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$GOLD / $XAUUSD swing trader

lnostdal Posted 9 Apr.  in #Algorithmic Trading #Gold #System #Xauusd #Systematic
$GOLD / $XAUUSD swing trader
  • 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%)
What do you think? I will add more info and stats here soon.
QuantAtaraxia
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QuantAtaraxia: USDJPY 1hour algotrader 2015-12-06 to 2017-01-20 ...work in progress...

lnostdal Posted 29 Jan.  in #Algorithmic Trading #Robot #Quantitative #Algo #Algorithm
Simple strategy (work in progress) full run:
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