Coensio_B2_EURUSD_H1 QQE/ATR strategy

Author: coensio

July 19th, 2019

Rating:
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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/

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tomas262
Admin
tomas262

The strategy looks promising. Thank you for your contribution!

Ilya
Member
Ilya

Thanks for sharing!