LABS Latest Post

How do good traders use leverage? – Part I

25 May 2018

Good traders know that no more than between 5:1 and 10:1 D leverage is required to achieve 20% to 60% returns per annum, at 10% VaR. Background In a recent Spanish podcast episode, Darwinex CEO Juan Colón shed light on behaviours of successful DARWIN providers (traders) at Darwinex. Insights shared were as a result of […]

The New Formula of the D-Score: Everything You Need to Know

8 May 2018

In this post we explain the new formula of the D-Score, our flagship metric that certifies the quality of listed trading strategies and their associated DARWINs. THE AIM OF THE D-SCORE Some of the most frequently asked questions by traders, of us and themselves alike, are: How does Darwinex evaluate the quality of its own algorithms? and, […]

ZeroMQ – Transaction Reporting via MetaTrader (ZMQ-III)

16 February 2018

In this third installment of our ZeroMQ series, we describe how to use ZeroMQ in non-MQL trading strategies to get the following information: Account Information (e.g. equity, margin, balance, etc) Trades at market (live or pending) Historical Trades If you haven’t already, please consider reading the following posts before proceeding further in this article: ZMQ-I: […]

ZeroMQ – Trade Execution in MetaTrader (ZMQ-II)

31 January 2018

This post builds on the contents of the previous article in this series, namely ZeroMQ – How to Interface Python/R with MetaTrader 4. Therein, we proposed a solution to creating trading strategies in ZeroMQ supported programming languages outside the MetaTrader environment, with the latter simply acting as the intermediary to the market. Leveraging ZeroMQ’s convenient […]

Constructing a Currency Portfolio in MetaTrader

24 January 2018

This post describes how to construct a currency portfolio composed of any number of currency pairs (from those available on the Darwinex platform) and allocations, in MetaTrader. A few common use-cases for constructing currency portfolios include: Studying the correlation of a trading strategy’s returns to market volatility. Trading currency strength instead of single pairs themselves. […]

Working with DARWIN Time Series Data in R (MLD-II)

17 January 2018

This post describes how to prepare and analyse OHLC time series objects in R, from DARWIN datasets available publicly on our GitHub profile. Unlike the introductory posts in this series (see below) where we focused on environment configuration and fundamentals, from here on all concepts will be presented in a practical manner, with fully functional code examples […]