Thank you very much Martyn, This puzzle is getting more understandable, I cannot wait to watch next episodes.

Looking forward to the next round of analysis vids. Excellent work!

Very insightful video! It amazed me how much the results change with the data you backtest on. I am getting very different results by just using MT5 broker history. How you process tick data is also so critical because even when I use "Only_Process_Ticks_From_New_TF_Bar", which I would expect mt5 to provide somewhat accurate H1 bar data, the strategy still shows to be losing because it exits trades a bit differently as you pointed out in the previous video. I feel alot of people are unaware that they arent using accurate backtesting data or controlling bar opening properly, thanks for pointing this out.

Thank you Sir! Looking forward to the next video

Super interesting. I cant wait to see how you make the market regime improvements.

Hi Martyn absolutely loving the series so far!. Was hoping you might be able to show how you 'cleanse' your data from TDS in a future video please ??? 👍

Hi Martyn, thanks for this detailed analysis! I have a question: in your experience, if you were to test and compare these strategies across a different asset class (indices or stocks/commodities) across the same 5 year period, how likely is the possibility that the equity curves look entirely different and RSI actually performs better than stochRSI? Basically, I want to understand to what degree can a backtest result be assumed to be somewhat indicative for other asset classes or across other timeframes. Thanks for sharing these videos. Cheers!

@Darwinexchange

Жыл бұрын

Hi. Using this strategy on stock indices would probably give different results. However, the main challenge with Stock Indices is that they are all highly correlated, and so it is very difficult to get a high sample size of uncorrelated trades. So if you did try it, the results would not be that conclusive, and less trustworthy. So whenever I perform this type of analysis I like to use 28 currency pairs, which are far less correlated than the indices. Give it a go! Post your results here. It would be interesting to me and others I'm sure. Trade Safe, Martyn

Thanks Martyn, loving this series! Not sure if you want to get distracted by tweaking just yet but does it make much difference if you sell/buy when the indicator comes out of OB/OS, rather than when it goes in?

@Darwinexchange

Жыл бұрын

When I tried it, this appears to give too much away of the beginning and end of the move. Entering worked best, but possibly the turning point would be even better (I haven't tried that). If you do try it please post your results here so that I and others can benefit. Thanks, Martyn

@JohnSmith-pd4mf

Жыл бұрын

@@Darwinexchange Ahh, yes that makes sense. Funny you mention the turning point because that thought crossed my mind too. I'll definitely update here if I get around to testing it. Thanks Martyn.

your series soooo valuable

Hello Martyn, Much thanks for the great content again! I like it very much that you clearly demonstrate the details of the research. One thing that is not clear for me: Are you including trading costs like spread and/or commission? If yes, how much? If no, what's the reason behind it? Thank you in advance!

@Darwinexchange

Жыл бұрын

Yes absolutely charges are included. Swap, Commission and Spread. You should never test without charges being included. I have included charges at the same rates that are charged by Darwinex. Hope this helps. Martyn

@benceszabo9706

Жыл бұрын

@@Darwinexchange sure this absolutely helped.

Great stuff Martyn, as always. I have a question about the data you used. Did you assume a value for the spread or use zero?

@Darwinexchange

Жыл бұрын

You must never test with zero spread. This will give a false idea of the strategy's potential. I always preprocess data so that it is in line with expected spread for Darwinex so that results are as similar as possible to what you'd expect in live trading. Hope that helps, Martyn

@EdFuk80

Жыл бұрын

@@Darwinexchange Absolutely. I was looking into the data from Tick Data Suite and when I downloaded the 1min OHLC bars there was no spread information and it just gets read into MT5 as zero. So I guessed you were adding it into the csv file after downloading from TDS. Do you just use an average spread for the symbol or a more sophisticated model based on time of day or volume etc?

I love this channel

Would be interesting to see it also compared to the sole stochastic indicator as third indicator

@Darwinexchange

Жыл бұрын

Hi Marc. Good suggestions. I'll be sticking with RSI for now, but I will make a note for the future. Thanks for the suggestion. Martyn

Looks promising

Using 1 minute bar doesn't make the market more noisy?

@Darwinexchange

Жыл бұрын

The market is as noisy as it is, and your analysis whether you're using M1, Tick or whatever isn't going to change it :)

Interesante.

less than 10% profit over 31k trades?

@Darwinexchange

Жыл бұрын

Hi. As I said in the video several times, this is the 1st stage of the strategy dev process. The strategy isn't finished yet. Hold tight... Martyn