Simple Trading Strategy That "Turned $1000 into $50000" Tested 100 Times – Bollinger Bands + MA

Published on April 5, 2021

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Here is a requested strategy tested 100 times so you can see the results for yourself. This is clearly at least 30 times better than anything I have shown on the channel so far. Obviously I am being completely sarcastic the whole time and this is terrible I highly recommend staying away from channels that actually claim this is legit.

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Simple Trading Strategy That "Turned 00 into 000" Tested 100 Times – Bollinger Bands + MA

Forex Algorithmic Trading Xrp, Simple Trading Strategy That "Turned $1000 into $50000" Tested 100 Times – Bollinger Bands + MA.

Just how much do quants earn money?

The average base pay for quants and engineers at leading algo-focused hedge funds was $163k in 2018. With a near $100k typical perk, year-end complete compensation for a common quant is north of $260k.

Recommended Book for Trading Strategies

Building Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading, + Website

Book by Kevin J. Davey

Simple Trading Strategy That "Turned 00 into 000" Tested 100 Times – Bollinger Bands + MADevelop your own trading system with practical guidance and expert advice In Building Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Training, award-winning trader Kevin Davey shares his secrets for developing trading systems that generate triple-digit returns. read more…

Originally published: June 11, 2014
Author: Kevin J. Davey

An Instance of algorithmic Trading

Royal Dutch Shell (RDS) is detailed on the Amsterdam Stock Exchange (AEX) and London Stock Exchange (LSE).1 We begin by constructing an algorithm to determine arbitrage chances. Below are a few fascinating monitorings:

AEX sells euros while LSE sell British extra pound sterling.

Because of the one-hour time difference, AEX opens a hr earlier than LSE followed by both exchanges trading all at once for the next few hrs and then trading just in LSE during the last hour as AEX shuts.

Can we explore the opportunity of arbitrage trading on the Royal Dutch Covering stock listed on these two markets in 2 different currencies?

Needs

A computer program that can check out current market prices.
Price feeds from both LSE as well as AEX.
A foreign exchange (fx) rate feed for GBP-EUR.

  • Order-placing capacity that can path the order to the appropriate exchange.
    Backtesting ability on historical price feeds.
  • The computer system program should do the following:.
  • Check out the incoming cost feed of RDS stock from both exchanges.
  • Utilizing the readily available foreign exchange rates, transform the cost of one currency to the various other.
  • If there is a large enough cost inconsistency (discounting the brokerage costs) resulting in a lucrative opportunity, after that the program must place the buy order on the lower-priced exchange and offer the order on the higher-priced exchange.
  • If the orders are executed as desired, the arbitrage profit will adhere to.

Basic and also very easy! Nonetheless, the technique of artificial intelligence trading is not that easy to maintain and also carry out. Keep in mind, if one investor can place an algo-generated profession, so can various other market participants. Consequently, prices rise and fall in milli- and also even microseconds. In the above instance, what takes place if a buy trade is performed however the sell profession does not since the sell rates alter by the time the order hits the market? The investor will certainly be left with an open position making the arbitrage method worthless.

There are additional dangers and difficulties such as system failure threats, network connection mistakes, time-lags in between trade orders and also implementation as well as, crucial of all, incomplete algorithms. The more complex a formula, the much more rigid backtesting is required before it is put into action.

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