July 19, 2019

5 11

Coensio_B2_EURUSD_H1 QQE/ATR strategy

Disclaimer:

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A long term breakout strategy based on QQE indicator as entry signal and ATR indicator for breakout levels calculation and control of StopLoss levels. Strategy makes only few trades per year but has a relatively high Ret/DD ratio.

Workflow used:

1 OOS test
2 Larger Slippage
3 Cross market GBPUSD
4 Higher/Lower time-frame: M30/H4
5 MC random trades
6 MC skipping trades
7 MC random parameters
8 MC random volatility ATR
9 MC random slippage
10 MC random spread
11 WFM optimization
12 Optimization profile check
13 SPP check
14 Forward trading

Important note: strategy stagnates in periods with a low market volatility (like 2018 and 2019).

Also discussed on our SQ forum:

https://strategyquant.com/forum/topic/please-rate-my-new-strategy-eurusd-h1/

11 Comments
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tomas262
tomas262
July 19, 2019 9:25 am

The strategy looks promising. Thank you for your contribution!

Ilya
Ilya
July 19, 2019 10:58 am

Thanks for sharing!

Nicolas GROLLIER
Nicolas GROLLIER
August 19, 2019 10:00 pm

Thanks for sharing Coensio

Diego Michielan
Diego Michielan
August 23, 2019 9:50 am

Hi just backtested in MT4 and found very different results. Do you have any suggestion on how to reduce the gap? This can be very useful in general. Thanks.

scott johansen
scott johansen
Reply to  Diego Michielan
September 4, 2019 1:02 am

Diego, did you use 99% accurate data when backtesting in MT4? Standard MT4 set up is not reliable for back testing.

stickytrader
stickytrader
September 19, 2019 12:36 pm

Thanks for sharing this strategy. where can I find the QQE indicator which works with the MT4 export of this strategy ?

tomas262
tomas262
Reply to  stickytrader
September 19, 2019 3:31 pm

You can find in the StrategyQuantX \ custom_indicators \ MetaTrader4 folder

stickytrader
stickytrader
Reply to  tomas262
September 20, 2019 8:26 am

Thanks

Roberto Romito
Roberto Romito
September 26, 2019 7:03 pm

It’s beautiful, it’s performing!!!Bravo Coensio.

Konrad
Konrad
January 9, 2021 6:36 pm

Unfortunately this strategy does not working good in recent last years. (2018-2020) Too many cosecutive losses and small number of trades in that period for me

Last edited 9 months ago by Konrad
Emmanuel
Emmanuel
October 10, 2021 11:27 am

Thank you very much !! this is really interesting