Algorithmic Trading Status [May 2013]

FOREX Trading

Well, we can’t expect every month to be a good one. Last month’s results from my automated trading were pretty encouraging. Things during May 2013 were not quite as rosy. However, looking at the big picture, it’s not that bad. This month I will add in results from a second trading account. The monthly profit for each of these accounts since the beginning of the year is

Account A Account B
2013/01 121.82 57.17
2013/02 -36.43 -79.49
2013/03 153.59 98.67
2013/04 275.83 77.49
2013/05 -228.26 -54.19
total 286.55 58.89

Both accounts are running the same strategies but using slightly different parameters and risk settings. There was a single manual trade on Account B, which lost $24.70, otherwise all trades were automated.

The details for each of the strategies running on both of the accounts are given below. Gemini #1 makes the most frequent trades on EURUSD, yielding a moderate profit. Gemini #2 trades a lot less frequently and was generally unprofitable this month. In fact, this strategy alone accounts for the fact that May 2013 was a losing month. Ernie produced small but consistent profits in most cases.

pair strategy chart trades profit hours
Account A
AUDUSD ernie H4 11 22.18 8.72
EURUSD ernie H4 7 16.06 2.56
EURUSD gemini #1 M5 45 193.10 7.35
EURUSD gemini #2 M5 7 -450.11 33.72
EURUSD gemini #1 M15 3 0.60 4.65
GBPUSD ernie H4 9 -7.40 4.97
Account B
AUDUSD gemini #1 H4 4 7.88 6.20
AUDUSD ernie H4 8 16.88 5.08
EURUSD gemini #1 M5 44 28.62 9.22
EURUSD gemini #2 M5 7 -111.89 2.39
EURUSD gemini #1 H4 3 3.78 6.43
EURUSD gemini #2 H4 1 -23.10 1.55
EURUSD ernie H4 5 9.67 2.58
GBPUSD gemini #1 H4 4 -8.12 7.51
GBPUSD genini #2 H4 1 0.70 5.06
GBPUSD ernie H4 4 49.40 1.84

I am reducing the risk on gemini #2 for June 2013, and increasing the risk on gemini #1 and ernie.

Categorically Variable