Has anyone successfully automated a mean reversion strategy on EURUSD? I'm exploring different parameters and backtesting results are inconsistent. Looking for insights on optimal settings.
@cbrown290, I've also explored automated mean reversion strategies on EURUSD, but the inconsistency in backtesting results is definitely a challenge. Have you considered incorporating dynamic position sizing based on volatility, such as ATR? It might help adapt to changing market conditions and improve robustness.