70% success rate Forex intraday strategy

Your success rate?

  • 70%+

    Votes: 2 28.6%
  • 50%+

    Votes: 2 28.6%
  • Less than 50%

    Votes: 3 42.9%

  • Total voters
    7
Thanks for your note. :)
rajesheck speaking about price rallies, can you please elaborate on how you found out that 0.12% is "crucial" rate of change for Forex? Did you perform some statistical analyses?
 
rajesheck speaking about price rallies, can you please elaborate on how you found out that 0.12% is "crucial" rate of change for Forex? Did you perform some statistical analyses?

It is based on moderation approach. If we increase the parameter (0.12%) the risk reward ratio may be improved but the number of signals per month will come down. If we decrease the parameter then the signals per month will increase but the RR ratio may be affected.
 
It is based on moderation approach. If we increase the parameter (0.12%) the risk reward ratio may be improved but the number of signals per month will come down. If we decrease the parameter then the signals per month will increase but the RR ratio may be affected.
And the parameter 0.12% is universal for all pairs? I would expect some differencies
 
When I went to school, a rally from 1.0 to 1.12 was called 12%, not 0.12%. Must be this "new math", I suppose ...
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But then my regression generates the coefficient of 10,000. I don't know how they can generate that coefficient with decimal numbers. Probably because my total data size is over 1 Terabyte.
 
And the parameter 0.12% is universal for all pairs? I would expect some differencies

Trading is an art. In creativity there is nothing right or wrong. What is more important is make consistent profits. You may tweak the parameter as you wish. :)

There differences in parameter across the segments are :
1. Index Futures : 0.18%
2. Equities : 1%
3. Commodities : 0.5%
4. Forex : 0.12%
 
Trading is an art. In creativity there is nothing right or wrong. What is more important is make consistent profits. You may tweak the parameter as you wish. :)

There differences in parameter across the segments are :
1. Index Futures : 0.18%
2. Equities : 1%
3. Commodities : 0.5%
4. Forex : 0.12%


This is subjective

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I've made quick manual test of this strategy and it seems very promissing. Working on R backtest with quantmod. Anyone else testing it?
 
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