With all due respect, this is mostly incorrect. Which FX broker do you work for? :-) The wider choice of pairs is true, but why confine yourself...
There is no point getting low latency data if you're not using it for live trading...! For all these other purposes you describe you don't need...
I'm seeing a spread of 0.005 on another feed which suggests it might be an issue with IB GAT
It can happen, I've seen it occasionally before. Unusual for this length of time though, which suggests it was stale data maybe or something else...
That's true of most things though isn't it. Weirdly nobody is willing to pay much for articles of 50 words or less. GAT
Where I used to work the annual turnover was less than 10% That's probably unusual though GAT
Hi I wrote the first article mentioned but not the others (check the byline). I do get paid, not very much, but I can assure you I would...
Just to say you have not optimised and sure not many parameters but if the parameters are based on your market experience you have done what I...
.... you can do it purely out of sample if its mechanical GAT
That's what fitting is... so many ways.... grid search is the simplest. GAT
What you propose is in sample fitting and so bad. Sorry GAT
Yes it matters. A strategy earning 10% with 1% costs is a lot safer than one earning 60% with 51% costs because costs are certain and returns...
How much are your annual costs in your backtest as % of capital per year? What's your annual standard deviation of returns? There is no evidence...
Good - now you're thinking cynically. FX... hmmm I've never found a strategy that was profitable in retail FX as the costs are way, way too...
First you need some accurate SR figures. I'm not sure exactly what you've done, but that doesn't look like a SR 4.0 curve - that's going to be...
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