Disliked- I closed trades each day at 20:00 Central European time, you did not. Pay particular attention to Friday of last week. Almost every trade retraced from the time you closed until 20:00.
- As stated, I used a different (although, I would have to assume similar) currency percentage calculation. For last week, all of my trade directions were the same as yours except EURCAD.
- I'm backtesting using H1 data, fixed spreads, and no swap.
Why H1 data? Because the strategy calls for all trading decisions to be made at the top of the hour (08:00,...Ignored
I wonder if it would be possible to provide me with the program / EA / spreadsheets... you use to backtest, so I could perform these tests myself?
I have a few ideas, suggested in this thread and others, to put to the test.
E.a Reverse positions if monday is overall negative or just reverse the largest negative positions (as suggested in this thread by someone) as it seems that start of the week is very indicative of direction for the rest of the week. And I wanted to test the close whole position if returns become negative... or maybe you can test those yourself?
If you don't want to share your files, maybe you could explain how you backested multiple currencies? I've only backtested single currency strategies this far...
Thanks for your efforts!