Forex strategy source

The Currency Strength Index shows how major currencies perform against each other in real-time. You can see at a glance which currency is on the rise and which one is declining, thus giving you valuable information about buying and selling pressure. To avoid forex strategy source bias, Currency Strength Index is using sophisticated calculation algorithm, which makes it a reliable tool in the decision making process of every trader.

The Currency Strength Index is calculated in real-time, on every tick. The calculations are based on the 1 minute time frame. The colored indicator bars and percentage values for each currency are updated automatically every 5 seconds. It is relatively easy to find articles about trading systems that achieve positive long term historical results on highly liquid Forex pairs.

However this becomes more difficult as we move to more exotic pairs since trading costs generally make the development of profitable trading systems for these symbols harder. The entry and exit rules are shown below. Since the 1990s, private traders can use the Internet to access the financial markets. Several trade platforms offer automated trading functions. Consequently, private traders are normally not succesful with automated trading. Zorro is a free tool for executing financial algorithms.

It supports research, exploring, developing, testing, and trading automated strategies for stocks, forex, options, futures, bonds, ETFs, CFDs, or any other financial instruments. Converting a trade idea into an automated trade system, testing and trading it is a lot easier and faster with Zorro than with conventional platforms. Native string, file, dataset, vector, and matrix functions. Event driven: Immediate reaction on price ticks. No limits: Full access to the Windows API and external DLLs. R bridge: Include R functions in trading, training and backtest. Sytax highlighting script editor with command help.

Single step mode for debugging trade strategies. Curve pattern detection with Fr├ęchet algorithm. Curve spectrum analysis with filter bank and Hilbert transformation. Source code of most indicators included. Easy interface to add own indicators. Algorithm generator with pruned decision tree. Algorithm generator for price action trading with patterns of up to 20 variables.

Generated trade algorithms can be exported in C code to other platforms. Prediction framework supports all R machine learning packages. Convert historical tick-based, M1, or EOD data for stocks, options, and other instruments from all data providers in CSV or Nanotick formats. Precise broker simulation considering fees, margin, spread, swap, slippage. Out-of-sample testing with several data split methods.

Uses multiple CPU cores for parameter training and machine learning. Monte Carlo analysis with randomized price and equity curves. Calculation of Sharpe Ratio, AR, CAGR, R2. Separate parameter optimization for portfolio components. Adjustable time offsets for feed-independent price data. Detrending on price, signal, or trade level.

Sine, square wave, and noise generators for algorithm testing. Optimal capital allocation factor calculation with MVO and OptimalF algorithms. Seasonal analysis with day, week, month, or year profiles. Tick mode for precision, bar mode for speed.

Automatic price history download and update. Minute- and tick-based price data for major currencies and indices included. Bar, line, dot, or band chart for indicators or user defined functions. Statistics charts for price, profit, season, and parameter profiles. Detailed trade statistics export to spreadsheet programs. Identical software in test and trading for reproducible results. Customized strategy control panels with user-defined buttons and entry fields.