这就是机械化交易的好处!只要做一个优秀的自动交易系统,加上高资金杠杆,排除了人为的情绪以及性格因素,高收益不是不可能哦.Back test result as following:
YEAR to YEAR ROI (%)
2005-2006 92.96
2006-2007 64.5
2007-2008 103.9
2008-2009 430.8
注意:是用同一个EA,同样的参数跑五年哦,不是像有的商业宣传的更高的收益率,其实是拿几个月的数据做Curve Fitting.
I just use the basic theory of Automatic Control: Closed Loop. :)In fact, it is nothing special, just combination of indicators(EMA,STO etc) + money management(lot size control etc). I myself is a programmer, so a good coding is also essential. :)
Post here is trying to raise up the attention of Automatic Trading Topic,it is still relatively new for retailer traders, I think this is going to be next big thing in the financial world!
Also to celebrate for the my past few months hard working to finally rolled out the product!
cool.... :)
I also develeped a few algorithm,, but never tried them out in the real trading environment,, I still manually trade FX....
may i know your average holding period and your algorithm time frame as well as your currency pairs....?