algorithmic currency trading an original trading algorithm. implements many trading aspects, as well...
TRANSCRIPT
ALGORITHMIC CURRENCY TRADING An original Trading Algorithm. Implements many trading aspects, as well as portfolio management, investment strategies and tactics.
Main features
• Portfolio management
• Strategy
• A reasonable approach
• Following the trend
• Do we need Stop – Loss?
• Example of a real account
• Strategy charts
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About The Broker
• FXCM Cash on Hand as of December 31, 2013: ($365.2 million) - (FXCM Debt as of December 31, 2013: $146.3 million) =
• FXCM's Own Net Cash = $218.9 million
• FXCM total retail Tradable Accounts (As of February 28, 2014): 190,722
• FXCM is publicly traded through the New York Stock Exchange, with a market cap of $1.45 Billion. Market cap was calculated at the close on December 31, 2013. This assumes the exchange of all FXCM Holdings LLC units on a fully diluted basis. With non-FXCM Inc. FXCM effectively has 81.5 million shares outstanding, 44.7 million shares outstanding at FXCM Inc. and 36.8 million FXCM Holdings LLC Units exchangeable 1-1 into FXCM Class A shares. The closing price on December 31, 2013 was $17.84. FXCM Inc. owns 54.8% of FXCM Holdings LLC.
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Your money is safe with the best technology and proper regulation.
Portfolio management
Portfolio Management is a coordinated collection of strategies, processes and tactical decisions.
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1. The amount of cash available in the trading account and the whole value of the portfolio.
2. Dividing the holdings amount for each instrument, in a way that a losing trade will not affect the whole portfolio.
3. Markets behave in random. No prediction is being made. The current situation is the only trigger for action.
4. The current situation is a complex of many parameters, require a quick new analyses buy the millisecond.
Parameter for any decision involving buy, sell or hold.
Do we need Stop – Loss?
Smart algo trader is using a special risk management strategy, that eliminates the need for a Stop – Loss mechanism.
A careful and experienced driver does not get to a situation that will require an emergency stop.
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Example of a real account, Nov, 13-Apr,14
USD $
Beginning Balance 11161.25
Rollover Fee 93.19
Profit/Loss of Trade 3,289.95
Ending Balance 14,543.79 (30.3%)
Floating P/L -1,597.78
Equity 13,908.60 (24.6%)
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Statement Period:
from Oct 20, 2013 through May 08,
14,543.79 (30.3%)
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
Example of a real account – Nov, 2013
USD $
Beginning Balance 11,229.84
Rollover Fee 5.38
Profit/Loss of Trade 862.44
Ending Balance 12,097.66 (7.27%)
Floating P/L -721.07
Equity 11,376.59 (1.3%)
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Statement Period:
from Oct 31, 2013 through Dec 1, 2013
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
14,543.79 (30.3%)
Example of a real account – Dec, 2013
USD $
Beginning Balance 12,097.66
Rollover Fee 27.69
Profit/Loss of Trade 688.96
Ending Balance 12,814.31 (5.92%)
Floating P/L -1,400.43
Equity 11,413.88 (-5.62%)
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Statement Period:
from Nov 30, 2013 through Jan 1, 2014
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
14,543.79 (30.3%)
Example of a real account – Jan, 2014
USD $
Beginning Balance 12,814.31
Rollover Fee 27.10
Profit/Loss of Trade 837.36
Ending Balance 13,678.77 (6.74%)
Floating P/L -2,511.26
Equity 11,167.51 (-12.85%)
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Statement Period:
from Dec 31, 2013 through Feb 1, 2014
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
14,543.79 (30.3%)
Example of a real account – Feb, 2014
USD $
Beginning Balance 13,678.24
Rollover Fee 15.70
Profit/Loss of Trade 343.06
Ending Balance 14,037.00 (2.62%)
Floating P/L -2,113.24
Equity 11,923.76 (-12.82%)
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Statement Period:
from Jan 31, 2014 through Mar 1, 2014
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
14,543.79 (30.3%)
Example of a real account – Mar, 2014
USD $
Beginning Balance 14,036.29
Rollover Fee 33.02
Profit/Loss of Trade 277.32
Ending Balance 14,346.63 (2.21%)
Floating P/L -851.69
Equity 13,494.94 (-3.86%)
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Statement Period:
from Feb 28, 2014 through Apr 1, 2014
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
14,543.79 (30.3%)
Example of a real account – Apr, 2014
USD $
Beginning Balance 14,347.04
Rollover Fee -12.01
Profit/Loss of Trade 117.12
Ending Balance 14,452.15 (0.73%)
Floating P/L -480.28
Equity 13,971.87 (-2.61%)
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Statement Period:
from Mar 31, 2014 through May 1, 2014
12,097.66 (7.27%)
12,814.31 (5.92%)
13,678.77 (6.74%)
14,037.00 (2.62%)
14,346.63 (2.21%)
14,452.15 (0.73%)
14,543.79 (30.3%)
Example of a real account
Statement Period:
from Oct 20, 2013 9:30:27 AM
through May 08, 2014 1:23:29 AM
Approximately 6 months of trade.Important notice: Only a fraction of the money in the account (about 5%) is being put at risk. This amount is very active, yielding about 700% return on the investment. The rest 95% stand as auxiliary power that will produce sufficient margin in case of a turmoil.
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Beginning Balance +Rollover Fee +Profit/Loss of Trade -Floating P/L
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Strategy charts EUR GBP 18 Mar 2014
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Click to view enlarged chart on website.
Strategy charts EUR USD (2) 13 Mar 2014
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Click to view enlarged chart on website.
Strategy charts USD CAD 18 Mar 2014
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Click to view enlarged chart on website.
Thank you for watching
Please contact using :
Email [email protected]
Skype SmartAlgoTrader
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