Optimizing the forex trading system parameters: GBP/USD revisited

Source: www.forexautomaton.com

After important changes to the trading system optimization methodology, I am revisiting the case of GBP/USD on the day scale. In this study, the extended range of the entry threshold parameter, same as in the previous EUR/USD and USD/JPY studies, is used. The extended, more conservative threshold values are seen to increase the returns while reducing the risk. Unlike other cases, not one but two attractive ranges of the forecasting control parameter are seen.


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