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发布于:2017-12-7 17:23:53  访问:6 次 回复:0 篇
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Forex
Recently, I found an intriguing trading strategy, intended for futures trading but theoretically applicable to retail muslim forex account trading.The strategy`s author claims that despite completely objective as well as simple rules, a easy and complete "trend-following" strategy traded across a widely diversified group of liquid futures markets has produced the average annual return of around 20% per year in the last twenty years, significantly outperforming global stock markets and equating to the kind of returns manufactured by professionally managed trend-following managed futures hedge funds.
As being a islamic forex account professional, I took another look at the way to see what kind of edge it might have historically presented to retail islamic forex account traders. The results make interesting reading simply because illustrate exactly why it is really so difficult for retail traders to exploit edges available within markets.
With regard to full disclosure I reproduce the process rules in full:
Risk: the 100 day ATR (Average True Range) should equal 1 unit of risk.
Entry: long at the end of each day which closes above the very best close of the earlier 50 days; short at the end of each day which closes underneath the lowest close of the prior 50 days.
Entry Filter: long entries as long as the 50 day SMA (Simple Moving Average) is on top of the 100 day SMA; short entries as long as the 50 day SMA is below the 100 day SMA.
Exit: A trailing stop really should be used of 3 times the 100 day ATR from the best price since trade was opened (for longs), or maybe the lowest price considering that the trade was opened (for shorts). The trailing stop must be recalculated constantly being a "chandelier stop" and it ought to be a soft stop: an exit is merely made when a normal close was at or after stop loss.
This plan was tested resistant to the most liquid and popular spot islamic forex account currency pair, the EUR/USD, over a protracted and recent period of time (from September 2001 to no more 2013), using publicly available spot EUR/USD data with all the daily enter and exit at Midnight GMT.
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