1. Project Overview
This StrategyQuant X custom project focuses on building robust, data-driven trading systems for EURUSD on the H1 timeframe. My goal is to share the logic behind each step and explain how you can replicate or adjust this project for your own needs or brokers.
2. Builder Phase – Mean Reversion Logic
I started with a mean reversion strategy setup in the Builder. This framework uses specific blocks that detect overextensions in price and generate entries in anticipation of a return to the mean.
➡️ You can swap out the building blocks with other sets here.
3. Broker Data: IC Markets
All tests in this project are built using IC Markets data. However, using Broker Profiles in StrategyQuant, you can quickly switch the data to reflect your broker of choice, ensuring more accurate modeling and fills.
4. FTMO Version
For those trading with FTMO, a customized version of this project is available here.
5. Data Ranges and Justification
- Training Data: 2009 – 2015
- In-Sample Validation: 2015 – 2018
- Out-of-Sample Testing: 2018 – 2022
This breakdown ensures strategies are trained on long-term historical data, with a clean separation for validation and performance testing.
6. Robustness Testing Logic
After strategy generation, I run a full suite of robustness tests to eliminate curve-fitted results:
- ✅ Future OOS EURUSD 2022–2023 (Profit Factor ≥ 1)
- ✅ Past OOS EURUSD 2003–2009 (Profit Factor ≥ 1)
- ✅ Lower TF M30 EURUSD 2003–2023 (PF ≥ 1)
- ✅ Higher TF H4 EURUSD 2003–2023 (PF ≥ 1)
- ✅ USDJPY 2003–2023 (PF ≥ 1)
- ✅ NZDUSD 2003–2023(PF ≥ 1)
- ✅ 5-Point Slippage EURUSD 2003–2023(PF ≥ 1)
- ✅ Monte Carlo (1 param, 200 simulations) 2003-2023(PF ≥ 1)
Final Out-of-Sample Batches (3-Month Segments):
- 2024 Jan–Mar
- 2024 Apr–Jun
- 2024 Jul–Sep
- 2024 Oct–Dec
Each segment must meet the Profit Factor ≥ 1 benchmark for final approval.
And here’s the best part: you’re free to run your own Out of Sample tests starting from January 2025 onward to see how your strategy holds up on completely fresh data. It’s a great way to get a real-world glimpse into how well your system might perform and take your robustness testing to the next level!
7. Summary
This custom StrategyQuant X project is designed to generate not just profitable, but robust and stable strategies for EURUSD H1. Whether you’re backtesting with IC Markets or optimizing for FTMO, this template lays the groundwork for professional algo deployment.
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