Should we include the Lehman Shock period within the EA development timeline?
This is EA developer Reiwa's Double-Eye.
This time「Whether to include the Lehman Brothers period in the EA development timeframe」
as such,
in fact this is a point where even among EA developers
opinions are divided.
To state the conclusion first,
I want to verify with many chart patterns, so
I am in the camp of “include.”
However
as the “do not include” camp
・Since it is said to be a once-in-a-century event, it might be okay to exclude
・EA would not operate in markets like Lehman shock to begin with
・Lehman shock movements are “abnormal value,” so exclude
・Smartphones and current FX trading environments differ, so not useful as reference
and others can be seen, but
indeed, that is understandable.
Will rough movements like Lehman shock come again in the future?
What if we say “only for one month”?
That would be March 2020.
Yes, the corona shock market.
During this time the VIX index (fear index)
reached a level not seen since the Lehman shock.
At that time the USD/JPY which had been in the 112 yen range
fell to the 101 yen range and then recovered to the 111 yen range,
and AUD/JPY and NZD/JPY reached the historical lows.
Some may not have noticed.
With COVID information being so tangled,
some people didn’t realize the VIX had jumped,
and some didn’t have the chance to pause EA,
and so on.
That may have been the same during the Lehman shock era.
So personally,
I am in the camp of including Lehman shock period.
In other words, it is a rare opportunity to verify “a movement that happens only once in a century.”
If you can cover all kinds of market environments,
even if you stop EA for some reason,
designing to reduce major losses is extremely important to me.
Well then!
Among users,
there are also those who do not include Lehman shock,
so among the products on sale there are also development and backtest data from 2013 onward.
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【Reiwa’s Double-EI EA Product List】
https://www.gogojungle.co.jp/users/112481/products
【Reiwa’s Double-EI Serial Articles】
■EA for Beginners
https://www.gogojungle.co.jp/finance/navi/series/1700
https://www.gogojungle.co.jp/finance/navi/articles/64703
https://www.gogojungle.co.jp/finance/navi/articles/64738
https://www.gogojungle.co.jp/finance/navi/articles/65619
https://www.gogojungle.co.jp/finance/navi/series/1701
https://www.gogojungle.co.jp/finance/navi/articles/64723
https://www.gogojungle.co.jp/finance/navi/series/610
【Reiwa’s Double-EI Beliefs】
Develop EA by a straightforward method,
seek the support of more people,
and maintain a long-term WIN-WIN relationship,
aim to vitalize the EA market and improve literacy.
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