Ghoul – USD/CAD forex 1h mean rev strategy

Forums ProRealTime English forum ProOrder support Ghoul – USD/CAD forex 1h mean rev strategy

This topic contains 1 reply, has 2 voices, and was last updated by avatar bezieh 1 week ago.

View all attachments
Viewing 2 posts - 1 through 2 (of 2 total)
  • #75788

    Hi all, made this for USD/CAD before i realized that spread was so effing high here. (2,5 avg spread for me..)

    Its still profitable but only barely and i wouldnt run it..

    Its based on one of Connors strategies, got the idea from the latest episode of “better system trader” podcast.

    Anyways i was hoping someone might wanna pick this one up and see if they can add or do something for it. Some kind of filter would be awesome i guess. Its not perfect in any way but i thought i’d hear some opinions.

    Important notes:

    it looks “really good” in most forex pairs 1h, ive included a  no spread photo of EUR/GBP just to show what i mean. I wouldnt run it there either, cus again with the 1,7 avg spread in eur/gbp its crap.

    Im fairly new to mean reversion so im not sure if this looking good in many pairs is actually a good thing or not, cus as soon as i add spread its much more crappy.

    Am i onto something or am i chasing an imaginary dragon and should start over again fresh?

    Its made based on my process and method which i have described in this forum before. Optimized on roughly 30% of the data at first, then optimized again on data from 2005 -> 2015

    In usd/cad years 2015-2018 has not been optimized at all.

     

    • Picture 1 = No spread
    • Picture 2 = No spread
    • Picture 3 = With spread (2,5)
    • Picture 4 = With spread (2,5)
    • Picture 5 = No spread

     

     

    Attachments:
    1 user thanked author for this post.
    #75830

    Looks like a good start, maybe if you try to work on strategies on 2/3h timeframe the spread wont affect as much 🙂

Viewing 2 posts - 1 through 2 (of 2 total)

Create your free account now and post your request to benefit from the help of the community
Register or