Optimizing the forex trading system parameters: AUD/USD

This is the fifth report in the series of the buy-side forex trading system optimization reports for the individual currency pairs, traded on the day scale, which began with AUD/JPY. In the algorithm, the forecast signal whose nature will not be disclosed is fed into the money management framework driven by three adjustable parameters. The set of 13398 parameter combinations represents the totality of possible trading styles under study. The goal is to optimize the trading style by finding, on the basis of the simulated trading performance, such values of parameters as to maximize the return while minimizing risk. The insights obtained in the process may be of general interest, since the problem is common to all traders, robots and humans alike.

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