BOARD

Fine-tuning our algorithms

17 August 2016

As you may have noticed already, we are not resting this summer but are working hard to polish our algorithms. Below you can find the main improvements to our algos introduced this week.

1. Minor bugs (Levels & Performance)

First of all, we have removed minor bugs that were reported by some of our traders.

As you may recall, there are different paths to level up in Darwinex (click here for further info on the different paths). In certain cases, the algorithms were not picking the “right” path to level up. We have found the root of this issue and have fixed it so it won’t happen in the future.

Further, we were reported that the Performance attribute included a minor gap when certain strategies reached 6 D-Periods experience. This has now been fixed, too.

2. VaR Simulations

We are working hard to introduce a major improvement in the way our risk manager replicates trading strategies on behalf of investors. The first step towards that goal has been introduced this week: VaR simulations have been improved significantly. The way we were simulating VaR in the past used to have an effect on the D-Periods’ calculation. This used to cause a delay in the accounts’ analysis that has now been fixed. VaR simulations are now independent from D-Periods, which makes it easier (and faster!) for our algorithms to analyse trading strategies.

This is only the first step in a series of substantial improvements to our risk manager that are underway, we’ll keep you duly posted!

3. Consistency Attribute & swing trading

The main improvement introduced this week relates to the Consistency Attribute.

We have received several complaints from swing traders who felt penalised by the way the Consistency Attribute addressed their trades. In a way, achieving good scores in the Consistency Attribute used to be harder for traders who trade in longer timeframes (e.g. underlying strategies of DARWINS TSB or PGH). With this in mind, we have introduced a major change in the way weight is assigned to each trade in the Return Consistency & Duration Consistency charts.

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In the past, Weight used to be calculated as follows:  Weight = Trade’s Leverage* VaR(20%) / VaR of the strategy at trade’s close.

Going fwd, the weight assigned to each trade will contain a correction that takes into account the trade’s duration. The new weight is now calculated as follows: Weight = Leverage * (Square root of trade’s duration) * VaR(20%) / VaR of the strategy at trade’s close.

This improvement has given rise to changes in our traders’ Consistency Attribute score (in general, our community’s score in this Attribute has improved with the amendment introduced).

As a rule of thumb, traders who trade shorter timeframes and keep a specific trade open for longer time than usual will be more penalised on their Consistency Attribute than in the past. On the other hand, traders who trade longer timeframes and close a trade earlier than they usually do won’t be as penalised as much as they used to.

Further improvements to the Consistency Attribute are in the pipeline. In the coming months, we’ll introduce a big improvement in the way “hedging” is assessed by the Consistency Attribute.

4. Upcoming Improvements

Further improvements to our algorithms are underway. In addition to the changes mentioned above,  the main improvement we are working on will affect the risk manager: the way it works today, our risk manager is being too conservative when replicating strategies that trade very frequently and keep several trades open all the time (e.g. QNR). We’ll keep working hard to have this fixed ASAP, we’ll keep you duly posted.

As always, please do not hesitate to contact us at info@darwinex.com should you need assistance. Please accept our apologies for the effects this week’s changes may have caused in DarwinIA’s standings, we promise we do our best to avoid changes halfway of the month!

 

Last News

Trading hours on 1st May 2019

24 April 2019

Please note the amended Darwinex trading hours that will apply on Wednesday 1st May 2019. All times are UK time (BST). There will be also changes to the way EUR swaps get charged / credited during next week due to the bank holiday on May 1st. Indices Wednesday 1st May 2019 STOXX50E CLOSED FCHI40 CLOSED GDAXI […]

Please note the amended Darwinex trading hours that will apply on Wednesday 1st May 2019. All times are UK time (BST). There will be also changes to the way EUR swaps get charged / credited during next week due to the bank holiday on May 1st.

Indices Wednesday 1st May 2019
STOXX50E CLOSED
FCHI40 CLOSED
GDAXI CLOSED
SPA35 CLOSED

 

The rest of the assets will trade according to their usual trading time.

As always, at info@darwinex.com we’ll be happy to assist you!

Amended trading hours on ANZAC Day on 25th April 2019

22 April 2019

Please note that on Thursday 25th April 2019, the Australia 200 index CFD will open at 8:10 and close at 22:00 BST. The rest of the assets will trade according to their usual trading time.

Please note that on Thursday 25th April 2019, the Australia 200 index CFD will open at 8:10 and close at 22:00 BST.

The rest of the assets will trade according to their usual trading time.

Trading Schedule for the 2019 Easter Holiday Period

11 April 2019

Please note the amended Darwinex trading schedule for the 2019 Easter Holiday Period.

Please note the amended Darwinex Trading Schedule for the 2019 Easter Holiday Period.

Times are displayed in UK time and changes to regular schedules are highlighted in red.

Instrument

Thursday 18th April  Friday 19th April  Monday 22nd April
FX 22:01:01 Wed – 21:59:50 Thu 22:01:01 Thu – 21:55:00 Fri 22:05 Sun – 21:59:50 Mon
Commodities* 23:00 Wed – 22:00 Thu CLOSED  23:00 Sun – 22:00 Mon 
DARWINs 22:05 Wed – 21:59 Thu 22:05 Thu – 21:55 Fri 22:05 Sun – 21:59 Mon
Indices      
Europe50 23:00 Wed – 22:00 Thu  CLOSED  CLOSED
GDAXI 07:00:00 – 21:00:00  CLOSED   CLOSED
SPX500 23:00 Wed – 22:00 Thu  CLOSED  23:00 Sun – 22:00 Mon
WS30 23:00 Wed – 22:00 Thu  CLOSED  23:00 Sun – 22:00 Mon
NDX 23:00 Wed – 22:00 Thu  CLOSED   23:00 Sun – 22:00 Mon
J225  23:00 Wed – 22:00 Thu CLOSED  23:00 Sun – 22:00 Mon
AUS200 23:00 Wed – 15:00 Thu CLOSED  CLOSED 
FCHI40  23:00 Wed – 22:00 Thu  CLOSED  CLOSED
UK100 23:00 Wed – 22:00 Thu  CLOSED   CLOSED 
SPA35 07:00 – 19:00  CLOSED   CLOSED 
US stocks 14:31 – 20:59   CLOSED  14:31 – 20:59  
Crypto instruments 23:00 Wed – 22:00 Thu   23:00 Thu – 21:55 Fri   23:00 Sun – 22:00 Mon

 

*Please, be reminded that the instrument XAUUSD closes a minute earlier, and opens a minute later, than the rest of Commodities in Darwinex as shown in the table of Darwinex assets and spreads.

Please note during Easter Holidays, swaps will be charged in a different way than on normal weeks. There may be days with swap x6 charges and days without any swap charges at all. The amount of the swap will be similar to that of normal weeks, the only thing that changes is the way it’s charged. The swap rates that appear on our site generally get updated around 19:00 BST and may suffer only minor changes afterwards.

Also note that on Friday, April 19th the US market will be closed. Fx spreads thus may widen considerably. Both traders and investors should avoid setting tight stop loss levels.

The DARWIN Exchange will remain open even if the underlying assets’ market is closed. Should you want to know the standard procedure when you buy/sell a DARWIN whose underlying asset market is closed, we recommend you to read the following Knowledge Base article: Can I buy and sell DARWINs whenever I want?

Do not hesitate to contact us at info@darwinex.com for support.

Happy Easter!

dst

Start of Daylight Saving Time 2019

4 March 2019

Please note our amended trading hours for the three-week-long period between the change in the US from EST to EDT on 10th March 2019 and the subsequent change in the UK from GMT to BST on 31st March 2019.

Please note our amended trading hours for the three week period between the change in the US from EST to EDT on 10th March 2019 and the subsequent change in the UK from GMT to BST on 31st March 2019.

 

Instrument Trading Hours in GMT
FX 21:05 Sun – 20:55 Fri (except 21:00 – 21:01 daily) 
DARWINS 21:05 Sun – 21:00 Fri (except 21:00 – 21:01 daily)
COMMODITIES  
Gold 22:01 Sun – 20:55 Fri (except 20:59 – 22:01 daily)
Silver 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
Platinum 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
Palladium 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
US Crude 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
Natural Gas 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
INDICES  
Australia 200 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
Europe 50 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
France 40 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
Germany 30 07:00 – 21:00 (Mon – Fri)
Spain 35 07:00 – 19:00 (Mon – Fri)
Japan 225 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
UK 100 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
US SPX 500 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
US Tech 100 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
Wall Street 30 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)
US STOCKS 13:31 -19:59 (Mon – Fri)
CRYPTOCURRENCIES 22:00 Sun – 20:55 Fri (except 21:00 – 22:00 daily)

 

As always, please do not hesitate to get in touch at info@darwinex.com should you need assistance.

Trading Hours for US Presidents’ Day on 18th February 2019

12 February 2019

Please note that the following trading hours will apply on Monday 18th February 2019.

Please note that the following trading hours will apply on Monday 18th February 2019. All times are in GMT+0 (London) time.

Commodities   Monday 18th Febuary 2019
Gold 23:01 Sun – 18:00 Mon
Silver 23:00 Sun – 18:00 Mon
Platinum 23:00 Sun – 18:00 Mon
Palladium 23:00 Sun – 18:00 Mon
US Crude 23:00 Sun – 17:45 Mon
US Natural Gas 23:00 Sun – 17:45 Mon
Indices
J225 23:00 Sun – 18:00 Mon
SPX500 23:00 Sun – 18:00 Mon
NDX 23:00 Sun – 18:00 Mon
WS30 23:00 Sun – 18:00 Mon
US Stocks
All US stocks CLOSED

 


The rest of the assets will trade according to their usual trading time.

As always, at info@darwinex.com we’ll be happy to assist you!

Trading Hours On Australia Day on 28th January 2019

22 January 2019

Please note that the following trading hour will apply to the AUS200 asset on Monday 28th January 2019 due to Australia Day.

Please note that the following trading hours will apply on Monday 28th January 2019. Times in GMT+0 (London) time.


 

Indices  Monday 28th January 2019
AUS200 06:10 – 22:00

 


The rest of the assets will trade according to their usual trading time.

As always, at info@darwinex.com we’ll be happy to assist you!

CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 71 % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.