EA completed
Finally, it’s done.
The three points we focused on are below.
1) First, assets can be formed with a healthy margin maintenance rate.
→ By avoiding bankruptcy risk,prioritizing principal preservationwas set.
2) It is a swing trade.
→ This has value because, due to factors like spreads and slippage,
reducing the gap between backtesting and forward testingis meaningful.
Furthermore,
Additionally,
3) The asset curve is similar across any currency pair.
→ This indicates there is room for growth in Pareto optimization.
In other words, when portfolio management is used,funds can be rotated without being wasted.
Depending on the combination,hedge effects can also be expected.
Also, when the amount of funds increases, by diversifying tradesit is possible to avoid order failures.
—— EURUSD example ——
※Below is for simple interest. With compound interest, the curve would jump even more dramatically.