UsdJpy entry and exit at specific times.

Philip Granath · 2018-05-28T06:27:59+00:00

This is a very simple strategy i came up with, only using two moving averages and a time based entry and exit. I´ve not played around with different entrys too much. Feel free to come up with better ideas for entrys and exits around this time period. The code refers to Swedish time gmt +2 if im not misstaken.

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05/28/2018 at 7:27 AM #71424 quote

Philip Granath
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This is a very simple strategy i came up with, only using two moving averages and a time based entry and exit. I´ve not played around with different entrys too much. Feel free to come up with better ideas for entrys and exits around this time period. The code refers to Swedish time gmt +2 if im not misstaken.

LongUsdJpyTimeOnly.itf adfaaeebcdffb-1527430408pcl48.jpg

05/28/2018 at 7:50 AM #71467 quote

jebus89
Participant

Master

its curvefit for 100K.. pls see photo of 200K backtest.

Ur “code” is not a code at all. All u got is 2 moving averages and u sell on what time it is, which logically is a bad idea..

Vonasi thanked this post

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05/28/2018 at 7:58 AM #71471 quote

Vonasi
Moderator

Master

jebus89 wrote:

its curvefit for 100K.. pls see photo of 200K backtest.

An excellent example of how in sample followed by out of sample testing can tell us how curve fitted a strategy is to the in sample period. This strategy could be used in ‘How not to curve fit – lesson one’.

It was always doomed to failure due to the use of lagging average indicators tuned to the in sample period and time based entries/exits also tuned to the in sample period.

Don’t be disheartened as your simple strategy has at least three valuable lessons learnt from it – so it has not been a worthless endeavour. 🙂

05/28/2018 at 8:00 AM #71472 quote

Nicolas
Keymaster

Legend

@jebus89

Please make it easy 🙂

Philip has found a recurring pattern, which is obviously not functioning before the data he has on its account. Buy at market on Asian session and sell when London is opening.

If no one share anything, no one will learn..
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