So based on the above entry and exit condition and a quick optimisation - 8 products are offering good return. I'd only pick the products that are also generating return in the out-sample period (entire year of 2017 in this case).
The sample size is around 100-300 trades in total over 8 months so should be a good gauge to see if the above strategy is robust. I was quite happy with the result and would look to test further on trailing stop etc to see if I could further improve this model.
87% return within 8 months and a 4% drawdown.
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Forex Trading 2018- TA/FA- Setups and discussion, page-4235
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