Strategy Study Currencies

Hi !

I am currently doing a study on major currencies under the form of backtest which respect spread cost and slippage and other parameters. The result of this study on the currencies bellow get an accuracy of 100% on 15 years of data (OHCLV) since 2003 to 2019, by adding all the currency peers there are an average of 1.3 trade by month.

AUD/USD EUR/USD GBP/USD NZD/USD USD/CAD USD/CHF USD/JPY

I will continue to study on other peers and instruments. If someone is intresting in my work please let me know. Please send me in the message your linkedin.

Best regards, RG

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