The feedback on the group trading strategy was phenomenal! I’ve never had so many emails with such a broad range of opinions. Thank you to everyone for your response and thoughts.
Numerous people pointed out an obvious oversight on my part: which timeframe will the strategy use? Before you have a heart attack, please hear me out. Notice on the graph (republished below) that the curve really does not kick outward until 0.3% oder mehr. On the current EUR\USD price, that’s a movement of 39 Zacken (0.3% * 1.3000). I used the M1 chart to create the graph. Die Strategie, auch, will use the M1 chart for its signals.
Another reason to consider the M1 chart is the number of trades per year. The average number of bars that the price spends above or below a 200 SMA is… 200 Balken. This is based on research that I performed earlier this year. There are approximately 386,000 trading minutes per year. Divide that by an average of 200 M1 bars between crossings and you get a maximum of 1,930 trades per year (386,00/200).
I’m only looking at taking a percentage of those trades. If 20% of the crosses result in desirable opportunities, Das heißt 386 trades per year. While active, it’s hardly crazy. 386 trades per year averages to ~1.5 trades per day.
Leave comments below if you see anything worth adding on the time frame.
Dieser Serie führte schließlich zu einer gewinnbringenden trading-Strategie. Wenn Sie durch die Reise lesen möchten, dann empfehle ich das Lesen der Artikel sequentiell
Die anfängliche Strategie-Idee
Eine ärgerliche Überraschung in der anfänglichen backtests
Ein Versuch der Bereich Handel
Die gleitenden Mittelwert Hülle Börsenhändler