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值得注意的数字策略 (Notable numbers strategy)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:joyny
发布日期:First Post: Oct 4, 2022 4:19am | Edited Jun 6, 2024 12:07am
We all know about "round numbers" psychological levels. Based on that created an EA to test some similar idea. But this strategy can be traded manually. EA used for analysis purposes to ensure that this approach can work.

EA analyzed not only round numbers like 1.2300, 1.2200 or 1.2000 but in place of "0" can be any number like 1.2355, 1.2255, 1.2555 - why only "0" consider..?

Therefore developed a universal approach when can be set what number will be used as a "notable number" and how many digits (from 2 to 4).

Then took EURUSD. Backtested years 2013 till 2020. And then forward tested 2020 till now - to exclude over optimizations.

What I get is that "0" is not the best option for EURUSD but "6" is the winner.. a lot of entries with "666" if 5 digits... see here:

Attached Image (click to enlarge)
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Name: 666_entries.png
Size: 60 KB

OK, for this strategy entry rules.

Symbol: EURUSD

For example, our notable special price is 1.3766

BUY when the previous 2 days high/low prices are above our notable price level with "66" so the price reaches "66" from above:

Attached Image


SEll when the previous 2 days high/low prices are below our notable price level with "66" so the price reaches "66" from below:

Attached Image


You can set SL 70 pips and TP 110 pips. I prefer to use % of TP/SL targets but that's only with EA possible. I used SL 0.5% and TP 0.8% in this testing.

Here is how equity looks in backtest/forward test:

Attached Image (click to enlarge)
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Name: equity.png
Size: 12 KB


Here attached backtest for 2013 to 2020:

Attached File(s)
File Type: xlsx backtest_2013_2020_eurusd_66.xlsx   62 KB | 453 downloads


And here attached forward test 2020 - 2022. EA didn't know anything about the future - therefore this is not overoptimized:

Attached File(s)
File Type: xlsx forwardtest_2020_2022_eurusd_66.xlsx   39 KB | 439 downloads

You can trade this at this time span: starting from 1 hour after London opening till 1 hour after New York opening.

Or better do not trade this.. just wrote what I found. For me was interesting to research.

Edited 2023-06-23:

This strategy entries must be checked on M5 bars openings only. Please see this post where explained my error in previous entries description.

Edited 2023-09-15:

This strategy free signals page is here.

Edited: 2024-06-05:

As MT4 stoped to work for signals EA for now signals no more available. Redesigned signals web page for different purpose. BTW.. strategy keeps working. See latest results in this post.

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