And how do you backtest stocks and futures ? you need historical data from an external provider ! The quality of the data is always an issue...
Just found this provider it looks relatively cheap, any feedback ? http://www.premiumdata.net/support/price.php
Noise reduction with minimal lag sounds great , I want to learn more about it :D As far as I'm concern I think you will always be late...
Very true. Why bother to measure a trend ? Whatever the method you will use, you will measure something of the past and the risk the trend is...
I've been in one of those firms and can confirm what you say is very true. One of the question a (senior) trader asked me when I told him I was...
Thanks for the advice. I've focused on EUR/USD because I've manually traded this market for a while and found it great as a dsicretionary trader...
I'm currently working such on such a system for EUR/USD in Multicharts. Haven't found better that a break-even system for now: it's quite...
Do you also use some kind of martingale money management as the OP did in this thread ?
I appreciate the fairness of your answer :) You're right, this method is flexible enough to make it your own. Keep up the good work.
I think you should read again the "CFA Code of Ethics & Standards of Professional Conduct." :)
Very good thread and thanks for the relevant information provided. Just a quick question, sorry if this has already been answered. What is...
Joman didn't understand this, thanks for the clarification. I now understand how intradaybill avoids curve fitting. :)
I might be wrong but I consider that your system has few parameters. - C is a parameter you can adjust: you can also use O, H, L. - 1 period...
- Check how the neighborhood of your paramaters inflences your result. - Check what percentage of the tested parameters produces positive...
I'm curious to see a system wihout any parameter: can you please give us a short example ?
Indicators can help you to interpret the price, especially with mechanical systems. Discretionary trading is a totally different beast and you...
Read the thread below and try google. You should find plenty of ideas but unfortunately the perfect answer / indicator stil doesn't exist !...
Thanks for your interesting post. However, I still have mixed feelings about having a system optimized over plenty of markets and timeframes...
In 1 month - full time - you're able to program 90% of your ideas.
Easy Language is much much easier to learn that C# ! You might want to give a try to Multicharts.
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