Anomaly Verification _ Technical Included

The other day, on Friday 9/12 at 15:00, I entered a pound-yen short due to an anomaly,

but I was taken to SL straight away.

At that time, the entry overlapped with an economic indicator release,

and considering slippage as well, I wondered if there might be a more advantageous entry by shifting away from the indicator release timing,

so I conducted the following verification.

The attempted methods are those where the entry timing was shifted as follows.

Entry at 15:00:00 (before change)

Entry at 14:59:45

Entry at 15:01:00

Entry at 15:02:00

Entry at 15:05:00

(Settlement is basically at 23:58:50, but there are times when technical judgments settle earlier)

As a result, the entry at 15:01:00 was the best performing,

and furthermore,

we added a rule to wait until after the specified time for the price movement to settle down before entering,

and the results improved further. Consequently, regarding the anomaly portion of the pound-yen short,

　Profit Factor: 1.34 ⇒ 1.41

　Expected Gain: 5.9 pips ⇒ 6.9 pips

and the performance improved quite significantly.

If you overdo the fine-tuning, there’s a risk of over-optimization, but

this time, the verification was consistently conducted with the concept of preventing entering unfavorably when there is sharp price movement at indicator release times, so

I plan to upgrade the following EA with this approach.

Anomaly Technical

https://www.gogojungle.co.jp/systemtrade/fx/65809

Below are the test results.

【15:00:00 Entry (before change)】

【14:59:45 Entry】

【15:01:00 Entry】

【15:00:00 & wait for price movement to settle, then entry】

【14:59:45 & wait for price movement to settle, then entry】

【15:01:00 & wait for price movement to settle, then entry】※ Adopted logic

【15:02:00 & wait for price movement to settle, then entry】

【15:05:00 & wait for price movement to settle, then entry】