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Posts por forex_trader_155165
Low frequency systematic momentum strategy (DEMO)
em
Sistemas de Negociação
Jan 01, 2014 at 13:52
All positions closed at end of 2 month trial, all floating gains realized.
Low frequency systematic momentum strategy (DEMO)
em
Sistemas de Negociação
Jan 01, 2014 at 13:52
Balanced portfolio selection:8 FX5 CFD Equity5 CFD Futures2 MetalsEqual weighting 10-10 long to short positions.35% max open equity vs core equity6 positions a day max, 3-3 long to short.Medium to high risk profile.
Low frequency systematic momentum strategy (DEMO)
em
Sistemas de Negociação
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%) pullbackHard initial stop 0.5% below 20 day high-lowTrailing stop 200%ATR1.5% vs core equity position for entry
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