Актуализиране на статус!
I trade basket of profitable automated systems (total 96 strategies across over 300+ charts for different pairs) including momentum, breakouts, mean reversion, trend following, night scalpers, fundamentals (i.e. time interval driven) etc... I try to aim for smooth equity curve by diversifying my trading systems and currency pairs. I don't use martingale or grid trading systems. Pre-determined fixed SL levels for every trades (depending on strategy). To maximize expected sharpe ratio of the portfolio, I use two equally weighted models to determine the lotsizing for each strategy: Correlation Analysis between strategies and an Equal Weighted Average based on a) # of trades per month for the strategy and b) maximum historic drawdown in pips for the strategy. I trade on average 157 trades per day or over 3,400 trades per month. All trades are managed by VPS 24/5 under a dedicated server, partitioned into 5 different Windows OS.
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