Algo trading bitcoin on forex

We will now repeat our experiment with the 900 trend trading strategies, but this time with trades filtered by the Market Meanness Index. 900 systems experiment revisited I have been informed by algo trading bitcoin on forex that I committed two mistakes, or at least inaccuracies, in the previous experiment.

First, I didn’t detrend the price data. Second, I used the equity curves instead of balance curves for determining the profit factor. I supposed that this would eliminate any trend bias. The original test, repeated with the modifications, produced a wider profit factor distribution due to eliminating intermediate returns. But the outcome of the experiment was the same.