Nikita 討論

This is a simple but effective trend following system. The results before 09/14 are not to be considered becouse based on an automatic trading system interrupted after the poor results.

ever heard of a custom start date? use it plz.

Didn't know about it, thank you for the advice.

Note that the pip count is incorrect due to a wrong value coming from the 'ITA40' instrument. The avgWIN/avgLOSS ratio is actually around 3. (3.07)

Last week stopped out from long positions on USDollar Index, German bund and Sui 30. Closed 4 short position on EUR/USD opened in December. The trend-following nature of the system has imposed to give back around 500 pips, however some nice profit was guaranted. The picture exemplifies how the balance and the equity cuves are managed.

Closed yesterday 4 long positions on ITA40. The new trades will be sized down to 1.3% risked equity per trade from the actual 2%. Moreover it will be reviewed the portfolio, attempting to lower the overall correlation between the instruments.