Posts Tagged ‘system evaluation’

Some algorithmic trading systems from 2010: Revisiting three trend following strategies (BB, CCI and RSI)

Back in December 2010 (see the original post here). I shared a free strategy portfolio consisting of three separate strategies for the EUR/USD. This strategy portfolio – which I called Atinalla FE – traded three different trading strategies using the Bollinger Bands (BB), Commodity Channel Index (CCI) and Relative Strength Index (RSI) indicators. I followed […]

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