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.
- build 2012.01.01 to 2018.01.01 dukascopy utc +2
- backwards test on 2004.01.01 – 2012.01.01
- slippage 2004.01.01 to 2018.01.01
- other market 2004.01.01 to 2018.01.01
- lower time frame 2004 to 2018
- higher time frame 2004 to 2018
- monte trades manipulation randomly skip, trades order (exact & re-sample)
- monte strategy parameters and combined spread, slippage and history data
- 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.