| ■システムの説明 |
This Trading System relies exclusively on mathematical models which analyse the historical daily opening, closing, high and low levels of the continuous Euro FX futures contract traded on the CME (Globex). A system of statistical analysis indicates as the daily closing time approaches (04:00 pm CST), the strategy to follow, updates the current positions exit levels, or suggests new positions. Usually the trading system indicates at the same time both the Long and Short positions (that can be possible on the same contract using two different trading accounts, or using only one account by trading on two contracts with different expiry). The algorithm does not calculate the stop loss, and if during the trading day the exit level is not reached, the exit is scheduled on closing however. Clearly this exit occurs only if the system does not indicate another entry, just on closing, in the same direction (in order to avoid commissions costs). |
