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Position here is the residual amount of one or other currency at the end: You gave us: Time | Amount | Rate | t1 100 1.2636 t2 -1000 1.2599 t3 200 1.1612 Assuming the Amount is amount paid in USD, and the rate is EUR/USD: Time | Amount | Rate | EUR balance | USD balance t0 0 0 t1 ...


Interesting idea. I would like to have the reference you are using for this scheme? You are treating X/Y as a stock and then using Bollinger Band kind of signalling mechanism. I would think you would define the entry/exits more strictly to make it profitable. If you are making a lot of trades using this system, then from backtesting, you can figure out ...

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