UsdJpy entry and exit at specific times.

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

  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.

  

  Philip Granath

  Participant

  Topics: 1

  Replies: 0

  Been thanked: 0 times
  05/28/2018 at 7:50 AM #71467
  jebus89

  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..

  1 user thanked author for this post.

  Vonasi

  

  jebus89

  Participant

  Topics: 118

  Replies: 587

  Been thanked: 240 times
  05/28/2018 at 7:58 AM #71471
  Vonasi

  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. 🙂

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1812 times
  05/28/2018 at 8:00 AM #71472
  Nicolas

  @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..

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20874

  Been thanked: 4801 times
• Author
  Posts