{"id":3149,"date":"2024-10-03T01:01:20","date_gmt":"2024-10-02T16:01:20","guid":{"rendered":"https:\/\/fx-vhouse.com\/?p=3149"},"modified":"2024-10-03T01:31:15","modified_gmt":"2024-10-02T16:31:15","slug":"%e5%88%86%e6%9e%90%e3%81%a7%e3%81%af%e5%8b%9d%e7%8e%8756-7%e3%81%ae%e7%a7%bb%e5%8b%95%e5%b9%b3%e5%9d%87%e7%b7%9a%e5%8f%8d%e7%99%ba%e3%82%92%e6%a4%9c%e8%a8%bc%e3%82%bd%e3%83%95%e3%83%88%e3%82%92","status":"publish","type":"post","link":"https:\/\/fx-vhouse.com\/en\/3149.html","title":{"rendered":"What are the results of backtesting the moving average rebound strategy with a 56.7% win rate using backtesting software?"},"content":{"rendered":"

First, the trading method that was refined through past analysis, yielding a rebound rate of 56.7% on the 1-hour chart using the 20 SMA, is as follows.<\/p>\n

Verification trading rules<\/span><\/div>\n
    \n
  • Verify the rebound at the 1-hour moving average (SMA).<\/li>\n
  • The setting value of the moving average line is `20`.<\/li>\n
  • A touch is considered to be within \u00b110 pips above or below 20sma.<\/li>\n
  • A rebound is determined when the price moves by +50 pips or more in the rebound direction.<\/li>\n
  • The 20sma is not horizontal, but is facing either up or down.<\/div><\/li>\n<\/ul>\n
    Verification entry rules<\/span><\/div>\n
      \n
    • Entry decisions and entries are made in 5 minutes.<\/li>\n
    • The timing should be advantageous based on the Dow theory seen on a 5-minute chart.<\/li>\n
    • The direction of the 5-minute 20sma must be firmly in the direction you are aiming for.<\/li>\n
    • The price has broken out in the desired direction from the 5-minute 20 SMA and is confirmed.<\/li>\n
    • The stop loss points are the most recent high and low prices of the Dow Theory on a 5-minute chart.<\/li>\n
    • Risk reward should be at least 1:1.5.<\/div><\/li>\n<\/ul>\n

      However, this is based on analysis results from completed historical charts, and the period analyzed only covers the most recent one or two months.<\/p>\n

      Therefore, to verify whether this trading method can be applied to “live charts”<\/strong><\/span> and “whether it can work in any market condition,”<\/strong><\/span> it is necessary to test it using backtesting software that allows real trades based on actual historical data.<\/p>\n

      Results of the First Backtest of the 56.7% Win Rate Trading Strategy<\/h2>\n

      The currency pairs and periods tested are as follows.<\/p>\n\n\n\n\n\n
      Currency pair<\/td>\nGBPJPY<\/td>\n<\/tr>\n
      Historical data period<\/td>\nJanuary 1, 2019 – June 30, 2019<\/td>\n<\/tr>\n
      Verification start period<\/td>\nFebruary 1, 2019 – June 30, 2019<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\t\t