Friday, January 14, 2011

SimpleSVM with RSI limits for EURCHF

Trading against the wind!

The idea is: in an ascending trend, open long position when RSI cross 30 and short positions according to SimpleSVM limited to RSI conditions (like this post, but acting over EURCHF).

Starting operations on January 11th, this system has opened 3 short positions, earining 0.2% (for each one) and one long position earning 0.2% in one day.

Let's see how it's going on...

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