Monday, December 4, 2017

THE SWING TRADER

 Algorithmic Trading Strategy
Algorithmic Trading Strategy
* Losses could exceed maximum drawdown. This is measured from peak-to-valley, closing trade to closing trade. Past performance is not indicative of future performance.

The Swing Trader Monthly P/L

Trades beginning in October 2015 are considered Walk-Forward/Out-of-Sample, while trades prior to October 2015 are considered back-tested. Profit/Loss given are based on a $15,000 account trading 1 unit on the Swing Trader. This data is Non-Compounded.
Automated Trading System
* Losses could exceed maximum drawdown. This is measured from peak-to-valley, closing trade to closing trade. Past performance is not indicative of future performance.
CFTC RULE 4.41: Results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

No comments:
Write comments