Dollar Carry Trade (C#)

The Dollar Carry Trade strategy ranks USD currency pairs by interest-rate differential and goes long USD against low-carry currencies and short against high-carry currencies. Rebalances monthly on the first trading day.

• Entry Criteria: Rank by carry; long low-carry, short high-carry.

• Long/Short: Both.

• Exit Criteria: Monthly rebalance.

• Stops: No explicit stop.

• Default Values:

• K = 3

• CandleType = TimeSpan.FromDays(1).TimeFrame() [*]Filters:

• Category: Fundamental

• Direction: Both

• Indicators: Rates

• Stops: No

• Complexity: Intermediate

• Timeframe: Daily

• Seasonality: Yes

• Neural Networks: No

• Divergence: No

• Risk Level: Medium