EURUSD M30 1000% Strategie
58 replies
tnickel
11 years ago #110555
Hi I found a good Strategie.
I generated this Strategie with data EURUSD_fhdb with Timeframe H1.
But the strategie works on M15 M30 H4 too.
I have checked the strategy in metatrader with data from activetrades, It works excelent on M30.
If you want you can test this strategy on a demoaccount and give me a response. I will do the same.
Please give me a feedback. Is this strategy good? or is were somethink what is not ok?
thomas
https://monitortool.jimdofree.com/
Mark Fric
10 years ago #122285
Hi,
I’ll post one good strategy for EURUSD/H1 here I just recently found.
The strategy passed all the robustness tests and walk-forward analysis, it is profitable even on GBPUSD.
Right now I started trading it on a demo account, and it is a very good candidate for live trading – once the demo proves its performance.
I intend to publish a new portfolio of trading strategies for SQ, right now I’m still running generation for USDCHF and USDJPY, it seems to be more difficult to find a good strategy for these symbols.
Mark
Mark
StrategyQuant architect
tnickel
10 years ago #122286
Hi Mark,
thank you.
I will install this strategy on demo account and real account.
I compare the trades. And if the trades on real and demo are the same I can increase the lotsize 🙂
At the moment I optimize the strategy and check the robustness of this optimized strategies.
thomas
https://monitortool.jimdofree.com/
tnickel
10 years ago #122289
Hi Mark,
I have optimized the strategy.
But is only possible so save one optimized strategy.
All the strategies have the same name.
I want to make an robustness test with the optimized strategies, but it is only possible with one strategy.
Make it sense to make an robustnesstest with optimized strategies ?
thomas
https://monitortool.jimdofree.com/
Mark Fric
10 years ago #122290
Hi Mark,
I have optimized the strategy.
But is only possible so save one optimized strategy.
All the strategies have the same name.
I want to make an robustness test with the optimized strategies, but it is only possible with one strategy.
Make it sense to make an robustnesstest with optimized strategies ?
thomas
Hi Thomas,
hm, you can save them one by one, when you save single file you can specify its file name.
If strategy is optimized it is still basically the same strategy, only curve fitted to given historical data.So Robustness tests for original strategy should be still valid.
You should run walk-forward test on the strategy to check if it makes sense to reoptimize it and what is the best reoptimization period (using WF Matrix).
I personally run it on demo account without any optimization now, although it passed WF matrix test and I could choose to optimize it using its results.
Mark
Mark
StrategyQuant architect
john99
10 years ago #122300
Hi Mark,
I tried testing the strategy in MT4 without success.
MT4 and SQ have the same data history installed, but the strategy doesn’t take any trades.
Batch
10 years ago #122301
Just a casual brief visit with casual comments. Finding candle patterns do very nice in robust tests.
Am doing on one SQ short 1yr-3mo .str’s for checking out concept of periodically replacing EA’s. Doing only longs and just tp’s and 1hr, good selections pop up fast, within minutes. Nice.
Just brief comment on Mark’s method of development: I’m somewhat in shock, am used to just trying to get somewhere but also watching robustness tests, is all this other routine absolutely the way to go? Wow!
Jerry
Mark Fric
10 years ago #122302
Just a casual brief visit with casual comments. Finding candle patterns do very nice in robust tests.
Am doing on one SQ short 1yr-3mo .str’s for checking out concept of periodically replacing EA’s. Doing only longs and just tp’s and 1hr, good selections pop up fast, within minutes. Nice.Just brief comment on Mark’s method of development: I’m somewhat in shock, am used to just trying to get somewhere but also watching robustness tests, is all this other routine absolutely the way to go? Wow!
Jerry
Hi Jerry,
my method is one of many possible, if your method works for you then there’s not a problem.
I never tried periodically replacing EAs, so I don’t have experience with this kind of approach. But I heard that somebody build a profitable system with this principle.
Mark
Mark
StrategyQuant architect
tnickel
10 years ago #122306
Just a casual brief visit with casual comments. Finding candle patterns do very nice in robust tests.
Am doing on one SQ short 1yr-3mo .str’s for checking out concept of periodically replacing EA’s. Doing only longs and just tp’s and 1hr, good selections pop up fast, within minutes. Nice.Just brief comment on Mark’s method of development: I’m somewhat in shock, am used to just trying to get somewhere but also watching robustness tests, is all this other routine absolutely the way to go? Wow!
Jerry
Hi Jerry,
I don´t understand this.
Can you explain more detailed about this finding process. An example will be good.
thomas
https://monitortool.jimdofree.com/
Batch
10 years ago #122307
Hi Jerry,
I don´t understand this.
Can you explain more detailed about this finding process. An example will be good.thomas
I’m sorry thomas, meant to include that good robust came up fast for Random search for 1hr usdjpy and candle patterns also checked along all indies, bar-open-only. Excellent over last 1yr-3mo only, didn’t try on longer period.
Jerry
tnickel
10 years ago #122308
Ok,
bar-open-only ist more robust.
…
….
I read the new explanation from mark about the walk-forward analyser.
I think this walkfforward analyser ist genial.
I think we will find strategies who pass all tests.
The big question is, are this strategies profitabel on realaccounts?
thomas
https://monitortool.jimdofree.com/
Batch
10 years ago #122309
Ok,bar-open-only ist more robust……..I read the new explanation from mark about the walk-forward analyser. I think this walkforward analyser ist genial.I think we will find strategies who pass all tests. The big question is, are this strategies profitabel on realaccounts? thomas
Re:live trading: I use a $50 live mini acct at ibfx with a penny-pip-lot, thus I go directly from seeing good equity & robust test in SQ to an EA in mt4 on live$ acct. Saves me doing demo step. I use the historical data from their server too……atter opening history center I usually have to undo auto scroll and refresh chart and then hold UP key to download as much 1hr bars as possible…….thus I’m using same backdata that came from live$ $10,000 10mini accts! (1lot)!! I then imports into db of SQ.
Often but not always I have to use mt4’s optimizer before a pplying the result to chart.
Mark mentions he has heard from another that replaceable EA approach has worked for them, that be nice, so far I had been bouncing around with 4 4hr or 4 15min or ….as of now, have 4 1hr on charts. I’ve also seen from a forum somewhere discussing some guy’s process using that competitor to SQ software and he claims going forward ok. Might make sense if it did work, you’d think 1yr-3mo 1hr bars and having ok robust tests would be enough, soooo, guess I’ll see! 😉 Just now see I need replace audusd as it was generated Jun 27th.
Jerry
Mark Fric
10 years ago #122580
Hi,
I’m posting one more strategy that is mentioned in Walk-Forward Matrix article.
This one is for GBPUSD/H1, it passed the robustness tests and I currently test it on a small live account.
The chart shows equity of this strategy during walk-forward optimization (blue) compared to original strategy without reoptimizations (gray).
Best regards,
Mark
Just a note – this strategy is strictly for SQ owners, don’t publish it anywhere else.
Mark
StrategyQuant architect
tnickel
10 years ago #122589
Dave
10 years ago #122644
Your tutorial suggests using two currencies to test a strategy in order to minimize the chances of curve fitting. Could this be used to test all related currencies at the same time by selecting multiple currencies? For example you suggest testing the EURUSD and the second currency of GBPUSD. Is there any detriment to also add the AUDUSD and NZDUSD pairs?
Thanks,
Dave
Never give up!
Mark Fric
10 years ago #122686
Hello Dave,
using more currencies is an option – the more currencies the strategy work on, the more robust it is. but it is also much more difficult (and it takes more time) to find a good strategy that works on multiple currencies.
EURUSD and GBPUSD behave in a similar way, it is relatively easy to find a strategy that works on both without any parameter changes.
Other currencies might not work as good, it depends on how much correlated are the pairs.
AUDUSD should be correlated to NZDUSD, so it should be also relatively simple to find a strategy that works on them both.
Mark
Mark
StrategyQuant architect