Trading Strategy Performance Review

Time for a review of a batch of trades I completed over the last 3 months.  In this post I summarize the performance statistics, illustrate the actual equity curve and provide a Monte Carlo simulation based on the results in the sample thus far.

The strategy is manually executed, but uses code to generate trading signals and to identify stops and targets.  It is a trend-following strategy attempting to enter on pullbacks in price, and is predominantly traded on the 4-hour timeframe in the spot FX markets.

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Trading Strategy Performance Review – Part II

reviewIn this week’s earlier post, I shared the summary statistics of the trend-following strategy that I have been trading over the last three months.  Following that I spent some time reviewing the screenshots of individual trades.

In this article, I share some of the points coming out of this review.

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Studying impact of new economic data on FX prices

Just over two weeks ago I listed several objectives to work on, as I set aside 5 weeks to spend on developing my trading strategies further.  As the hot weather continued in London, I sweated at my desk and made progress on these items in the last fortnight.

To Do List and Espresso Cup

In summary, I completed some decent data analysis but it wasn’t as straight forward as I had expected.

 

In this post I quickly share the second objective worked on. Continue reading

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FX Price Data Comparison: FXCM v TradeStation

Currently comparing historical price data of several FX instruments between two of my regular brokers, FXCM and TradeStation.  The price data is the basis for the code written for generating trade signals and managing trades.  Hence the accuracy of the data is very important. Continue reading

Posted in Financial Markets 101, Testing, Work in Progress | 1 Comment

100 trades done & development work is cut out for next 4-5 weeks

The past two months have been a hectic time for me – continuing my trading efforts whilst having another, non-trading project, on the go.  However most of the time I have been able to monitor the market for setups and to manage any open trades properly, with good trading results.

First and foremost – big congratulations to France on winning the 2018 World Cup, and to Novak Djokovic on winning the men’s singles Wimbledon title!!!

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Posted in Financial Markets 101, Trend-Following Strategy | 2 Comments

FXCM Algo Summit 2018

FXCM ALgo SummitOn Friday, FXCM organized a full-day event inviting various speakers to discuss topics relating to algorithmic trading.  After attending for most of it, here’s my write-up.

The entire day was put on FXCM’s expense account – so thank you FXCM for the invitation! FXCM has uploaded a video of the entire day (all 9 hours of it) on YouTube – view it here =>  Algo Summit – Live Broadcast

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Posted in Financial Markets 101 | Tagged , , | 2 Comments