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19. 7. 2019

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Coensio_B2_EURUSD_H1 QQE/ATR strategy

Disclaimer:

All information including workflow settings and example strategies shared on the website is intended solely for the purpose of studying topics related to the usage of StrategyQuant software and is in no way intended as a specific investment or trading recommendation.
Neither the website operator nor the individual authors are registered brokers or investment advisers or brokers.
If specific financial products, commodities, shares, forex or options are mentioned on the website, it is always and only for the informational purposes.
The website operator is not responsible for the specific decisions of individual users.

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/

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tomas262
tomas262
19. 7. 2019 9:25 am

The strategy looks promising. Thank you for your contribution!

4
Ilya
Ilya
19. 7. 2019 10:58 am

Thanks for sharing!

0
Nicolas GROLLIER
Nicolas GROLLIER
19. 8. 2019 10:00 pm

Thanks for sharing Coensio

0
Diego Michielan
Diego Michielan
23. 8. 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.

0
scott johansen
scott johansen
Reply to  Diego Michielan
4. 9. 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.

0
stickytrader
stickytrader
19. 9. 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 ?

0
tomas262
tomas262
Reply to  stickytrader
19. 9. 2019 3:31 pm

You can find in the StrategyQuantX \ custom_indicators \ MetaTrader4 folder

2
stickytrader
stickytrader
Reply to  tomas262
20. 9. 2019 8:26 am

Thanks

0
Roberto Romito
Roberto Romito
26. 9. 2019 7:03 pm

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

0
Konrad
Konrad
9. 1. 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 4 years ago by Konrad
0
Emmanuel2
Emmanuel2
10. 10. 2021 11:27 am

Thank you very much !! this is really interesting

0
Arvid Mock
Arvid Mock
4. 3. 2022 10:59 pm

Hello coensio,

can you please share the sqx-strategy file.
Thank you.

Greetings

Arvid

0
Mujahid Zarook
Mujahid Zarook
3. 4. 2023 7:54 am

ITs need a QQE indicator can you post here thanks, also need help with the gird template

0