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Thread: Thinking out of the box and The Anti-Bell Curve experiment

  1. #1
    I would like you guys to attempt think for a second here from the box.

    Logic claims that the Bell Curve does not work in reality and you will get fat tails rather than the bell shaped distribution. If that is the case surely buying strength and selling weakness (trading with stop orders essentially) should lead to long-term success, right?

    Thus, with this in mind I thought it'd be interesting to try this premise. Basically you'd buy the breakout of a move 3X ATR above a low or market the move 3X ATR below a top. Then you'd just run a trailing stop and reverse of 3X ATR (Average True Range).

    Manual testing on restricted data appears to prove that this system profitable but I would like to learn how it works on a lot of pairs across a lot of period frames. Theoretically any value greater than 1 of ATR should prove profitable so optimisation shouldn't come into play.

    Since I am pretty useless with producing an EA or any programming, I would like to know if anyone is willing to create what shold be a very simple EA, and backtest this thought.

  2. #2

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