Update

Markets are still characterized by low liquidity and much "noise".
I finished a short-term break-out model (as mentioned in the last update) on EurUsd, GbpUsd and EurJpy, the next step will be to fully automate the system using MetaTrader 4 - a completely new experience for me. See graph below for back-test (including slippage and transaction costs). I look forward to have it up and running, but I have no idea how long time it will take make the code robust . My motivation is increasing week for week, it is such a great feeling to finish a model which you spent a lot of time developing (the thing that take most time for me tends to be the "thinking", creating a mental game plan that I trust can work not only today, but also in five, ten years down the road).

Not much going on in the competition... Starting with the "algo", Small up since the last update with the most notable being that the short position in AudCad has been stopped out and the model is now sqaure in this currency pair.

See below for updated live performance;

Current positions:

Short EURUSD
Long USDSEK
Short GBPJPY
Short USDJPY


The discretionary portfolio:

I was long USDSEK for one day the last week as my indicator gave long signal, but closed it the day after with a marginal profit - no other positions taken lately, or in the portfolio. Feels OK to have low (or no) exposure at the moment given thelow activities in markets.

Have nice week!

Ps. I booked tickets to Vegas in August - will be great fun! Ds.