Forex trading system optimization status

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Written by Forex Automaton   
Tuesday, 14 July 2009 16:23

I've gone through three rounds of the trading system optimization studies with simulated trading in the individual forex markets (major exchange rates) and I am working on a synthesis report. After that, the plan is to switch to the optimization of the multi-market version of the system. This is likely to proceed in two distinct steps: first, the money management part becomes aware of the concurrent trade ideas in the different markets and learns to treat them properly.  The thing to check is the reduced "risk" or fluctuation in returns. Second, the forecasting algorithm begins to handle the different markets jointly, effectively learning to utilize cross-market patterns. 

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Last Updated ( Monday, 04 January 2010 12:31 )