Coensio_B2_EURUSD_H1 QQE/ATR strategy

Author: coensio

July 19th, 2019

Rating:
1 Star2 Stars3 Stars4 Stars5 Stars (7 votes, average: 4.00 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/

Obligatory disclaimer: Past performance and backtest is no guarantee of future success. All information should be viewed as educational only.
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Konrad
Konrad
5 months ago

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 5 months ago by Konrad
Roberto Romito
Roberto Romito
1 year ago

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

stickytrader
stickytrader
1 year 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
1 year ago

You can find in the StrategyQuantX \ custom_indicators \ MetaTrader4 folder

stickytrader
stickytrader
Reply to  tomas262
1 year ago

Thanks

Diego Michielan
Diego Michielan
1 year 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
1 year 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
1 year ago

Thanks for sharing Coensio

Ilya
Ilya
1 year ago

Thanks for sharing!

tomas262
tomas262
Admin
1 year ago

The strategy looks promising. Thank you for your contribution!