Regime change?

Has anyone discovered any kind of regime change in all breakout strategies for Forex pairs between the years 2010-2017 & 2018-2025? It seems like various breakout strategies are being affected and change behaviour at around 2018. Might it be because of problematic downloaded data (I download the ones from Dukascopy)? Maybe brokers change any kind of spread during this period (2017-2018) or some kind of event occured? Maybe some kind of timezone change or something? It seems a bit weird to my eye. Anyone has an idea or observed something like that?

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u/[deleted] 1 4 days ago

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u/Cool_Big2955 1 4 days ago

you are likely seeing a real market regime change rather than just bad data around 2018 algorithmic trading and hft became much more dominant in forex leading to more fakeouts and liquidity grabs which kill simple breakout strategies the market structure shifted from trending moves to more mean-reverting noise so strategies that worked in the quieter 2010-2017 period often fail now because they dont account for this increased structural complexity its not necessarily your data provider but the fact that the "game" changed and static breakout rules struggle to adapt to the new volatility and speed
u/ekalyvio OP 1 4 days ago

In fact the breakouts are much better in the later years compared to the periods 2010-2017. But... there is something strange. The dominant direction, meaning either the long or short breakouts that are performing better than the others, reverses somehow direction in some pairs. Examples are USDJPY & GBPUSD. Unless something has changed in the USA market in around 2017-2018, I can't find an explanation... That is why I am asking.
u/[deleted] 1 4 days ago

[removed] — already gone when the archive first saw it