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Discussion of article "Testing patterns that arise when trading currency pair baskets. Part III"

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New article Testing patterns that arise when trading currency pair baskets. Part III has been published:

In this article, we finish testing the patterns that can be detected when trading currency pair baskets. Here we present the results of testing the patterns tracking the movement of pair's currencies relative to each other.

The full set of applied indicators and the EA is provided in the attached archive test2.zip.

Let's start our work with EURUSD. The result for the last year:

Further tests on AUDUSD and USDJPY yield no trades. Apparently, simultaneous overbought on one currency of the basket and oversold on another are quite rare. Let's increase the number of breakthroughs by changing the pattern parameters and continue out test. The updated list of inputs is shown below.

Author: Andrei Novichkov

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