The facts of the trade

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The facts of the trade

机译：交易事实

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1. Book balance: $10,000 2. Position size: €10,000 3. Instrument: Spot euro (€). No transaction fees are paid when trading spot forex. 4. Backtested data: Spot four-hour data Jan. 1,2007, to June 30,2014. 5. Trading periods: Execute only on four-hour candlestick window. Testing on data with 9 a.m., 1p.m., 5p.m. candlestick window. The importance of the timing of the four-hour candlestick is stressed. Monthly U.S. economic information is released at 8:30 a.m. and 10 a.m. It is important to note that the model transaction will occur after/before possible periods of market stress (such as on the release of the monthly employment data).

机译：1.帐面余额：10,000美元2.头寸规模：10,000欧元3.工具：现货欧元（€）。交易现货外汇时无需支付任何交易费用。 4.回测数据：2007年1月1日至2014年6月30日的四小时现货数据。 5.交易时段：仅在四个小时的烛台窗口上执行。在上午9点，下午1点，下午5点对数据进行测试烛台窗口。强调了四个小时烛台定时的重要性。美国的每月经济信息分别在上午8:30和上午10:30发布，需要注意的是，模型交易将在可能出现市场压力的时期之后/之前发生（例如在发布每月就业数据时）。

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《Futures》 |2014年第9期|37-37|共1页
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The facts of the trade

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