15.05.2011 – 21.05.2011
Base package (Major currency pairs)
Last week no operations on the basic package has been committed.
Extended package (Minor currency pairs)
Last week, +1.09% of the yield curve
During the reporting week, the system showed good results on an extended package on different pairs.
Leaders of the week (data points)
CADDKK +1308
GBPZAR +881
EURMXN +733
EURNZD +502
SEKJPY +366
Losers of the week (data points)
EURTRY -44
GBPDKK -141
CHFSGD -168
CADSEK -187
Precious metals packages (gold, silver, platinum, palladium)
Last week, -1.37% of the yield curve
Precious package metals showed excellent results on gold, but at the same time made few mistake with on the choice of optimal in / out on palladium and platinum. As a result of the larger volumes it finally closed with a small loss.
XAUUSD +14261
XPDUSD -38756
XPTUSD -7355
Package MICEX indices (MICEX indices)
Last week, the project also started with a new package - the indices of the Moscow Interbank Stock Exchange. I wonder how indifferent is the fact what to predict? Whether it has boundaries? Trading on the indices immediately attracted the attention of their specificity and apparent differences from other packages. These differences should by immediately adopted. An interesting example is the fact that some positions are closed with a profit, reaching a level of SL (ie, by modifying an already opened signal and by changing the previously exposed stop levels). How that can be explained? Once it seemed like even some common trait, but rather its about simple presentation of the systems assesses of the state of the MICEX. Perhaps in the near future ways of trade will change, and in the future we can expect that the system will display a variety of ways how to generate income and how to fix losses on the package MICEX. Its first week was closed with a slight loss.
Week results (points in data)
MICEX10INDEX +2430
MICEXCGS -26683
MICEXFNL -14497
MICEXCHM -129772
MICEXINDEXCF -11121
MICEXM&M -47119
MICEXMNF +18189
MICEXO&G +2617
MICEXPWR +19960
Conclusions
Waiting for the resumption of (possible) forecasts on a basic package, the system provides huge opportunities for trading and for the analysis and construction of various systems on the basis of a large number of packages / tools. With the advent of the new package, with some expected proportion of successful operations, the are possibilities:
- of even more efficient diversification on the one hand
- of focusing on the certain group of tools (for example with the help of f highly specialized fundamental analysis of a particular sector / industry / industrial complex) on the other hand
- a broad analysis of all possible correlations and detection of trends for future trading systems construction
In this sense, is particularly interesting to compare the entire set of operations carried out by a single system for all packages.