TriosSystem

This strategy is built up with three different core sub-systems. The first is mean reversion strategy when the market moves in small sideway. And the second is another mean reversion scalping strategy during asian session. The last strategy adopts London breakout mechanism by placing two pending orders similar to OCO orders.The first two strategies will also try to recover loss by increasing amounts. The breakout strategy reduces trading amount to control excess risks.Such algorithm combination can achieve some sort of return smoothing.
版本: 日期: 状态: 描述 :
1.1 09.01.2019 Not running  下载
1 31.12.2018 Executed This strategy is built up with three different core sub-systems. The first is mean reversion strategy when the market moves in small sideway. And the second is another mean reversion scalping strategy during asian session. The last strategy adopts London breakout mechanism by placing two pending orders similar to OCO orders.The first two strategies will also try to recover loss by increasing amounts. The breakout strategy reduces trading amount to control excess risks.Such algorithm combination can achieve some sort of return smoothing.  下载
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