Live by the sword, die by the sword. The AUD/NZD strategy took a bit hit this week losing 114 ticks. I was on the wrong end of a bad fill this...
Well this doesnât give me warm fuzzies, but I thought that I would share. IB does its nightly reset at 9pm PDT at which time the Trader...
Frost, would you mind also putting your total cumulative Pips gained/lost since starting this strategy along with the other stats?
Weekly update from last week (starting 7/15/12). The AUD/NZD strategy has had the following results, trading live (All results include...
Hi All, I've decided to journal about a couple of automated strategies that I've been working on and their performance. One strategy uses...
Just curious why a new account MB Trading for the strategy?
Hi Frost, What are some of the technologies/languages that you are using for automating your strategies and backtesting? Also I'm curious to...
I especially like the line in the PR notice that reads... "Consequently, the Board judged that the costs of collecting the underlying data and...
Thanks for the info Taric..... I'm going through the same process right not trying to figure out what the initial costs would be to get a small...
I'm not sure, but I heard that upgrading to Java 1.6 helped a lot.
HSI in Hong Kong is pretty fun as well.
Agreed.... IB did not prevent the trade from being closed out for a $200 loss rather than a $700 loss.
Frost, how many contracts are you trading, and what sort of drawdown can you expect in percentage terms relative to the current amount of...
Frost, as far as determining #1 vs #2, what I would probably start with is taking the #trades for each system, the average return and the...
Is your code in source control? Can you roll back to yesterday's backtesting engine and try it again?
Hi SSB, Did you end up going with the "Incubator" hedge fund, or something else with Green Co.? If not, are you charging your clients a...
TradeKeeper is actually $50 per year not $3,000. Check out the website.
I've been using tradekeeper the past few years to generate my schedule D from my IB statements (http://americanware.homeip.net/tk/) Has worked...
Check out tickdata.com. Also, if you are using Wealth-lab developer, Qcharts integrates nicely and they have about 2 years of historical data on...
I would say if you have enough capital to trade 5,000 share position sizes across 10 positions, then buy a few more years of historical data....
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