A professional development team that has been creating artificial intelligence for robots over the past 10 years has decided to apply the algorithms used for self-learning of intelligence on the exchange. It took more than 1 year of work to adapt the algorithms.
As a result, an algorithm was created that allows 6000 classical backtests to be conducted in 10 years in 1 second. All testing is performed on powerful multi-core servers, which allows you to exceed the speed of ordinary testing by tens of thousands of times.
Subsequently, teams of traders and risk managers joined in the development with more than 15 years of experience in each of the Forex market. For algorithms for mining strategies, about 80 original tools were proposed, which are actively tested among themselves, on different TFs and with different settings.
*** PORTFOLIO OF STRATEGIES ***
It is impossible to predict which strategy and which currency pair will be the most profitable in the future. In this regard, to improve investment comfort, we use widely diversified trading strategies.
The portfolio shows the following results, which differ significantly from the results of individual strategies:
The average profit is more than 1.5 times the average loss.
Percentage of profitable transactions over 53%
The mathematical expectation of profit is more than 16pp
Profit factor of the portfolio is almost 2
And most importantly! The average annual return of the portfolio to the maximum relative drawdown of the portfolio was more than 9 to 1, which is 5 times higher than the best of the trading systems included in the portfolio.
This example demonstrates that using a balanced portfolio of strategies will make your trading much more efficient and comfortable: you will achieve better results with fewer drawdowns and your trading will not be so much subject to constant market changes.