Acropolis
The algorithm in short
- Acropolis’ purpose is to realize performance in the course of time.
- The algorithm selects automatically the currency pairs able to use those inconsistency moments that markets presents within the several sessions.
- It makes around 20-30 monthly trades, always using the same Stop loss and TP linked by a specific risk/reward.
- All trades are intraday trades involving a holding period not higher than 2 hours. None of them go overnight.
- The algorithm is a hybrid portfolio consisting in strategies type correlation components and relevant Mean Reversion components.
Overview
Acropolis mainly operates on couples type MAJORS, especially on GBPUSD, without excluding the other pairs that underline Mean Reversion features in specific hours of the market.The algorithm makes a steady analysis through a modified standard deviation (determined through one of the 100+ proprietary coefficient involved in Alpha101+) in order to identify admission strategical choices according to which it has been programmed.
Acropolis includes an internal correlation coefficient, created specifically to prevent the Portfolio from opening trades simultaneously between pairs that at that moment are closely related to each other.
Acropolis is a dynamic algorithm, capable of enriching any existing portfolio.
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