1 year backtest on COT weekly strategy — Here's the visual backtest on GBPUSD for 1 year (check the graph below). 2006 June : 1 trade, win July : 1 trade, loose August : 2 trades, 1 loose - 1 win September : 1 trade, win October : no trade ...

Before going for 1-pip-precise-studies, I just performed a visual backtest on COT to check if it was worth to go further... and it looks so I just used the graph below. January COT detected reversal 1 week too early, so it could have hit any SL ...

COT backtest on GBPUSD — I performed a backtest of the COT strategy on GBPUSD from may 2006 to may 2007 with nice results. Rules : - Only take trade opportunities with >10'000 open interests - Keep trade going till next COT report - No ...

Arbitrage trading indicator — First, you are right to search for arbitrage strategies as it is almost riskless I have programmed an arbitrage trading indicator searching for equilibriums between 3 pairs of currencys like USDCHF, EURCHF and ...