Dukascopy Smart People Community

名前:

出身:

al_dcdemo

スロベニア共和国

性別:

出身地:

male

1970年01月01日 00:00

コンテスト

(2)

メンバー登録日:	2013年07月12日 14:08
最終閲覧日:	11月01日 08:55
友達:	900

Fundamental analysis
1 順位
July 2018, week 1

$650

Strategy
1 順位
May 2020

$5000

Technical Analysis
1 順位
Nov 2016

$2100

Strategy Contest - May 2023 - Article

al_dcdemo 投稿日: 2023年06月18日 in #Backtesting #Automated Trading #Foreign Exchange #Strategy Contest #Strategy Development

In the first article in this series I outlined some general principles behind the strategies that I've been using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal. In the third article I explained why I switched to using mean-reversion entry signal instead of a trend-following one. This is also the strategy that I used in the May's contest.
Below you can see the updated table with the expected prize mo…

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Al_dcdemo has taken 2nd place in Strategy Contest Dec 2022

al_dcdemo 投稿日: 2023年01月12日

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Strategy Contest - December 2022 - Article

al_dcdemo 更新日: 2023年01月07日 in #Automated Trading #Foreign Exchange #Strategy Contest

In the first article in this series I outlined some general principles behind the strategy that I'm currently using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal.
After I published the second article, I also backtested the "reverse" versions of all three strategies. Instead of taking positions in the direction of the short-term momentum, these strategies do exactly the opposite: take mean-reversion trades…

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