This study is one on which I’m working on for my portfolio project. Originally developped for H1 timeframes, the very first strategy does perform fairly well on others even in M1.
Here are the robustness test results for the top 9 strategies obtained through genetic evolution and done with the Monte Carlo method: 100 simulations, randomized [...]
I’m working on a project of portfolio using two strategies. It aims at trading pairs that correlate significantly with EUR/USD: GBP/USD, USD/CHF, USD/CAD, and others.
The first strategy is based on stop orders. It has been developped on EUR/USD using a timeframe of 1 hour; and then optimized for M15 and M5. Some tests have [...]
This EURUSD H1 time-frame strategy uses Exponential Moving Averages and Average True Range. It works by placing pending orders each day of the week.
Tick-by-tick data testing shown that this strategy might have generated 11845 pips profit between April 2007 to June 2013.