24 x 7 Currency Trading System
Lending on the nearly two decades of trading software experience the currency trading bot was our first custom-built software system at Three Springs. We used it to trade major currency pairs 24 hours a day.
The system was back-tested with 5 years of historical data and traded with real capital for two years with a monthly turnover of 30 to 60 million USD. It was a fully autonomous system responsible for price collection and storage, trade signal generation, trade execution (using Interactive Brokers API), slippage analysis, risk management, and position reconciliation.
The trading performance was measured in real-time and published via a custom made website. The system traded 21 major currency pairs for two years. Below is our performance chart for our best strategy, the optimised oscillator.