@6 and related continues futures data request for research

Discussion in 'Financial Futures' started by elabunsky, Jul 11, 2018.

  1. Hello,

    Could I ask somebody download from TradeStation or another platform continues futures for research for last 3-5 years ?
    I need 5M, 15M timeframe @6A (AUD), @6C (CAD), @6E (USD), @6B (GBP), @6J (JPY), @ES (SP500), @ZN (10 year t-note), @CL (crude oil), @GC (Gold)
    I used data from Bitfinex and have success for BTC and another cryptos except ETH (I guess this crypto not related with another too much).
    Review the model return for BTC enclosed - 1 lot, 0.3% round trade fee. Used RandomForest regression for predict entry movements. This is all time in market model. I prefer use math. estimation as base for trading and do not believe STOP LOSS and PROFIT TARGET already.


    PS. My best Out Of Sample for EUR (based on FX prices without volumes) is not good and I guess futures can help me improve the model. I attached EUR Out Of Sample. As you can see it's not profitable model.


    PPS. Please, use your local time in TradeStation for avoid problem with forward looking...

    Last edited: Jul 11, 2018