This article is obsolete and no longer maintained.
Trading style: around the clock, swing style using a trailing stop; trades very frequently yet the trades are not short in duration.
Currency pairs: EURUSD, USDCHF, GBPUSD, USDCAD, AUDUSD
EA price: $247 (20% discount if you purchase through the eareview link below, bringing the price down to $197)
License: 1 account
NFA compliance: yes (with DualMode disabled)
Refund policy: 30 days Read more at the Fast Forex Millions website
Note: it has become apparent that the behavior of this expert advisor varies wildly from a broker to another and most users are reporting a negative outcome. This is caused by the fact that one of the indicators used is Fractals which is not consistent across different feeds.
Birt’s forward test
Settings: defaults other than risk which was set as follows: EURUSD – 3, GBPUSD – 3, AUDUSD – 2
Stopped: 26.08.2012 (poor performance, extremely different behavior on different brokers, curve-fitting evidence)
Account type: live, micro
Starting balance: $300
Note: USDCHF is not running. Since 27.03.2012, USDCAD is no longer active either.
History center data
EURUSD history center data, default settings, risk 1.5
GBPUSD history center data, default settings, risk 1.5
USDCHF history center data, default settings, risk 1.5
USDCAD history center data, default settings, risk 1.5
AUDUSD history center data, default settings, risk 1.5
Since people suggested Fast Forex Millions might be curve fit with hardcoded dates in the DLL, I acted on the suggestion by alex19771977 in the comments below and shifted the years to investigate whether that was true or not. To keep the same calendar (speaking of the days of the week), I had to shift the year by 28; since it wasn’t possible to shift it 28 years in the future due to MT4 platform limitations, I decided to shift it by 28 years in the past which falls well within the Unix epoch so it worked perfectly. The backtest I ran using the FXT created this way was 100% identical to the backtest posted above with the same parameters (tick data, real spread, default settings, risk 3). I am also posting it here for reference in case anyone wants to check it out.
As a conclusion, there are definitely no hardcoded dates in the DLL for the EURUSD pair which is the best performer by far. I suspect there is no such thing for the other pairs either, but if you want to check it out yourself feel free to subtract 883612800 from cur_time in the ReadNextTick() function of the FXT script that you’re using and test it.