It’s been a long while since I posted here and I’ve had a lack of time to work on this but I’m now able to provide a much wanted update. It’s unfortunate but my original strategy has unknowingly exploited a variation in spread which was not being picked up in testing. This has lead to very misleading results which is unfortunate but probably not surprising. The good news is I’ve managed to resolve this issue completely, and I’ve also overcome all the testing errors caused by data mismatching and the time zone being out of sync. This sounded like a minor issue but was major. I want to give a huge shout out to @jstap for all his help with my issues. Thankyou jstap, I really appreciate all your help mate.
I have managed to clean up the errors and refine my strategy for realistic trading and have the latest backtest reporting for the past 5 years on GBPJPY. The modeling quality says n/a but is actually 99% accurate. I am beginning live trading this week and will post live trading results as soon as they come through. The strategy is called FALCON V2 and is based on pure price action trading, not indicators at all. It is a trend breakout strategy which trades consistently. I think there’s room for me to vastly improve it’s current performance given more time however the expert will perform similarly on AUDJPY, CADJPY and USDJPY. Here are the reports including my portfolio results of all 4 yen pairs yielding 19,043 pips in 5 years. I’ll post more updates as soon as I get them here.
