778 0.004 4.712 22.202 4.712 0.004 4.623 21.370
4.688E+01 6.847 0.005 7.669 58.817 7.669 0.006 7.816 61.089
4.588E+01 6.773 0.005 8.031 64.501 8.031 0.006 8.312 69.092
7.636E+01 8.739 0.007 10.460 109.410 10.460 0.008 10.860 117.948

808.0138 90.1879 0.0705 -46.6144 1154.798 108.3590 0.0848 -49.3895 1245.822

-3.885 -4.116

9.030 9.384

96.233 103.818

0.706 0.734

9.810 10.189
0.8

|Et| |Et|/Yt-act

10.074 0.008
4.546 0.004
10.382 0.008
17.284 0.014
13.833 0.011
8.706 0.007
13.071 0.010
3.104 0.002
4.623 0.004
7.816 0.006
8.312 0.006
10.860 0.008

112.6121 0.0881
AIM-FX TRADING SYSTEM JOURNAL
September-2017
Trading Weekly & Daily Previous HLC
# Week Date Time O H L C volume
37 2017.06.08 0:00 1286.88 1288.68 1271.14 1277.69 75151
36 2017.06.09 0:00 1278.99 1281.77 1264.44 1266.42 72584
35 2017.06.12 0:00 1267.13 1270.08 1263.42 1265.58 61099
34 2017.06.13 0:00 1265.47 1268.72 1259.09 1266.25 41872
33 2017.06.14 0:00 1266.2 1280.51 1256.99 1260.71 83474
32 2017.06.15 0:00 1260.54 1266.41 1251.26 1253.64 65192
31 2017.06.16 0:00 1253.73 1256.88 1251.61 1253.58 44590
30 2017.06.19 0:00 1254.23 1255.44 1242.87 1243.45 38318
29 2017.06.20 0:00 1243.6 1247.84 1241.1 1242.91 40394
28 2017.06.21 0:00 1242.75 1247.57 1240.7 1246.22 46616
27 2017.06.22 0:00 1245.82 1254.5 1245.21 1250.2 66003
26 2017.06.23 0:00 1250.04 1258.62 1249.62 1256.45 46888
25 2017.06.26 0:00 1257.1 1257.9 1236.2 1244.35 61908
24 2017.06.27 0:00 1244.38 1252.91 1241.16 1246.9 72067
23 2017.06.28 0:00 1246.82 1254.55 1246.2 1248.88 83540
22 2017.06.29 0:00 1248.96 1252.95 1239.58 1245.03 89682
21 2017.06.30 0:00 1244.98 1248.01 1239.05 1241.29 79754
20 2017.07.03 0:00 1241.52 1242.5 1218.34 1219.81 69303
19 2017.07.04 0:00 1219.86 1226.3 1219.86 1223.23 41054
18 2017.07.05 0:00 1223.44 1228.62 1217.24 1226.6 75404
17 2017.07.06 0:00 1226.71 1228.99 1222.35 1224.86 61462
16 2017.07.07 0:00 1224.94 1228.17 1207.11 1212.91 64702
15 2017.07.10 0:00 1212.66 1215.32 1204.65 1213.96 47921
14 2017.07.11 0:00 1214 1217.23 1208 1217.12 49389
13 2017.07.12 0:00 1217.14 1225.5 1213.36 1220.15 60948
12 2017.07.13 0:00 1219.97 1224.2 1216.37 1217.21 47101
11 2017.07.14 0:00 1217.03 1232.62 1214.61 1228.4 54224
10 2017.07.17 0:00 1228.48 1235.79 1228.08 1233.78 44224
9 2017.07.18 0:00 1233.9 1244.29 1232.62 1242.16 57790
8 2017.07.19 0:00 1242.15 1243.79 1235.72 1240.93 40570
7 2017.07.20 0:00 1240.94 1247.3 1235.09 1244.28 56792
6 2017.07.21 0:00 1244.32 1255.5 1243.2 1254.74 42517
5 2017.07.24 0:00 1255.16 1258.58 1251.74 1255 43564
4 2017.07.25 0:00 1255.04 1257.48 1248.92 1249.73 50086
3 2017.07.26 0:00 1249.77 1263.29 1243.58 1260.67 62729
2 2017.07.27 0:00 1260.64 1265.06 1254.34 1258.89 72168
1 2017.07.28 0:00 1258.84 1270.62 1257.18 1269.34 66538
0 2017.07.31 0:00 1269.95 1270.81 1265.58 1269.25 46135
2017.08.01 0:00 1269.19 1273.86 1262.43 1268.62 55796
2017.08.02 0:00 1268.65 1272.57 1262.7 1266.36 54053
2017.08.03 0:00 1266.37 1270.6 1256.81 1268.31 62290
2017.08.04 0:00 1268.5 1269.94 1254 1258.59 66148
2017.08.07 0:00 1258.6 1259.69 1255.57 1257.57 41532
2017.08.08 0:00 1257.38 1264.99 1251.32 1260.69 59254
2017.08.09 0:00 1260.55 1278.49 1260.35 1277.06 85009
2017.08.10 0:00 1277.17 1287.58 1274.45 1286.18 80937
2017.08.11 0:00 1286.24 1291.97 1281.07 1288.85 102667
2017.08.14 0:00 1290.45 1290.45 1278.42 1281.54 90824
2017.08.15 0:00 1281.55 1281.74 1267.09 1271.14 85170
2017.08.16 0:00 1271.17 1283.59 1267.61 1282.8 75074
2017.08.17 0:00 1283.2 1289.9 1281.58 1287.82 101452
2017.08.18 0:00 1287.89 1300.56 1283.37 1284 112312
2017.08.21 0:00 1283.53 1293.55 1280.4 1291.56 78600
2017.08.22 0:00 1291.39 1292.33 1281.82 1284.75 69665
2017.08.23 0:00 1284.76 1291.15 1282.59 1290.45 70141
2017.08.24 0:00 1290.43 1290.99 1284.39 1286.06 73979
2017.08.25 0:00 1286.09 1294.01 1276.29 1291 91232
2017.08.28 0:00 1291.92 1311.8 1291.65 1309.63 64667
2017.08.29 0:00 1310.57 1325.77 1304.87 1309.31 129373
2017.08.30 0:00 1309.27 1313.37 1305 1308.49 83926
2017.08.31 0:00 1308.53 1323.4 1299.32 1321.12 85785
2017.09.01 0:00 1321.23 1328.6 1316.25 1324.88 71858
2017.09.04 0:00 1334.43 1339.4 1330.2 1333.8 52213
2017.09.05 0:00 1333.83 1344.1 1326.14 1339.43 93398
2017.09.06 0:00 1339.48 1342.21 1331.46 1333.86 91833
2017.09.07 0:00 1334.02 1349.65 1332.38 1348.75 112846
2017.09.08 0:00 1348.82 1357.29 1342.6 1346.21 123207
2017.09.11 0:00 1336.7 1339.82 1326.21 1327.29 88264
2017.09.12 0:00 1327.37 1331.91 1322.41 1331.72 88316
2017.09.13 0:00 1331.82 1334.54 1320.64 1322.35 88179
2017.09.14 0:00 1322.66 1330.18 1315.38 1329.05 98087
2017.09.15 0:00 1329.04 1333.94 1319.41 1319.71 104313
2017.09.18 0:00 1319.18 1319.58 1304.26 1307.06 71822
2017.09.19 0:00 1306.87 1311.26 1304.79 1310.69 80347
2017.09.20 0:00 1310.65 1315.64 1295.63 1300.74 96150
2017.09.21 0:00 1300.8 1301.29 1287.75 1290.76 96607
2017.09.22 0:00 1290.68 1298.26 1290.67 1296.81 77037
2017.09.25 0:00 1297.69 1311.68 1289.16 1310.29 102812
2017.09.26 0:00 1310.34 1313.22 1291.84 1293.32 101350
2017.09.27 0:00 1293.48 1295.76 1281.11 1282.37 103764
2017.09.28 0:00 1282.22 1288.35 1277.34 1286.95 94169
2017.09.29 0:00 1286.9 1289.94 1275.8 1279.69 88090
2017.10.02 0:00 1279.43 1279.51 1269.26 1270.47 65522
2017.10.03 0:00 1270.32 1274.25 1267.93 1271.38 51515
2017.10.04 0:00 1271.37 1281.8 1270.21 1274.35 60877
2017.10.05 0:00 1274.39 1278.54 1266.09 1267.71 51674
2017.10.06 0:00 1267.69 1276.16 1260.2 1276.16 74526
2017.10.09 0:00 1275.7 1285.02 1274.88 1283.53 48434
2017.10.10 0:00 1283.66 1293.78 1281.72 1287.31 72371
2017.10.11 0:00 1287.5 1291.21 1284.16 1288.93 63646
2017.10.12 0:00 1291.39 1297.06 1289.27 1293.08 62158
1576.863 1536.648