Thanks Bhardy for your reply. I posted this on another forum and received very limited responses. I'm not sure whether it's my poor...
The first thing I noticed on this Chart was the USD/JPY numbers. I needed to refer to the chart again to see the numbers you were quoting. That...
Any brokerage account will begin with a set currency. If your in the UK, and you deposit your funds into the account, you will have x amount of...
It's not the easiest thing to do to draw these channels in realtime.....
Ta muchly guys! I was looking to go Long-stock, short NQ as a RTM strategy. I'll check out these options and see what works best. Cheers!...
Say I want a hedge on my stock of MRVL, or RIMM. I'm guessing I'd use the NQ contract right? How do I know how much stock I should have for...
Thanks for the info Jeb. I have started trading in multples of 400, basing 800 as the round number as a single NQ contract.
Yes, Hombre, good point.
Super helpful forum we have here. After a bit of testing, I have come up with the following: The correlation between the NQ and the QQQQ is...
I have an automated NQ and ES system that has passed my paper trading requirements. I would normally switch to trading the NQ with a smaller...
Bozwood, I clever sentence and 2 lines of code, and I have precisely what I've been looking for. Thanks for the direction.
Not sure if this is the best place to ask, but I wanted to know what others use to analyse multiple systems. Much of Acrary's work is based around...
Not enough information to base a decision. Some systems do better pyramiding, many fare batter with an all-in / all-out approach. You need to...
I'm trialling OpenQuant, and their strategy manual mirrors some of the comments here. I'll not post the quote for ownership reasons, but it very...
Here is the attachment.....
Thanks for the information. It all helps. The system is futures only, so there is no surviorship bias. After having spent more time on the...
I'm testing an intraday futures system that takes a maximum of 1 trade per day. Testing over 90 day/1 year/3 year timeframes I get an annualised...
I'm designing some automated systems, and would like to know what others use to verify the validity of the backtest results. Clearly there is...
Interesting to note that no one on this thread mentioned Amibroker. As a non-programmer, I found the language easy to learn and it's very flexible.
Flat @ 88.25
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