Let’s say I have a model which did 40.11% CAGR with max draw 10.70% since 2010 in static portfolio of 24 markets, annualized Sharpe is 1.47 and positive skew is 0.95. I have 4 months of live results for now, but I am planning to have at least 1 year.
I would like to manage larger capital for a...
I see that 1:1.5 RR is very good ratio with this strategy. I need high win rates.
Nice profit on cable after London open.
http://i.imgur.com/9UPQ2xB.png
Great stuff, but how do you know what is the weakest or strongest currency? Futures charts? H1 time frame? http://finviz.com/futures_charts.ashx?t=CURRENCIES&p=h1 From the futures charts is seems USD and NZD are strong today and JPY is weak.
There are also currency strength indicators which are...