Hi All,
I am new here.
I am quant with near 10 years experience in developing strategies on many markets.
After several years I developed robust, fully automated strategy which performs well in many markets.
I would like to show my current macro strategy and REAL LMAX account.
I am run it with 1:10 leverage, after two weeks I have 16.5% profit with open positions.
My plan is to run this strategy minimum to end of the year (10% return without leverage / 100% with 1:10 leverage at end of 2017).
I linked my account to myfxbook with fully detail information (live trades, live orders) see below:
http://www.myfxbook.com/members/JMed...x-real/2138155
Short description of the strategy:
- It is long-term fully automated strategy
- Based on macro events news.
- Currently strategy trade on 8 markets, (AUDUSD, GBPUSD, USDJPY, NASDAQ, DJIA, EUROSTOXX, OIL, SILVER)
- It is slow long-term strategy, with wide SL/stop orders.
- it make 10-15 trades per year depends on specific market.
- Trading on many markets it is the most important due to big diversification and stable profits
- Always long or short position in specific market
- Trading costs (spreads/commissions) are not important due to small amount of trades per year
Historical portfolio plot in percentage return since 2016, out of sample since 2017 (dot).
More than 10% percentage return without leverage in 2017 (4 months):
http://i65.tinypic.com/2r2tdw4.png
Intraday drawdown plot. Maximum DD is 2% during but in 2017 it is around 1%:
http://i64.tinypic.com/28wey5h.png
On the below portfolio equity since 2007 without leverage, without SL orders so with SL its better results.
Only 2 months in history with negative returns (!)
http://i64.tinypic.com/2znq35k.png
On the below market results, the sae like above, without leverage and SL orders.
http://i68.tinypic.com/x3eej9.png
My future goals:
- Backtest strategy on every possible FX currency and other commodities (expand strategy to trade on 20-30 markets).
- Run intraday strategy with more frequent trades.
I will try to update this thread weekly or at the new portfolio setup.
Do you have experience with long term macro strategies?
Best Regards
I am new here.
I am quant with near 10 years experience in developing strategies on many markets.
After several years I developed robust, fully automated strategy which performs well in many markets.
I would like to show my current macro strategy and REAL LMAX account.
I am run it with 1:10 leverage, after two weeks I have 16.5% profit with open positions.
My plan is to run this strategy minimum to end of the year (10% return without leverage / 100% with 1:10 leverage at end of 2017).
I linked my account to myfxbook with fully detail information (live trades, live orders) see below:
http://www.myfxbook.com/members/JMed...x-real/2138155
Short description of the strategy:
- It is long-term fully automated strategy
- Based on macro events news.
- Currently strategy trade on 8 markets, (AUDUSD, GBPUSD, USDJPY, NASDAQ, DJIA, EUROSTOXX, OIL, SILVER)
- It is slow long-term strategy, with wide SL/stop orders.
- it make 10-15 trades per year depends on specific market.
- Trading on many markets it is the most important due to big diversification and stable profits
- Always long or short position in specific market
- Trading costs (spreads/commissions) are not important due to small amount of trades per year
Historical portfolio plot in percentage return since 2016, out of sample since 2017 (dot).
More than 10% percentage return without leverage in 2017 (4 months):
http://i65.tinypic.com/2r2tdw4.png
Intraday drawdown plot. Maximum DD is 2% during but in 2017 it is around 1%:
http://i64.tinypic.com/28wey5h.png
On the below portfolio equity since 2007 without leverage, without SL orders so with SL its better results.
Only 2 months in history with negative returns (!)
http://i64.tinypic.com/2znq35k.png
On the below market results, the sae like above, without leverage and SL orders.
http://i68.tinypic.com/x3eej9.png
My future goals:
- Backtest strategy on every possible FX currency and other commodities (expand strategy to trade on 20-30 markets).
- Run intraday strategy with more frequent trades.
I will try to update this thread weekly or at the new portfolio setup.
Do you have experience with long term macro strategies?
Best Regards