Week 8: Testing the Arb Trader Application in a Live Account

Here’s the latest update for trading the week of April 29th for the 5 & 60 minute EUR/CHF strategies as well as the 60 minute AUD/NZD strategy.


All three strategies closed in the black for the week, and I am beginning preparations for trading these strategies with full position sizes (which still need to be determined).  As I had mentioned in a previous post that the signals for these strategies are actually being generated by Trade Station and passed to Arb Trader to manage the trades via Interactive Brokers API.  I would like to move the actual generation of the trading signals to the Arb Trader app itself and remove the dependency on Trade Station all together. However, this wouldn’t necessarily be a requirement to begin full fledged trading with this strategy.

 

Week of 4/29/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 22 13 15
Winning Trades 95.5% 92.3% 80.0%
Avg. Trade (ticks) +0.19 +0.40 -0.89
Total Profit/Loss (Ticks) +4.2 +5.2 +13.3

 

Total since 3/11/12

EUR/CHF
5-minute
EUR/CHF
60-minute
AUD/NZD
60-minute
# of Trades 160 121 120
Winning Trades 96.8% 88.4% 79.2%
Avg. Trade (ticks) +0.08 +0.14 -0.06
Total Profit/Loss (Ticks) +13.2 +17.5 -7.5

Twitter: @LimitUpTrading
Twitter: @RobTerp

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