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发布于:2017-12-7 21:20:45  访问:2 次 回复:0 篇
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Forex
Recently, I found an interesting trading strategy, ideal for futures trading but theoretically applicable to retail islamic forex account trading.The strategy`s author claims that despite completely objective and easy rules, a classy and complete \"trend-following\" strategy traded across a widely diversified gang of liquid futures markets has produced the average annual return of around 20% per year within the last 20 years, significantly outperforming global stock markets and equating to the level of returns produced by professionally managed trend-following managed futures hedge funds.
As a islamic forex account professional, I took another look for the method to see what kind of edge it may well have historically directed at retail muslim forex account traders. The final results make interesting reading given that they illustrate exactly why it is really so difficult for retail traders to exploit edges which exist within markets.
As a full disclosure I reproduce particularly rules completely:
Risk: the 100 day ATR (Average True Range) should equal 1 unit of risk.
Entry: long following every day which closes above the very best close of the first sort 50 days; short at the conclusion of each day which closes beneath the lowest close of the previous 50 days.
Entry Filter: long entries provided that the 50 day SMA (Simple Moving Average) is above the 100 day SMA; short entries not until the 50 day SMA is below the 100 day SMA.
Exit: A trailing stop ought to be used of 3 times the 100 day ATR from the greatest price since trade was opened (for longs), or lowest price since the trade was opened (for shorts). The trailing stop has to be recalculated constantly as being a \"chandelier stop\" and it ought to be a soft stop: an exit is only made when an every day close are at or after dark stop loss.
This course was tested resistant to the most liquid and popular spot islamic forex account currency pair, the EUR/USD, over long and recent timeframe (from September 2001 to the end of 2013), using publicly available spot EUR/USD data using the daily enter and exit at Midnight GMT.
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