September performance review for Danica-9am algorithm

Source: forexautomaton.com

During the month of September, the ninth month of live performance, the system continued on auto-pilot without parameter changes. This document consists of a summary section reporting the figures of merit for the forecasting quality, followed by 14 subsections, dedicated to the individual exchange rates tracked by the system. Those contain our usual green-yellow-blue-red color-coded charts of the performance (2 for the two hypothetic strategy triggers for each currency pair, 28 in total) and details pertinent to the specific currency pairs. For comparison with the previous month, you may want to take a look at the August review.  


Read more...

  • themarketbrothers: Live FOREX day trading

    On this blog you'll find our opinions and analysis on various markets and instruments, including stocks, options, currencies, and commodities. Enjoy! 6/04/2009. Live FOREX day trading. Enjoyed stealing 45pips from the market today. ... themarketbrothers -...

  • Euro surges on the developments of Greek deal

    tweetmeme_style = 'compact'; (function() { var po = document.createElement('script'); po.type = 'text/javascript'; po.async = true; po.src...

  • FOREX VIDEO - Pre London Outlook August 12th 2009

    Hi everyone. For this outlook I take a look at the Euro USD and the Pound Swissy cross. We have had a good run especially for the Euro but have run into some fairly strong support for both pairs. I don’t think a retracement for both currency pairs is out of the question by any means. I have drawn...

  • Kelly position sizing with a fixed stop-loss; dangers of tight stop-loss

    The main conclusion of the previous article was that a strategy with a position size distributed proportionally to the Kelly Criterion was found to be more attractive than the strategy were potential stop-loss would be distributed according to Kelly. A way to implement such a better strategy was...

  • FOREX VIDEO - New York Session Review - Sept 30, 2009

    SNB strikes again! The Swiss franc sold off sharply during the first hour of today’s New York session as the BIS reportedly bought currencies on behalf of that central bank to weaken Switzerland’s currency. A Fibonacci study and the concept of role reversal contributed to the design of...