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Блог lnostdal
$GOLD / $XAUUSD swing trader
$GOLD / $XAUUSD swing trader
QuantAtaraxia
- Plot based on 8 years of data .
- Type: High leverage swing trader; long and short (CFD, futures)
- Frequency: 3 trades per month (avg)
- Win chance: 37.3%
- Profit factor: 3.2872
- Spreads: 0.6 (yes, quite wide; your broker might be better!)
- Position size: 9.35% of equity (half kelly%)
QuantAtaraxia
QuantAtaraxia: USDJPY 1hour algotrader 2015-12-06 to 2017-01-20 ...work in progress...
Simple strategy (work in progress) full run: