Journal of Stock & Forex Trading
Open Access

Dr, Department of G10 FX Trading and Research, Lino Capital, TianJin, China

Publications

• Research Article   
  Razor Forex System: Backtesting and the Combination with Tendency Forex System
  Author(s): Yue Wang*
  
  Objective: We back-tested and evaluated the Razor Forex System on G10 FX trading and the combination with the tendency forex system. Methods: Back-testing was done in eSignal charting system with intraday historical data from 2010. VBA programming was used to merge or split the exported back-testing data, which was divided into 4 groups: Tendency forex system, razor forex system, filtered tendency forex system (filtered by razor forex system), filtered razor forex system (filtered by tendency forex system). SPSS 24.0 was used for statistical analysis. Python 3.11.4 was used to calculate the smoothness and the deviation degree of the equity curve of different groups. Results: Filtered tendency forex system has a higher return and lower drawdown (P<0.05) when compared with tendency forex system, but the difference.. View More»
  DOI: 10.35248/2168-9458.24.11.250

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