{"id":3152,"date":"2024-10-03T01:30:41","date_gmt":"2024-10-02T16:30:41","guid":{"rendered":"https:\/\/fx-vhouse.com\/?p=3152"},"modified":"2024-10-03T01:30:41","modified_gmt":"2024-10-02T16:30:41","slug":"%e9%81%8e%e5%8e%bb%e6%a4%9c%e8%a8%bc%e3%81%a7%e3%82%82%e5%8b%9d%e7%8e%8761%ef%bc%85%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%83%88%e3%83%ac%e3%83%bc%e3%83%89%e6%89%8b","status":"publish","type":"post","link":"https:\/\/fx-vhouse.com\/en\/3152.html","title":{"rendered":"Summary of the Moving Average Rebound Trading Strategy with a 61% Win Rate from Backtesting"},"content":{"rendered":"

Previously, the trading strategy had a win rate of 56.7% based on analysis, but after actually backtesting it, the results were dismal.<\/p>\n

\"\u5206\u6790\u3066\u3099\u306f\u52dd\u738756.7%\u306e\u79fb\u52d5\u5e73\u5747\u7dda\u53cd\u767a\u3092\u691c\u8a3c\u30bd\u30d5\u30c8\u3092\u4f7f\u3063\u3066\u904e\u53bb\u691c\u8a3c\u3057\u305f\u7d50\u679c\u306f\uff1f\"<\/figure>

What are the results of backtesting the moving average rebound strategy with a 56.7% win rate using backtesting software?<\/p>2024\u5e7410\u67083\u65e5<\/span><\/div><\/a><\/div>\n

However, after analyzing the losing trades from the backtest and revising the trading rules, I re-tested the strategy, which now has improved accuracy. I would like to share the summary of that backtest.<\/p>\n

The Trading Strategy Used for This Backtest<\/h2>\n
Verification trading rules<\/span><\/div>\n
    \n
  • Rebounds off the 1-hour chart’s moving average (SMA).<\/li>\n
  • The moving average is set to 20.<\/li>\n
  • A touch is defined as within \u00b110 pips of the 20 SMA.<\/li>\n
  • A rebound is considered when the price moves more than +50 pips in the rebound direction.<\/li>\n
  • The 20 SMA should be sloping, not flat.<\/li>\n
  • There should be no price range (line) likely to act as resistance in the direction you’re targeting.<\/div><\/li>\n<\/ul>\n
    Verification entry rules<\/span><\/div>\n
      \n
    • Entries are made on the 5-minute chart.<\/li>\n
    • The entry is based on Dow Theory, ensuring the timing has a statistical edge.<\/li>\n
    • The direction of the 5-minute 20 SMA must be clearly aligned with the intended trade direction.<\/li>\n
    • The price must have broken and confirmed above the 5-minute 20 SMA in the intended direction.<\/li>\n
    • Stop-loss points are based on the most recent highs or lows according to Dow Theory on the 5-minute chart.<\/li>\n
    • The risk-to-reward ratio should be at least 1:1.5 or better.<\/div><\/li>\n<\/ul>\n

      Results of the Second Backtest Using the Trading Strategy with a 56.7% Win Rate<\/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>\nJuly 1, 2019 – December 31, 2019<\/td>\n<\/tr>\n
      Verification start period<\/td>\nAugust 1, 2019 – December 31, 2019<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\t\t