Day and Position Trading Backtest: #CurrencyFutures ($ADU11 $DXU11)


Conclusion: 5-day EMA and 23-day cross is a better entry and exit than trying to pick tops and bottoms. One should always look to confirm with other signals and indicators. But the 5-day and 23-day cross alone has a very high successful rate. In addition, the 5-mins chart is more profitable on the dollar index which is more volatile than the Aussie. And vice versa, the 15-mins chart is more profitable on the Aussie. No stop losses or other signals were used. Periods: 60 days, 25 days, and 20 days.

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