The problem with this seems to be that the "fundamentals" which are in trade in the forex are changes in interest rates. And people respond to "anticipated" changes, not actual changes, usually. This is all just doing trend-following well, right? Central banks seem to have alot of serial correlation, so it's not unreasonable.
Point taken. But I think this little discussion we're throwing around falls more into this category re above: "Discussing general market observations is a different idea entirely and something Iâm open to. " As opposed to getting into nitty gritty specifics about something thats actually proven.
Is there anybody who could point me to learn some knowledge and skills about computerised backtesting of a trading system that use (quantitative?) "fundamentals" and "a type of fundamental based filters"? Your help would be highly appreciated. Thanks in advance! PS: My purpose of this backtesting is just for fun (of course you know that), seriously, "As opposed to getting into nitty gritty specifics about something thats actually proven.", that means some important input for the required backtesting will be unknown.