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20.628Net Profit
45.294PSR
0.924Sharpe Ratio
0.093Alpha
0.331Beta
20.566CAR
18.9Drawdown
-12Loss Rate
3Parameters
0Security Types
253Tradeable Dates
8Trades
0.442Treynor Ratio
11.09Win Rate
Lijun left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading
No. Actually if is is in short position, it will be liquidated when cross below middleband.
20.628Net Profit
45.294PSR
0.924Sharpe Ratio
0.093Alpha
0.331Beta
20.566CAR
18.9Drawdown
-12Loss Rate
3Parameters
0Security Types
253Tradeable Dates
8Trades
0.442Treynor Ratio
11.09Win Rate
Lijun left a comment in the discussion Intraday Application of Hidden Markov Models
Hi Remus, I think we cannot insure the market is always in one trend. That the reason for HMM....
Lijun left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading
No. Actually if is is in short position, it will be liquidated when cross below middleband.
Lijun left a comment in the discussion Intraday Application of Hidden Markov Models
Hi Remus, I think we cannot insure the market is always in one trend. That the reason for HMM....
6 months ago