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It is a mean reversion strategy that uses low time-frame data, so it is very susceptible to strong momentum moves that don’t revert back quick enough (ie:during news). The high relative DD (80%) means that it is VERY LIKELY to get a margin call on a real account. The high volume used means equally high commisions (on the low spread account), and those cannot be accounted for during the backtest, so the best bet is to do it live mainly because:
– The volume based commisions are a HUGE deal.
– The floating spread is a HUGE deal.
– As you said IC markets is sensitive to errors while trailing, but not all EA’s are, the only way to know is to use it live.
I downloaded the most recent tick data, and will try to run an optimization for 2016 and run it on 2017 to see if the settings may be optimized realistically (we should aim to reduce DD in all cases). Here is the complete test from 2016/01/01 to 2017/07/26 using tick data on low spread (results are misguiding).
EDIT: I actually made a mistake on the dates i published early, the results don’t go beyond march 2016, but these do!!