A Three-Pair Forex Trend System Using Regression Slope

Summary

In this interview, automated trader Andrey Barinov discusses his approach to algorithmic trading and the Expert Advisor he entered in the 2012 Automated Trading Championship. The described system trades EUR/USD, USD/JPY, and EUR/JPY, defining trend by the slope angle of a linear regression line. It enters in the trend direction and exits through a stop loss, trailing stop, break-even level, or a change in protective stops after an opposing signal.

Barinov emphasizes writing a strategy clearly before coding, then checking it on historical data, demo accounts, and live accounts over time. He links lower risk with greater confidence, while acknowledging that this can limit profit. He reports a large gain from automatic testing over seven months, starting with a stated account balance and using a final-balance optimization criterion; those figures are his account, not independently validated evidence. He also notes that contest rankings can change and luck matters, so the reported outcome should not be treated as proof of durable performance.

Key ideas

• The interview describes a three-pair forex system that follows the direction indicated by linear-regression slope.
• Exits use protective stops, trailing logic, break-even handling, and responses to opposing signals.
• The developer recommends formalizing rules before coding and evaluating them across historical, demo, and live settings.
• He associates lower risk with greater confidence but recognizes the trade-off with potential profit.
• The reported automated-test outcome is an individual claim and does not establish future performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.