Multi-timeframe (M30-Daily) forex robot portfolio for EURUSD and GBPUSD, backtested 2004-2018. Shared for community discussion on strategy optimization, correlation analysis, and expansion to other currency pairs.
For the community
I have a portfolio of robots for eurusd and gbpusd. these robots have been built on 2 time frames. (higher time frame for guidance)
3x m30 & 4hr eurusd & gbpusd
3x1hr & daily eurusd & gbpusd
These have been built more or less inline with the latest quastic website course.
1. build 2012.01.01 to 2018.01.01 dukascopy utc +2
2. backwards test on 2004.01.01 – 2012.01.01
3. slippage 2004.01.01 to 2018.01.01
4. other market 2004.01.01 to 2018.01.01
5. lower time frame 2004 to 2018
6. higher time frame 2004 to 2018
7. monte trades manipulation randomly skip, trades order (exact & re-sample)
8. monte strategy parameters and combined spread, slippage and history data
9. all data with last 2 years greater than 1.1 profit factor
I have struggled to test strategy permutations as my knowledge is not so great in this area. which is one reason why i post. please comment
I have also not done any wfm tests. Again i feel my knowledge in this area for me is not great enough for me to draw any conclusions. Again please comment
I have last week loaded these on to demo account at 0.01 lots to see over the next 5 trades for each strategy perform in relation to SQx before committing real money.
I note 2 strategies on eurusd are somewhat corellated (0.6) but the rest im happy with.
Im also wonder which other currency pairs or other markets i can also look to add? another reason for the post and reaching out to the community for knowledge/spark conversation/debate.
Data settings
The strategy files store the settings they were built with (engine MetaTrader4, symbol EURUSD_M1_UTCPlus02, H1; engine MetaTrader4, symbol EURUSD_M1_UTCPlus02, M30; engine MetaTrader4, symbol GBPUSD_TICK_UTCPlus02, H1; 1 more in the other files). When you retest them, select your own symbol, engine and costs.
Free
Files
Strategy-CableEURUSDPortfolio.sqm1.2 MBLocked
Download unlocks after purchase or with an active tier.