Forex trading 2019 TA/FA setups and discussion, page-124

Hi Zesty

All 4 EA's are trading on 10-12 markets each, mainly the same core ones (EJ, EU, GJ, GU, UJ, UCHF, AJ, AU, NJ, NU) plus a small number of other ones (AN, EN, GN, EG). Yes many of those markets were trending down before christmas and trending up since, and only a small number the opposite.

I don't think direction is the key difference, my take is its the volatility (relative to the H12 timeframe). The equity curve below shows the original EA's results isolated from the addition of the new ones since the start of this year, but it also shows the stoploss rate versus take profit rate (I have a TP instruction on 1 of 2 orders for each trade, at the same distance as the SL), so you can see that the rate of TP's and SL's has dropped of since Christmas (but SL's have dropped off more) - so the bettrer results after christmas come from a higher strike rate but also smaller wins and losses, and in particular fewer outside bars following the setup bar (causing the stoplosses) - so lower volatility imo.



Like you I have gone through a similar thought process about why a model works sometimes and not others - are there correlations that can be used, are there adverse conditions that can be filtered out, etc. I'm sure it can be improved, but of course not sure by how much. What I do believe is there is no holy grail model that will work well in all market conditions - a message that Tradeview promotes with its portfolio approach and its a vew I have adopted as the best way to cover all market conditions. So for the time being my game plan is to diversify across market conditions by adding more models to my portfolio rather than improving an individual model (something I can always do at a later stage though if I do make some observation or correlation that might prove to be a good filter).

Cheers, Sharks