Backtest of the given strategies from the library, here #eur/us
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- This topic has 23 replies, 1 voice, and was last updated 2 years ago by JohnScher.
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11/06/2022 at 4:29 PM #203644
It was asked often enough, here now please, let’s continue!
The purpose is to check the strategies given in the library. For most strategies, this means backtesting years after their release, effectively out-of-sample.
The review of the strategies was started with Ger40 and is finished there, please compare it here
https://www.prorealcode.com/topic/backtest-of-the-given-strategies-from-the-library-here-dax40/Next is probably the most important currency pair in the world eur/us.
What I can find of strategies under #eur/us in the library I want to review.I did 10 backtests today, see the following comments
Depending on free time I would post 10 packages here bit by bit
Maybe one or the other here can be supportive and also post backtests, work sharing could be the keyword.Rules:
Backtests will be sorted by oldest strategy first.
The picture, diagram as posted today, with the link to the strategy should be enough.
No questions in the thread, no answers in the thread, the information given must be enough. If it is really necessary to talk about a single strategy, please open a new thread. Posting here should be clear, simple, comparable and concise.Time zone and time frame should be care. If time frame is not specified, I have tested 1, 5, 15, 60 and 240 minutes and posted the best result. Day can still be tried.
Spread 2 points I find okay (please no discussions, a good system must endure this with profit).
The test goes over 1 million units in the lower time levels.I think we made it ……………!
Thanks to all who posted their strategies !!!!11/06/2022 at 4:30 PM #20364511/06/2022 at 4:30 PM #20364711/06/2022 at 4:30 PM #20364911/06/2022 at 4:31 PM #20365111/06/2022 at 4:31 PM #20365311/06/2022 at 4:32 PM #20365511/06/2022 at 4:32 PM #20365711/06/2022 at 4:33 PM #20365911/06/2022 at 4:33 PM #20366111/06/2022 at 4:33 PM #20366311/06/2022 at 4:34 PM #203665that´s all for today, until then
5 users thanked author for this post.
11/13/2022 at 1:55 PM #20407111/13/2022 at 1:56 PM #20407411/13/2022 at 1:56 PM #204077 -
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