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blueeyes1224
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blueeyes1224
b3_m3
在
交易系统
中
May 12, 2011 at 17:51
In theory, the strategy works quite well.But with 22 pairs, and 22 set files, all running their own models (typically static in nature), 1 model might take too much risk, and inevitably fail.In this case, AUDCAD performed a HUGE bull run during the Japan/Libya event, thus opening up ~12 trades, and hitting a margin call, thus, causing a chain reaction of margin calls.Ultimately, it dropped to 7% of the investment before I closed it out.In other news, I've been running a more profitable model since then. Hugely reduced risk, trade durations, and drawdown periods. I will post it up in my por...
b3_10k6m
在
交易系统
中
Feb 27, 2011 at 20:55
Version 2 of b3_m3
b3_m3
在
交易系统
中
Feb 27, 2011 at 20:54
A very linear performance :)
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