Morning-Seasonality (EU Session) – EUR/USD 15min

Forums ProRealTime English forum ProOrder support Morning-Seasonality (EU Session) – EUR/USD 15min

Viewing 13 posts - 1 through 13 (of 13 total)
  • #98251

    I would like to introduce a very nice and simple strategy. Unfortunately it is not mine. I found it on https://www.trading-treff.de/wissen/handelsstrategie-fuer-daytrader-im-eurusd-backtest-inklusive and rebuilt it once. It just make Short-Trades, because Long-Trades would increase the Equity curve. As you can see, it works quite well (Spread: 1). If someone can test it for a longer period of time, that would be nice. If someone had an idea to minimize the drawdowns a bit, it also would be nice.

     

    2 users thanked author for this post.
    #98357

    Hi imokdesign

    Thanks for sharing! Did give it a spin and I’am surprised about the results!

     

    #103170

    Paul, i have good result but maybe not enough history. Could you test 200K on UT1 with

    #103178

    200k test

    1 user thanked author for this post.
    #103188

    Maybe interesting with the frequency per day and a higher position size. What are you thinking about it ?

    #103217

    it’s not good enough

    perhaps I will work on it later

    #103227
    Abz

    hello

     

    backtest from april 2006 , it performs much better with average 50 rather than 200. Attached result are for average 50

    #103238

    I try this system on ut1, but it’s stop by pro order. That’s often the case with ut1. Someone know why and how to avoid that?

    #104272

    The best results are with the average between 70 and 120

    Tips: you can backtest this strategy with a 1hour timeframe, it give very similar results and the backtest is much longer.

     

    Also, you can reduce the %LOSS to 0.5-0.75

    It does not affect the G/L ratio, but it helps to reduce the max loose for 1 trade.

     

    I join you the report with TF=1hour, spread=0.6, average=80, %LOSS=0.75

    #104823

    What if you still pay attention to the moneymanagement. I like the argument of the compound interest. I inserted it from this link:
    https://www.prorealcode.com/blog/learning/money-management-prorealtime-code/

    I hope I have inserted this correctly … does not look bad, but I have not tested if that works. (EUR/USD mini)

     

     

     

     

    #117051

    I noticed that the author runs the moving average on a daily basis. that would be multitime. It would also work so far, except that sometimes whole months are not traded.

    #117077

    i think is more or less exactly the same as the other “Short the eur/usd in this time” code which is on this forum? Cant find it right now but its not old either. I do belive the other one looks better than this one. Someone dig it up! 🙂

    #162382

    I Just want to update this thread, with very little improvement (more histroy). Its the Resault with the max Profit and not with the min Drawdown. With SMA80 there is a big Drawdown from 2012 -2016. With the SMA 14 its much better but since 2020 a little worse.

     

    2 users thanked author for this post.
Viewing 13 posts - 1 through 13 (of 13 total)

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