Coensio_B2_EURUSD_H1 QQE/ATR strategy

Author: coensio

July 19th, 2019

Rating:
1 Star2 Stars3 Stars4 Stars5 Stars (5 votes, average: 4.20 out of 5)
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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/

9 Comments
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Roberto Romito
Roberto Romito
9 months ago

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

stickytrader
stickytrader
9 months ago

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

tomas262
tomas262
Admin
Reply to  stickytrader
9 months ago

You can find in the StrategyQuantX \ custom_indicators \ MetaTrader4 folder

stickytrader
stickytrader
Reply to  tomas262
9 months ago

Thanks

Diego Michielan
Diego Michielan
10 months ago

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
10 months ago

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

Nicolas GROLLIER
Nicolas GROLLIER
10 months ago

Thanks for sharing Coensio

Ilya
Ilya
11 months ago

Thanks for sharing!

tomas262
tomas262
Admin
11 months ago

The strategy looks promising. Thank you for your contribution!