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Strategy Contest - May 2023 - Article

al_dcdemo Posted 18 June  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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Strategy Contest - December 2022 - Article

al_dcdemo Updated 7 Jan.  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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Strategy Contest - October 2020 - Article

al_dcdemo Updated 29 Nov.  in #Automated Trading #Foreign Exchange #Strategy Contest
In the previous article I described some general principles behind the strategy that I'm currently using in the contest. I encourage you to read it, because the information in it is relevant to this article, in which I will describe a simple process that can be used to improve the strategy, in terms of its entry signal.
To recap, the basic properties of the strategy are:
[list][/list]…
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Al_dcdemo has published strategy VScalp3_4_May2018

al_dcdemo Posted 30 Apr.  in #Strategy Contest
Description:
VScalp3_4_May2018 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 5 pips but the latter is adjusted to 14
pips on…
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Al_dcdemo has published strategy VScalp3_4_February2018

al_dcdemo Posted 30 Apr.  in #Strategy Contest
Description:
VScalp3_4_February2018 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 3 pips but the latter is adjusted to 14
pi…
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Al_dcdemo has published strategy VScalp3_4_April2018

al_dcdemo Posted 30 Mar.  in #Strategy Contest
Description:
VScalp3_4_April2018 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 3 pips but the latter is adjusted to 14
pips …
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Al_dcdemo has published strategy VScalp3_4_March2018

al_dcdemo Posted 1 Mar.  in #Strategy Contest
Description:
VScalp34March2018 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 4 pips but the latter is adjusted to 14
pips on…
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Al_dcdemo has published strategy VScalp3_4_January2018

al_dcdemo Posted 29 Dec.  in #Strategy Contest
Description:
VScalp3_4_January2018 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 4 pips but the latter is adjusted to 14
pip…
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Al_dcdemo has published strategy VScalp3_4_December2017

al_dcdemo Posted 1 Dec.  in #Strategy Contest
Description:
VScalp3_4_December2017 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 3 pips but the latter is adjusted to 14
pi…
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Al_dcdemo has published strategy VScalp3_4_November2017

al_dcdemo Posted 31 Oct.  in #Strategy Contest
Description:
VScalp3_4_November2017 is a momentum scalping strategy. It opens a
long position when CCI(14) closes above 200 and a short position when
CCI(14) closes below -200. The strategy opens one position per
trading day (Monday to Friday). It may skip one trading day (usually
NFP day) per month. It trades only when the spread is lower than or
equal to 2
pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL
is set at 55 pips and TP at 4 pips but the latter is adjusted to 14
pi…
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