By filtered out, do you mean you want it removed? Or that you want it calculated for that tick data?
"The big hand at the eleven, the little hand at the four."
Thanks. I am reviewing some TT API code and the coder has used strings "Gone Bid" and "Gone Offered" among the enums covering book events. What...
What do these terms mean? Thanks.
Can you post a screenshot? Thanks.
What timeframe? Your screenshot shows 4-hour... is that what you're using? And what pairs are you working with? Screenshot shows GBPCAD ......
http://www.cs.rpi.edu/~magdon/ps/journal/drawdown_RISK04.pdf [Thanks to Sergio77 for pointing out this paper.]
Have you asked your broker? Here is how IB handles FX margin determination ... https://www.interactivebrokers.com/en/index.php?f=margin&p=forex
NIKKEI
KOSPI
FTSE
DAX
Here are some of those "1 - 3 yr cycles" ...
"trade-following"??? or "trend-following"???
Simple non-linear functions of returns exhibit significant autocorrelation (âpersistenceâ), E.g. volatility clustering. Different measures of...
Interesting thread. Thanks! IMHO, the approaches described above seek to record empirical observations (about characteristics of price, or the...
Are you saying "since-2007" is In-Sample, and "pre-2007" is Out-Of-Sample, and asking why the strats don't seem to perform Out-Of-Sample? Thanks.
There are lots of reasons why a FX trader may not be profitable. Here are a few, to get the discourse going: 1. Using a broker offering...
OK, so (assuming you've got the numbers correct) ... Minimum capital/contract = $500 + 2 * $3000 = $6500 So $5000/contract sounds too...
Thanks. OK, assuming you re-run the backtests: a) with commissions b) realistic execution assumptions c) etc ⦠and that you get the...
Separate names with a comma.