Here is a further step towards optimizing the forex trading system performance in the "semi-isolated" mode. The "isolation" means that each market is being predicted independently of the rest, with no attempt to discover and learn the inter-market patterns. However, the money-management component of the algorithm is aware of the concurrent trading ideas form the different markets and weighs them against each another, selecting the most promising. In this report I focus on risk vs return optimization.
Return vs risk in the presence of simultaneous opportunities: Step Two optimization update.
Source: www.forexautomaton.com
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