Round Hour Moving Average Cross Strategy

GBPJPY

SMA period: 155
SL: 0.5%
TP: 0.2%

Entry days: all days
Entry hours: 8:00 AM to 23:00 PM (GMT +2)
Previous days high/lows (trend): 29 days
Strategy: retrace



Backtest:


Forwardtest:

GBPNZD

SMA period: 20
SL: 0.5%
TP: 0.7%

Entry days: Tu, Th
Entry hours: 16:00 PM to 16:00 PM (GMT +2)
Previous days high/lows (trend): 5 days
Strategy: retrace



Backtest:


Forwardtest:

NZDCAD

SMA period: 25
SL: 1%
TP: 0.5%

Entry days: Mo, Tu, Th, Fr
Entry hours: 18:00 PM to 18:00 PM (GMT +2)
Previous days high/lows (trend): 10 days
Strategy: breakout



Backtest:


Forwardtest:

Analysis of Major/Minor symbols done. Prepared portfolio of 17 symbols.

Total 742 deals. On average 70 deals per year.

Here are profits by year:


Here deals count by years:


Here periods of drawdowns:


Here overall stats:



Max drawdown with 0.01 lots is 18$. If acceptable DD is lets say 20% then to trade with 0.01 lots this strategy we need start capital 100 usd. And average yearly profits then is ~180%. This is more than 2x better potential than Notable numbers strategy analysis results.

Here compared TP/SL ratios:

Notable numbers:

MA cross:

Quite similar ratios in the portfolios.

Years 2020, 2021, 2022 and 2023 here are forward testing. EA used to analyze data didn't know anything about those years.

Max 70 days in drawdown.

Will go on live account. Let's compare results with Notable numbers results after some 6 months.

This portfolio now is running with 20 EAs. It is operating on round numbers only and has 30 pips safety stop loss but on the profit side, it runs till the new hour starts and then check %.

The first deal was completed for AUDNZD.

Here we can see the differences:

1) Signal account generating entries - floating SL (30 pips range) and floating TP (till the start of the new hour) in this case 73 pips



2) Following account operating with hard SL/TP (TP 65 pips)



It appears that there is a TP difference of +8 pips. It is worth noting that in the case of SL, the SL on the signal account will be slightly larger as well. Historical analysis has shown that by restricting the SL with an additional 30 pips but allowing the TP to be determined by time, there is a potential for greater long-term gains.

There can be situations when one account trade closes with TP but on another with SL and vice versa.

It will be interesting to monitor the performance of this strategy over a period of 3-6 months.

Hello Joyny, I really like your trading strategy. hopefully this strategy will have a notice tool like Noble strategy.

Did 3 entries for EURNZD today and here we can see how the approach to run till the beginning of the new hour gives good results (~4x more TP than usual).




For EURNZD TP target is 0.1% but one deal closed with TP 0.42% because of a big move in that 1h candle.

Hi, Joyny
Is it rule from here https://www.forexfactory.com/thread/...7#post14473327 still valid? or you use H1 candle open?

Here in this thread, H1 is used.

The last EURNZD closed. But here are 2 different stories now.

1. Signal account (with floating SL/TP) - all in profits.

2. Following account (with fixed SL/TP) - loses

Hit hard SL on 2nd account but on the signal account, there were additional 30 pips - therefore position survived DD and then recovered with 0.19% TP.

Let's see how this approach will work in 3-6 months. What will be the difference between the 2 accounts..

Maybe. Will see after 3-6 months. Because H1 is a lot different story than M5.

Quite an interesting idea, keep going , subscribed.

And here opposite situation when hit SL EURCAD.

On signal account (where we use floating SL with 30 pips interval and TP till the new hour starts): hit SL with -0.51% (on fixed SL would be -0.4%) at 19:00

On the following account (fixed SL/TP 0.2/0.4): hit TP with 0.2% at 12:03 (so 3 minutes and the signal account would qualify for TP too..)



For now signal account equity: +7.24%
Following account equity: +4.12%

1 trade missing compared signal/following because it somehow took more than 5 seconds to copy trade. I wonder how can be that big difference.. Maybe different servers times (Darwinex vs Roboforex).. Or some VPS issues.. 2 MT terminals, 2 EAs.. maybe some threading issues (freezing processes).. don't know. Increased now allowed time gap to 10 seconds - not good this can give differences too.



And here can see that signals are saved in a common folder precise on round hours no any seconds delay:



signals on MT5, follower on MT4. On MT4 EA use OnTimer with 1-second interval. Why does MT4 sometimes get 3, 5, or even 9 seconds to check signals in text files..?

That 1 missing deal would give additional TP in the following account so if not this technical issue (not clear still why..) then the following account would have +5.12% in profits.

Meanwhile, last week did an additional analysis with this H1 round hours and floating 30 pips SL interval approach. Different patterns - breakouts of previous 3 days hi/low.

Simulated "how it would be" - so I did backtests from 2010 till 2017 and forwardtests from 2017 till 2020, picked the best candidates and prepared portfolio of 15 symbols. Quite similar like here in this thread did everything. And then run from 2020 till now...



Results are not exciting.. >2 years sit in drawdown.. Ok, finally it went out to BE (some small profit). I would run that account with 300 usd trading 0.01 lots and would sit in DD -60% of account equity:



I'm now in a similar DD for another breakouts strategy - quite painful for my investors..Therefore I always advocate splitting capital and do not rely even on 20+ EAs portfolios.. Patterns fluctuate over time..

We should trade like banks doing it.. Banks have n stuff with analytics/coders etc that do trading. some of them fail, and some win. Bank wins mostly always +/- because of that diversification. I too try to build an ecosystem of n portfolios to imitate "n traders".. When making the total sum of all my accounts I'm getting around 20% yearly. That's > than SP500 but of course 3x less than Renaissance Technology performing 30 years year by year on average.

For insight here results of 90 EAs portfolio which I run to qualify in a prop firm:



Here is 2 layers.. all 90 EAs working with virtual money.. and using patterns that performed well in 10 years. Each EA individual was winner (backtests 7 years, forwardtests 3 years). And I'm entering with real opening deals only when virtually EA goes in DD (fluctuations). And still.. this approach performs as you can see...

Of course this is not what I expected... but did a portfolio of 90 setups.. a lot of analysis. Ok good is that i am still in the game. The main objective in forex trading is...? No. Not making profits. The main objective in forex trading is this: protect capital.

There is possible to make additional n layers... trade virtually with n EAs, make portfolio, then trade portfolio DD (enter real deals only on entire portfolio DD) then make x such portfolios and then can add additional layer.. trade total equity line of all portfolios ecosystem.. this is what i gues mean really concept "protect capital". Maybe too hard to implement with MT5.. needed to develop special software what doo all that stuff including patterns finding on autopilot mode, portfolios combinations on auto-pilot mode and building portfolios of portfolios and only then at some point make real deals. This is how I imagine real capital protection attitude. Ok.. clear roadmap for me

Signal account so far 10% in profits.
Follower account 8% in profits.

Signal account so far 18.50% in profits.
Follower account 10.10% in profits.

Signal account so far 16% in profits.
Follower account 5% in profits.

Here we start to see that the new approach with H1 and round hours timing plays in our favor.