3 ms·
Introduction video: https://www.cloud9trader.com/documentation/video-tutorials/lesson-1-introduction-and-overview https://www.cloud9trader.com/documentation/vid
by nodesocket 8y ago
Introduction video: https://www.cloud9trader.com/documentation/video-tutorials/lesson-1-introduction-and-overview https://www.cloud9trader.com/documentation/video-tutorials/l...
So the following community algo (https://www.cloud9trader.com/algorithms/1085/code https://www.cloud9trader.com/algorithms/1085/code) claims to have averaged 0.6% monthly profit, which is a 7.2% annual return. Actually pretty awesome.
Why is it only trading between 5AM and 6PM?
function isGoodTimeToTrade() {
if (hour >= 5 && hour < 18) {
return true;
}
}
- brobinson 8y agoThat algorithm would have a poor Sharpe/Sortino/Calmar ratio. The risk-adjusted return is bad, though not as comically bad as some of the others on the homepage with 40%+ drawdowns. 5am -> 6pm is most likely targeting a specific trading "session". See: https://www.investopedia.com/articles/forex/08/3-market-system.asp https://www.investopedia.com/articles/forex/08/3-market-syst...