@Laissez Faire, many different types of strategies were automatically constructed that when reviewed could be classified, by a human, as breakout,...
I approached TA very analytically and built some very sophisticated software that created and backtested candidate strategies built from...
You need to be very careful that your test data doesn't show any bias e.g. EURUSD has a distinct upwards trend over the last ten years and so your...
250 pips at 0.1 lots = $250 which is 5% on the nominal $5k account. as stated. It was 30% of the overall profit at the time which is what...
I recently posted my experiences as a signal provider with Zulutrade :-...
Well when I take my first sip from my pint of beer I know that supply is finite and at some point it will run out. When it's full, I'm not...
Interesting discussion. I have experience from the other side of the fence in that I am a signal provider on ZuluTrade and formerly on Collective2...
I've used MT4 to automate Forex strategies and it's fairly straightforward and pretty reliable. The only gotcha with MT4 is that it cannot...
Peak oil is virtually here :- http://www.guardian.co.uk/business/2011/feb/08/saudi-oil-reserves-overstated-wikileaks Recent news snippets...
It can but it is excrutiatingly slow. When I backtested my forex strategy on OpenQuant it took 40 seconds against 10 years of hourly data (~...
I'm surprised that functional languages aren't more popular with quant traders since they are a much better fit than OO and Matlab. I use...
MetaTrader is good and fairly reliable as an automated trading platform. It also provides free access to historic data and the backtesting tools...
Thanks for all of the replies. I think the main message was don't look too short term. I had a play with Renko and Heiken Ashi bars which seem to...
It seems to me that creating bars on arbitrary time periods like 1min, 5min, 1 hour etc. is missing most of the action. I have a strategy that...
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