'CycleCrossOrder2The strategy will be upgraded to V2.80 after the holidays.
The modifications are as follows.
XNUMX. Implement parameter optimization.
XNUMX. Added drawdown control function.
For 2014, the parameter was optimized using the latest historical data (FXDD, 1 / 2015-12 / XNUMX).
As for XNUMX,
If a certain amount of drawdown (including unrealized loss) occurs in the working capital,
Added a function to settle near the market price and prevent the drawdown from expanding (optional function).
With this feature, for example,
If you are operating for XNUMX million yen and have a loss of XNUMX yen including unrealized loss,
In other words, if the drawdown is XNUMX%,
Ordinarily,Discretionary settlement support PROSettled by the breakeven stop function of
Change the position to be settled around the quoted price.
* The trick is to only settle near the quoted price instead of compulsory settlement.
The added parameters are as follows.
・ DrawDownControlMode: Whether to use the drawdown control function (XNUMX: no rain, XNUMX: use, default XNUMX)
・ MaxDrawDown: Maximum drawdown tolerance (default XNUMX = drawdown XNUMX%)