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real gbp vs eurusd

6 replies

4 years ago #242362

gbpusd strategies(3) medium/low robust strategies(stress test)

eurusd strategies (11) medium robust strategies(form me)stress test

make me angry when these things happen………..

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4 years ago #242368

my 2 cents:

– i take all MC tests only as a filtering tests to get somehow to your final strategy. Even if i take strategies without any testing (only build IS/OOS, 2. OOS) and make some random choose by entry building blocks i can be profitable more than with strategies with MC tests, WFM, whatever test, with portfolio, where monthly correlation is < 0.3. Everything could be overoptimised, even the workflow, making of portfolio, …

– markets are changing very fast, strategies will be dying. New approaches are needed for building strats and portfolios

But your test is only for a small amount of time, could be only coincidence

i am trading EAs from SQ from 2006 and from these times, the EURUSD is still the best market from the point of whole history from 2006

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4 years ago #242372

it was just a little thought….however it reflects almost 100% between BT and real
and already something and the wallet behaves as expected DD etc etc etc

thanks Gianfranco

4 years ago #242374

atr eurusd D1….last 5 years……….no comment

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4 years ago #242376

atr gbpusd D1 last 5 years………

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4 years ago #242379

atr eurusd W1…..minimum from 1999………what’s going to happen

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4 years ago #242380

can be an idea to do OOS tests at volatility time windows

thanks gianfranco

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