What did you use for your back testing? Thanks, Louis
Exactly. This fact is well known and is one of the big reasons why this is hard stuff. Multiple systems, risk management, money management, etc...
I don't have any thoughts about the market per-se, but IMO you need to apply the system that works well in a given market. As you observed,...
G-Boa, In FX there is no such thing as "most accurate price". There is only the price offered to you by your market maker. I would suggest you...
Money management can certainly be automated. Systems are about building an edge and exploiting that edge over time to produce a profit. Money...
I think it entirely depends on your system and how you have back tested it. For example, some systems are always in the market. Given this type of...
OANDA also provides their non-standard box options. http://fxtrade.oanda.com/boxoption/ lrm
You need to make sure you use the Spot or Cash rate, not the USD futures rate. The rate you want is specifically the USD/CAD spot forex rate....
John, There is no single price for a currency in the cash market; remember, your run of the mill retail brokerage is actually a market maker....
I use Wealth Lab.
Trade The News (www.tradethenews.com) or Need to Known News (www.needtoknownews.com) provide fast news delivery and (relatively) cheap pricing...
Look at OANDA. You can trade non-standard lot sizes and can develop against their API. Only drawback is that they charge for their API, but they...
Check out OANDA: http://www.oanda.com Best regards lrm
zentrader, I'm no python expert, but I think something like the following will get you going. Please note, I put periods in instead of spaces...
newycity, Excel already has a correlation function. Input the time series you are interested in and use CORREL() to find the correlation...
Batman28, Java, early on, was a bit of a beast. It has come a long way. These days you can expect very good performance out of a well written...
Batman28, For my trading I use Java. This is because it is the language best supported by my market maker and I want to be able to let my...
Ruby is an interpreted scripting language developed some time ago. It has a very elegant syntax, but until recently it was not widely used...
pmsfx, I appreciate your enthusiasm to building a trading system. One thing I would point out is that it is very important to use data from...
I'd be interested. What source is the forex data from? Thanks, lrm
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