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Forums>StrategyQuant>Extras & Strategies>Found good EURUSD H1 strategy

  • #110572 |
    Customer
    238 Posts

    Hi,
    I found a good EURUSD H1 strategy.

    I calculated this strategy in the following steps.

    Step 1) Generated 200000 strategies EURUSD H1, tick simulation with data from ActiveTrades
    Step 2) Checked with metatrader with data from EURUSDfhdb

    I attached the metatrader backtest and the GB strategy.

    The equitycurve looks good, but it is possible that this strategy is curve fitted?

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    Who want to test this strategy at his broker?
    thomas

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    https://monitortool.jimdofree.com/

    #120384
    Customer
    2 Posts

    Hi Thomas,

    I was testing out a couple of my strategies on strategy tester so I put yours through as well. The results were a bit different so I have added them below for you to take a look at if you wish.

    I have done a couple of things, there are two files that cover your strat using Dukascopy Tick Data through MT4 Strat tester, one at fixed lots and one at 2% MM. I also put your strat back through GB using the Dukascopy Tick Data (DTD) that I imported and also ran it on the FHD data in GB as a control run (althought there is a 4 month or so difference in end dates between data sets).

    I haven’t had time so far to take a closer look at the differences between GB and MT4 using the same data. The MT4 files are too large to load here, but if you want them then let me know and I’ll find another way.

    Cheers,

    Richard.

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    #120385
    Customer
    2 Posts

    Ok, couldn’t work the compressed files feature properly! Attached are the 2 MT4 files.

    Cheers,

    Rich

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    #120388
    Customer
    238 Posts

    Hi Richis,
    thanks.

    Data from dukas shows not the same equity curve but both are winning strategies.

    I have done additional tests.

    1) A Walk-Forward-Analyse
    2) Forwardtest with unseen data from ActiveTrades from 01.01.2012-04.04.2012
    3) Forwardtest with unseen data from Forextester from 01.01.2012-31.07.2012
    4) RealTickdatatest with real Tickdata form Active Trades from 13.07.2012-10.09.2012

    Results:————-
    1) The Walk-Forward Ratio is 0.4. A Walk-Forward Ratio > 0.5 says that is a good strategie.
    I think 0.4 is not perfect, but it says no loosing strategie.

    2) This test says no winning and no loosing

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    3) This test says loosing

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    4) This test says winning

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    conclusion:
    Strategy sometimes winning and sometimes loosing.

    thomas

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    https://monitortool.jimdofree.com/

    #121652
    Customer
    238 Posts

    Hi Strategy 203485 is curvefitted  :( 

    It is not so easy to find good strategies. But it is possible :)

     

    The importend think is to make a good forwardtest.

     

    I think the best timeframe to find good strategies is at the moment H1.

    thomas

    https://monitortool.jimdofree.com/

    #121654
    Customer
    17 Posts

    There is a lot of evidence out there showing that partial exits, scaling in/out of trades and position sizing may vastly improve many strategies, even mediocre ones…

     

    Here is what Mark replied a couple of months ago regarding this;

     

    <<As for partial exits and position sizing, I would like to make it totally flexible – so you can define your own exit type and possible also position sizing.

     

    It will be not a part of next version of GB that will be released in March, but we’ll start working on it right after that.>>

     

    I’m definitely looking forward to having these features in the GB arsenal…!!!

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