Danica parameter, strategy change

Written by Forex Automaton   
Tuesday, 23 July 2013 10:50

The daily 9am Danica system has had its Fred parameter lowered from 12 to 4 today, following new optimization insights. This change is accompanied with a strategy change from a position allocation based on past performance with a given forecast class to an a priori fixed class-specific allocation. This way, the system is less influenced by whatever happened in its past. The Fred optimization has been done in the context of this strategy change, therefore the two changes are mutually consistent.

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Last Updated ( Sunday, 01 September 2013 11:00 )
 

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