Strategy Description:
FuzzyNetZero is an enhanced version of FuzzyNet, with adjusted parameters for trading scale and a portfolio level stop loss of 8%, for better risk control and less leverage requirement.
This trading system, currently applied to Foreign Exchange Market, has the following trading behaviors, features and requirements:
- It is a kind of mid-to-high frequency trading strategy.
- Holding period can be ranging from minutes to days.
- There could be as many as tens trades per day.
- It might carry positions overnight.
- Capital size shall be at least as US$50k or equivalent.
- Implement on trading account with at least 5:1 leverage ratio.
