Coensio_B2_EURUSD_H1 QQE/ATR strategy
July 19th, 2019
(7 votes, average: 4.00 out of 5)
Loading...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/
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
It’s beautiful, it’s performing!!!Bravo Coensio.
Thanks for sharing this strategy. where can I find the QQE indicator which works with the MT4 export of this strategy ?
You can find in the StrategyQuantX \ custom_indicators \ MetaTrader4 folder
Thanks
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.
Diego, did you use 99% accurate data when backtesting in MT4? Standard MT4 set up is not reliable for back testing.
Thanks for sharing Coensio
Thanks for sharing!
The strategy looks promising. Thank you for your contribution!