UsdJpy entry and exit at specific times.

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  • 05/28/2018 at 7:27 AM #71424 quote
    Philip Granath
    Participant
    Average

    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 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
    Master

    @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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UsdJpy entry and exit at specific times.


ProOrder: Automated Strategies & Backtesting

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Philip Granath @philip_granath Participant
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This topic contains 3 replies,
has 4 voices, and was last updated by Nicolas
7 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/28/2018
Status: Active
Attachments: 3 files
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