This is your own case, which has nothing to do with mine
0.5 tick : ) I know what u r thinking about...... now at least two strategies come into my mind that do require a slippage setting of 0.5 tick,...
From your comment Sorry I did not read your post carefully, so my last reply for your comment might be out of the way. Actually I agree with...
Maybe this is your own case or experience. It is not easy to find two identical leaves in the wild world. Mine is totally different from yours.
For some strategies, for example, a basket of stocks, it might be necessary to back test data of many years. Sorry for this strategy I posted, it...
At present, I've developed my own trading system for automated trading, which is programmed in C# via XX API, and in the mean time, I also use XX...
why don't u quote my full sentences? Now I copy it again, please read it carefully slippage depends on the financial instrument and the strategy,...
I don't believe there is a single strategy that can cover all the time and all the instruments. The market style changes from time to time, some...
The market style changes from time to time, some history is meaningless, most of old strategies will be dying, now or sometime in the future.........
Thank you for your watch
Good question! Actually 1.5 year is already too long, history was only history, the most important thing is to make profit at present. The market...
Thank you very much for the hint, I will add this later...
slippage depends on the financial instrument and the strategy, ES has enough liquidity and for this strategy, slippage is considered as 0, which...
total trades: 868 no overnight position at all, all positions will also be closed at the same day
based on back test
total number of trades: 868
I agree with you, "There is a lot of 'gardening' required to keep your strategies going on daily basis..." The market style changes from time to...
Smart :thumbsup: 5.36 annualized
I have great passion for automated trading, the pictures below reflect one of my strategies for S&P emini future ES from 1/1/2017 till 29/6/2018...
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