Alpha

Discussion in 'Trading' started by huckabilly, Dec 13, 2010.

  1. I'm forward testing a new system. Here are my results month to date. I'm trying to figure out what the capital requirment are to trade with this system. Anyone have any thoughts?

    31146230 EUR/USD 100,000 12/5/10 7:27 PM 1.33912 Mkt d31202117001
    12/5/10 9:26 PM 1.33468 444.00 0.00 0.00 0.00 444.00 Mkt d31202117001
    31153019 EUR/USD 100,000 12/6/10 12:25 AM 1.33508 Mkt d31202117001
    12/6/10 2:06 AM 1.33322 -186.00 0.00 0.00 0.00 -186.00 Mkt d31202117001
    31154944 EUR/USD 100,000 12/6/10 2:06 AM 1.33316 Mkt d31202117001
    12/6/10 2:31 AM 1.33638 -322.00 0.00 0.00 0.00 -322.00 Mkt d31202117001
    31155625 EUR/USD 100,000 12/6/10 2:31 AM 1.33638 Mkt d31202117001
    12/6/10 3:15 AM 1.33325 -313.00 0.00 0.00 0.00 -313.00 Mkt d31202117001
    31156964 EUR/USD 100,000 12/6/10 3:15 AM 1.33303 Mkt d31202117001
    12/6/10 1:01 PM 1.33071 232.00 0.00 0.00 0.00 232.00 Mkt d31202117001
    31175001 EUR/USD 100,000 12/6/10 1:01 PM 1.33061 Mkt d31202117001
    12/6/10 4:09 PM 1.33026 -35.00 0.00 0.00 0.00 -35.00 Mkt d31202117001
    31179546 EUR/USD 100,000 12/6/10 4:09 PM 1.33029 Mkt d31202117001
    12/6/10 8:37 PM 1.32942 87.00 0.00 -0.30 0.00 86.70 Mkt d31202117001
    31188745 USD/JPY 100,000 12/6/10 11:33 PM 82.484 Mkt d31202117001
    12/7/10 4:52 AM 82.638 186.35 0.00 0.00 0.00 186.35 Mkt d31202117001
    31192580 EUR/USD 100,000 12/7/10 3:01 AM 1.33492 Mkt d31202117001
    12/7/10 4:52 AM 1.33859 367.00 0.00 0.00 0.00 367.00 Mkt d31202117001
    31237005 EUR/USD 100,000 12/7/10 8:33 PM 1.32734 Mkt d31202117001
    12/7/10 8:47 PM 1.32502 -232.00 0.00 0.00 0.00 -232.00 Mkt d31202117001
    31237335 EUR/USD 100,000 12/7/10 8:47 PM 1.32489 Mkt d31202117001
    12/7/10 11:59 PM 1.32345 144.00 0.00 0.00 0.00 144.00 Mkt d31202117001
    31263256 EUR/USD 100,000 12/8/10 1:10 PM 1.32526 Mkt d31202117001
    12/8/10 6:12 PM 1.32580 54.00 0.00 2.10 0.00 56.10 SE d31202117001
    31270610 EUR/USD 100,000 12/8/10 6:19 PM 1.32560 Mkt d31202117001
    12/8/10 7:31 PM 1.32716 -156.00 0.00 0.00 0.00 -156.00 Mkt d31202117001
    31272660 EUR/USD 100,000 12/8/10 7:31 PM 1.32715 Mkt d31202117001
    12/8/10 9:14 PM 1.33124 409.00 0.00 0.00 0.00 409.00 Mkt d31202117001
    31277839 EUR/USD 100,000 12/8/10 10:36 PM 1.33144 Mkt d31202117001
    12/9/10 1:23 AM 1.32959 -185.00 0.00 0.00 0.00 -185.00 Mkt d31202117001
    31280475 EUR/USD 100,000 12/9/10 1:23 AM 1.32952 Mkt d31202117001
    12/9/10 2:47 AM 1.33177 -225.00 0.00 0.00 0.00 -225.00 Mkt d31202117001
    31281968 EUR/USD 100,000 12/9/10 2:47 AM 1.33168 Mkt d31202117001
    12/9/10 3:08 AM 1.32872 -296.00 0.00 0.00 0.00 -296.00 Mkt d31202117001
    31282536 EUR/USD 100,000 12/9/10 3:09 AM 1.32875 Mkt d31202117001
    12/9/10 4:44 AM 1.32342 533.00 0.00 0.00 0.00 533.00 Mkt d31202117001
    31309172 EUR/USD 100,000 12/9/10 7:04 PM 1.32319 Mkt d31202117001
    12/9/10 8:49 PM 1.32425 -106.00 0.00 0.00 0.00 -106.00 Mkt d31202117001
    31317651 EUR/USD 100,000 12/10/10 3:05 AM 1.32502 Mkt d31202117001
    12/10/10 5:00 AM 1.32569 -67.00 0.00 0.00 0.00 -67.00 Mkt d31202117001
    31341684 USD/JPY 100,000 12/12/10 7:37 PM 83.911 Mkt d31202117001
    12/12/10 9:57 PM 83.987 -90.49 0.00 0.00 0.00 -90.49 Mkt d31202117001
    31346109 EUR/USD 100,000 12/12/10 11:37 PM 1.31953 Mkt d31202117001
    12/12/10 11:44 PM 1.31853 -100.00 0.00 0.00 0.00 -100.00 Mkt d31202117001
    31346196 EUR/USD 100,000 12/12/10 11:44 PM 1.31847 Mkt d31202117001
    12/13/10 12:38 AM 1.31987 -140.00 0.00 0.00 0.00 -140.00 Mkt d31202117001
    31347043 EUR/USD 100,000 12/13/10 12:38 AM 1.31988 Mkt d31202117001
    12/13/10 1:10 AM 1.31872 -116.00 0.00 0.00 0.00 -116.00 Mkt d31202117001
    31347650 EUR/USD 100,000 12/13/10 1:10 AM 1.31856 Mkt d31202117001
    12/13/10 1:45 AM 1.32002 -146.00 0.00 0.00 0.00 -146.00 Mkt d31202117001
    31348060 EUR/USD 100,000 12/13/10 1:45 AM 1.32006 Mkt d31202117001
    12/13/10 1:30 PM 1.34265 2,259.00 0.00 0.00 0.00 2,259.00 Mkt d31202117001
    Total: 1,999.86 0.00 1.80 0.00 2,001.66
    Posted at statement period of time: 1,999.86 0.00 1.80 0.00