Volatility adjusted MA + FX, something to experiment with

This strategy uses custom indicator I have created some time experimenting with things. In theory it should adjust to volatility. Strategy trades EURUSD by checking for daily and hourly VAMA trends and residual momentum wise - if everything's up - buy and vice versa.

Win rate - 57%, DD - 33%, 15.9% CAGR, Sharpe - 0.53. Probably can be improved by adding portfolio and not fixed sizing.

Update Backtest

Update Backtest


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