Advertisement
Low frequency systematic momentum strategy (DEMO) (de forex_trader_155165)
Lutilisateur a supprimé ce système.
Discussion Low frequency systematic momentum strategy (DEMO)
Nov 04, 2013 at 00:26
Vues 81
2 Replies
forex_trader_155165
Membre depuis Oct 09, 2013
posts 3
Jan 01, 2014 at 13:52
2 month forward test.
Weekly trend filter, MACD 5 week, Smoothed rate of chance 10-6.
Daily entry on 20 day Donchian(25%) with 2 day MACD + SROC or 20 day 20-30 Williams%(75%) pullback
Hard initial stop 0.5% below 20 day high-low
Trailing stop 200%ATR
1.5% vs core equity position for entry
Weekly trend filter, MACD 5 week, Smoothed rate of chance 10-6.
Daily entry on 20 day Donchian(25%) with 2 day MACD + SROC or 20 day 20-30 Williams%(75%) pullback
Hard initial stop 0.5% below 20 day high-low
Trailing stop 200%ATR
1.5% vs core equity position for entry
forex_trader_155165
Membre depuis Oct 09, 2013
posts 3
Jan 01, 2014 at 13:52
Balanced portfolio selection:
8 FX
5 CFD Equity
5 CFD Futures
2 Metals
Equal weighting 10-10 long to short positions.
35% max open equity vs core equity
6 positions a day max, 3-3 long to short.
Medium to high risk profile.
8 FX
5 CFD Equity
5 CFD Futures
2 Metals
Equal weighting 10-10 long to short positions.
35% max open equity vs core equity
6 positions a day max, 3-3 long to short.
Medium to high risk profile.
forex_trader_155165
Membre depuis Oct 09, 2013
posts 3
Jan 01, 2014 at 13:52
All positions closed at end of 2 month trial, all floating gains realized.
*Lutilisation commerciale et le spam ne seront pas tolérés et peuvent entraîner la fermeture du compte.
Conseil : Poster une image/une url YouTube sera automatiquement intégrée dans votre message!
Conseil : Tapez le signe @ pour compléter automatiquement un nom dutilisateur participant à cette discussion.
