Friday, October 9, 2009

BREAD's Trading Results

Yes, for lack of a better name I am calling my robot BREAD. This is short for Basic Robot Earning All Day. It has been given minor tweaks from time to time but it still continues to follow the same system and strategy... taking advantage of constant price oscillations in the AUDJPY.

While the results don't look all that spectacular I invite you to investigate how this ends up in a compound interest calculator. And, finally, the results for the last four weeks are:
    0.1900%Sun 13 September
    3.2339%Mon 14
    3.1616%Tue 15
    3.2615%Wed 16
    2.1510%Thu 17
    0.4442%Fri 18
    0.1850%Sun 20
    2.0259%Mon 21
    0.9016%Tue 22
    1.1536%Wed 23
    0.2460%Thu 24
    0.1338%Fri 25
    0.0000%Sun 27
    0.1900%Mon 28
    0.6862%Tue 29
    2.3444%Wed 30
    0.3317%Thu 01 October
    0.7376%Fri 02
    0.7311%Sun 04
    1.0346%Mon 05
    1.0587%Tue 06
    1.9310%Wed 07
    1.6854%Thu 08
    0.9897%Fri 09
So far the average rate of return over the life of the robot is ~7.20% per week. I'd like to make improvements but it is difficult to make changes that don't have unintended consequences.

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