Recent Content by Jmedon

  1. Stable fully automated Macro Strategy

    Hi All, At the end of the month strategy has 5.5% profit after 3 weeks of trading. In the monday I will expand my strategy to new 40-50 markets...
    Post by: Jmedon, Jul 1, 2017 in forum: Journals

  2. Stable fully automated Macro Strategy

    Hi All, In last week my strategy made new equity high 22% profit from start but unfortunately finished on 13% equity profit. Actual positions:...
    Post by: Jmedon, Jun 25, 2017 in forum: Journals

  3. Stable fully automated Macro Strategy

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    Post by: Jmedon, Jun 20, 2017 in forum: Journals

  4. Stable fully automated Macro Strategy

    Small update. Strategy actually have 17.5% profit. In last week made only 1 trade (SL). I'm preparing out of sample test to show you more...
    Post by: Jmedon, Jun 20, 2017 in forum: Journals

  5. Stable fully automated Macro Strategy

    Hi Van_der_Voort_4, Thanks for a reply, I have macroeconomic data since 2007 and intraday market data from IQFeed where historical data starts...
    Post by: Jmedon, Jun 18, 2017 in forum: Journals

  6. Stable fully automated Macro Strategy

    More volatile markets have greater draw down but I scale down it use less weight in portfolio. This is why I started present results in myfxbook...
    Post by: Jmedon, Jun 18, 2017 in forum: Journals

  7. Stable fully automated Macro Strategy

    When you look at one market there are more drawdowns, but when I have portfolio of markets diversification make results much better. 15 trades in...
    Post by: Jmedon, Jun 18, 2017 in forum: Journals

  8. Stable fully automated Macro Strategy

    On the below portfolio equity since 2007 without leverage, without SL orders so with SL its better results. [IMG] On the below market results,...
    Post by: Jmedon, Jun 18, 2017 in forum: Journals

  9. Stable fully automated Macro Strategy

    You made macro strategies in futures or stocks? How long real trading history this quant fund need to review your strategy? My strategy is very...
    Post by: Jmedon, Jun 17, 2017 in forum: Journals

  10. Stable fully automated Macro Strategy

    Hi All, This is my first post here. I am frequently read Elite Trader forum for a long time. I am quant with near 10 years experience in...
    Thread by: Jmedon, Jun 16, 2017, 20 replies, in forum: Journals