TRIPWIRE (TW) is an algorithmic trading system which consists of three components based on breakout and false breakout methodologies applied to selected FX pairs and Cryptocurrencies simultaneously.
TRIPWIRE trades using exactly the same input values on each market to demonstrate robustness. To standardise the risk, I have used a common risk metric for each of the markets covered.
To avoid curve-fitting, the same parameters are used for all of the markets covered and risk is tightly controlled on micro and macro levels by use of stops at pre-defined levels and limits on the number of entries per day per market.
Here are the combined equity curves for TRIPWIRE traded as a portfolio with a ring-fenced amount of capital applied to each market traded.
TRIPWIRE has a day trader and multiday trader version available, and all input values can be adjusted and optimised if required.
Email hmfsystems@gmail.com for details.