February 27, 2020

5 20

Cable & EURUSD Portfolio


All information including workflow settings and example strategies shared on the website is intended solely for the purpose of studying topics related to the usage of StrategyQuant software and is in no way intended as a specific investment or trading recommendation.
Neither the website operator nor the individual authors are registered brokers or investment advisers or brokers.
If specific financial products, commodities, shares, forex or options are mentioned on the website, it is always and only for the informational purposes.
The website operator is not responsible for the specific decisions of individual users.

For the community

I have a portfolio of robots for eurusd and gbpusd. these robots have been built on 2 time frames. (higher time frame for guidance)

3x m30 & 4hr eurusd & gbpusd

3x1hr & daily eurusd & gbpusd

These have been built more or less inline with the latest quastic website course.

  1. build 2012.01.01 to 2018.01.01 dukascopy utc +2
  2. backwards test on 2004.01.01 – 2012.01.01
  3. slippage 2004.01.01 to 2018.01.01
  4. other market 2004.01.01 to 2018.01.01
  5. lower time frame 2004 to 2018
  6. higher time frame 2004 to 2018
  7. monte trades manipulation randomly skip, trades order (exact & re-sample)
  8. monte strategy parameters and combined spread, slippage and history data
  9. all data with last 2 years greater than 1.1 profit factor

I have struggled to test strategy permutations as my knowledge is not so great in this area. which is one reason why i post. please comment

I have also not done any wfm tests. Again i feel my knowledge in this area for me is not great enough for me to draw any conclusions. Again please comment

I have last week loaded these on to demo account at 0.01 lots to see over the next 5 trades for each strategy perform in relation to SQx before committing real money.

I note 2 strategies on eurusd are somewhat corellated (0.6) but the rest im happy with.

Im also wonder which other currency pairs or other markets i can also look to add? another reason for the post and reaching out to the community for knowledge/spark conversation/debate.