February 27, 2020

5 21

Cable & EURUSD Portfolio

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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.

 

 

21 Comments
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aprendendommn
aprendendommn
March 5, 2020 3:47 am

When I open those strategies I cant see any parameters as source code. Can you tell me why? Thanks!

tomas262
tomas262
Reply to  aprendendommn
March 9, 2020 4:42 pm

Hi, I have contacted Oliver to check those files attached. Hope he responds soon

phudit
phudit
Reply to  aprendendommn
August 12, 2020 1:09 pm

Hi,
Use a download helper and set it to .sqx

Suttisak Boonla
Suttisak Boonla
March 9, 2020 4:19 pm

Thank you for your sharing.
I tred to retest buy not trade at all.
How to solv it.
Thank you.

tomas262
tomas262
Reply to  Suttisak Boonla
March 9, 2020 4:42 pm

Hi, I have contacted Oliver to check those files attached. Hope he responds soon

hankeys
March 29, 2020 10:11 am

for me the strategies are working without a problem

Oliver
Oliver
Reply to  hankeys
April 8, 2020 11:54 pm

any suggestions for improvement?

XRISTOS ANDRONOUDIS
XRISTOS ANDRONOUDIS
April 7, 2020 11:47 am

hi i am new here can anyone help me to download these strategies?I don’t know-how

tomas262
tomas262
Reply to  XRISTOS ANDRONOUDIS
April 7, 2020 12:39 pm

Depends on the browser you use but generally right click and the file attached and choose “Save file as” or “save link content as” or similar. This will allow you to save to an sqx file

Marco
Marco
April 9, 2020 10:49 am

Hi guys, I confirm the strategies cannot be downloaded I tried various browsers but nothing.
I would add USDJPY (correlated with indices),
AUDUSD (correlated with gold),
USDCAD (correlated with oil).

tomas262
tomas262
Reply to  Marco
April 9, 2020 11:19 am
Oliver
Oliver
Reply to  Marco
April 9, 2020 10:01 pm

Thanks for the suggestions Marco. i have thought about these and felt concerned due to usd exposure. i was thinking of currency pairs like audnzd, cadchf, and maybe a jpy pair and possibly even remove one of the currency pairs already included.

Csaba
Csaba
August 15, 2020 1:17 am

I cannot download the strategies…

tomas262
tomas262
Reply to  Csaba
August 17, 2020 4:39 pm

The issue might be related to your browser. Which one do you use?

Csaba
Csaba
Reply to  tomas262
August 17, 2020 4:52 pm

Hi Tomas
I am using Firefox and Edge. Can it be, that it works just in Chrome?

tomas262
tomas262
Reply to  Csaba
August 17, 2020 11:06 pm

In Firefox try to right-click on the strategy file name and choose “Save link as”. It should offer you to save the file in .sqx format

Csaba
Csaba
Reply to  tomas262
August 18, 2020 8:21 am

It works, thank you very much!

Ronnaphop Monthian
Ronnaphop Monthian
October 10, 2020 9:25 am

How to backward test ?

Hani Hamdan
Hani Hamdan
December 9, 2020 4:12 pm

Hi Oliver,
I added your strategies to a demo account on FXCM since 3 week, yet there are no single trade, and there are no errors in the journal tab, although my strategies are working fine.
Any suggestions?

Konrad
Konrad
January 9, 2021 10:50 pm

I have tested Your’s portoflio’s on real ticks. 2020 was verified these strategies and unfortunetly they don’t work properly. To many looses and huge drawdown.

Emmanuel
Emmanuel
October 10, 2021 11:18 am

Thank you !! excellent !