ABCDEFGHIJKLMNOPQRSTUVWXYZAA
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TopicNotesResearcherComments
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Backtesting settingsLotSize 0.1 instead of 0.01
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Remove pair from "Symbol [Current if Empty]"
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NegativeSwapFilterAction = No action
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UseNewsFilter = false
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ObservationsIdentify good setups with different currency-sets e.g. GBPAUD with set EURNZD is good in BUY and uses a totally different set. We are interested in such combination. GBPAUD with set AUDCAD is good in BUY but the set is not totally differnet (matching AUD), so we are less interested.
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Identify good setups with a stable rising curve since Jan 2017
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Some strategies have weekday filters e.g. AUDNZD OrderDayOfWeek 145. Make additional backtests without this restriction.
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For some strategies the trading window might be too narrow. Increase the trading window by modifying OrderHourStart=18, OrderMinuteStart=0, OrderHourStop=3, OrderMinuteStop=59 and make new backtest for the most promising pairs.
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Identify the best performing pair to continue research Gerry: GBPAUD
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Backtest of market-sets except CHFJPY have low prio due to high correlation with the limit-sets.Gerry: Not true for some sets e.g. NZDCADset on GBPAUD
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Open questionsDifference between OrderHourStart/Stop and OrderHours? It's used in the EURCHF set
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What is PCh_Left_Confirm/PCh_Right_Confirm?
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Final goalFinding a pair that shows a better performance than the basic pair the initial set was designed
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Alternative: Finding a pair with an acceptable performance (can be worse than the basic pair the initial set was designed) but a low correlation with the basic pair/set.
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Attributes of a good MR strategy
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Not too many and not too less trades
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High profit factor
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High return/max drawdown ratio
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Low correlation with other strategies
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High average trade
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Low SL/TP ratio
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Less sensitive to news
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Good performance with slightly different parameters
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Good results without weekend trades
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Good performance buy and sell
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Closes trades early (at best before London open)
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