Intraday seasonality in FX market

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Re: Intraday seasonality in FX market [Re: Grat] #462008 09/02/16 15:50 09/02/16 15:50
Joined: May 2016 Posts: 180 Prague pcz OP Member
pcz OP Member Joined: May 2016 Posts: 180 Prague	I would be really careful with the random search for optimal values. It seems that there is (hopefully) a fundamental reason behind the strategy. When choosing different than working hours, the positive results might be purely by chance (data dredging). That said, besides EUR/USD I run it on USD/JPY too - but again using the working hours (US and Japanese), not optimized values.

Re: Intraday seasonality in FX market [Re: pcz] #462755 10/25/16 15:59 10/25/16 15:59
Joined: Aug 2016 Posts: 95 Wien T trenki2 Junior Member
trenki2 Junior Member T Joined: Aug 2016 Posts: 95 Wien	Could you share the exact session start end end time settings that you use for USD/JPY?

Re: Intraday seasonality in FX market [Re: trenki2] #462772 10/27/16 10:00 10/27/16 10:00
Joined: May 2016 Posts: 180 Prague pcz OP Member
pcz OP Member Joined: May 2016 Posts: 180 Prague	Originally Posted By: trenki2 Could you share the exact session start end end time settings that you use for USD/JPY? Code: session1TZ = JST; session1Start = 9; session1End = 16; session2TZ = ET; session2Start = 9; session2End = 17;

Re: Intraday seasonality in FX market [Re: pcz] #463261 11/24/16 07:29 11/24/16 07:29
Joined: Nov 2016 Posts: 17 Spain Repilado Newbie
Repilado Newbie Joined: Nov 2016 Posts: 17 Spain	Hi pcz, thank you for sharing this information. Could you explain me how you imported the dukascopy data into Zorro? Thanks a lot!

Re: Intraday seasonality in FX market [Re: Repilado] #463312 11/27/16 19:07 11/27/16 19:07
Joined: May 2016 Posts: 180 Prague pcz OP Member
pcz OP Member Joined: May 2016 Posts: 180 Prague	(just linking the answer from another thread)

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