I recently came across a trading meme: Jokes aside, it is well known that trading can be a rather stressful activity. If you’re trading using algorithms, you’ve already taken a leap towards becoming stress-free. You won’t have to spend long hours staring at your charts; neither will you face the risk of execution errors. Here’s […]

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Entry selection is arguably the most important component of strategy development. A profitable entry allows profits to accrue quickly, minimizing your time in the market and giving you more flexibility when developing your trade exits. When discussing Entry Testing in the MT4 Development section, I demonstrated the use of simple reversal strategies to rank the profitability […]

Over the years, I have repeatedly found that forex markets are mean reverting in general, with the possible exception of the JPY pairs. Does mean reversion apply to weekend gaps as well? And if it does, can we program a strategy to exploit this phenomenon? Before finding out, let’s cover some causes and examples of […]

Not all entries are created equal. Can we identify higher probability entries, and apply larger position sizing to them? Here I’ll attempt to augment a GBPJPY trend following strategy with dynamic position sizing, and backtest its performance over 18 years.  I… The Kelly criterion is a famous mathematical formula that attempts to maximize your long-term […]