Fractal breakout intraday Strategy EUR/USD 1H –

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This topic contains 355 replies, has 39 voices, and was last updated by avatar robertogozzi 9 months ago.

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  • #32137

    Hello guys We can discuss about the strategy here, we can help together to develop the strategy . This is the strategy posted in the Library there : Below you can find 3 screenshot with explanation of the stop, and levels used in this strategy.

    This trading sistem can be used with other currency pairs. To find the values ​​of variables suitable for other currency pairs, you must  use WF, to avoid  an overfitted values: if the WF will be done on bars 200,000 may be divided into two halves, the first test will be carried out with a large range value starting with the value in the attached picture below, the second test will have a range around the variables choices during the first test. IN THE LAST YEAR THE OPTIMIZATION OF TRAILING STOP SUGGEST THIS VALUE: TGL=9 TGS=10 … THIS MEAN ABOUT 10 PIP FOR BOTH

    2. FBS_EURUSD_60M_V2-2.itf
    3. FBS_EURUSD_30M_V2-3.itf
    4. FBS_EURUSD_15M_V2-3.itf
    5. FBS-EURUSD-1HV1.itf
    6. FBS-EURUSD-1HV3.itf
    7. FBS-EURUSD-1HV4.itf
    8. FBS_GBPUSD_15M_LONG.itf

    This the reinvestment version of Kasper, in his example him stressed the strategy with 5000 lots:

    @kasper could you comment it?


    Great idea Ale 🙂 how does the stoploss 48 do in the 200000 units and walk forward?

    edit: I see you already did it :). Ill take a look later when on the pc

    cheers Kasper

    1 user thanked author for this post.
    avatar ALE

    tick by tick backtest? trailingstop 5?


    1 user thanked author for this post.
    avatar ALE

    tick by tick backtest? trailingstop 5?

    This is the MFE trailing stop, exit levels are only update once per bar at each calculation.

    Please find attached the pictures of my own WF test with the first version of the strategy (200.000 bars, ticks mode, 1 point spread) over 10 Out Of Sample iterations.

    I think that to suit the strategy for over forex pairs, the best solution would be to enlarge the fractals period (‘cp’ variable) minimum and maximum for the optimisation. That would adapt the high/low fractals for each pair behaviour. Since WF optimisation take ages, I encourage anyone willing to help to test if this rough idea could be relevant and to continue explore other possibilities of improvements. Thanks.

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    avatar ALE


    Do you erase of my WF test and the picture ?

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    avatar ALE

    Hi Ale, that is just crazy numbers 🙂 I don’t have the premium version- but for 1 H data back to 1999, that is a valid test. I would like to help optimize but the data I have is only back to Jan. 2013

    Please add this Graph code- to see how much you are risking at each trade.



    @zilliq yes sorry, please repost it here.


    Hi Kasper

    I’ve attached pic with maxrisk curve and some value along the curve


    Thanks Ale. if you use in the reinvestment code, it should very soon stabilize around 1% risk


    No problem Nicolas

    I do a WF on 100 000 bars and the WF ratio was 36 % and 3 of 5 periods were >50 %


    I did a try by replacing TGL and TGS by a coefficient of averagetruerange, but the results was not good 🙁


    @ Zilliq what do you mean?



    This is results with 1 lot and risk 0.3


    @ale Zilliq tried to use a dynamic step instead of a fixed one with the help of ATR.

    Did someone tried to optimize with another pair already?

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