Arbitrage system forward test

Discussion in 'Forex' started by Znail, Apr 24, 2017.

  1. Thank you Znail,

    Very interested you mention.

    Questions:

    1. Programming platform, like Ninja, does not have a role in speed of trade execution at the broker?

    2. What brokers are good to automate trades with?

    3. How can I protect my code from theft? I have Ninja on VPS so I can remote in as needed while not home.

    Thanks
     
    #21     Apr 27, 2017
  2. Hello Znail,

    Is it true the Hedge-Fund have algorithms that nearly guaranteed profits per trade from scalping in nano seconds?
     
    #22     Apr 27, 2017
  3. Znail,

    Good work, you making money.
     
    #23     Apr 27, 2017
  4. Znail,

    @Lee- please share your thoughts here. Thanks

    Please share with me your advice or experience with back testing software and how to obtain close as possible back testing for testing my trading strategy.

    I currently in progress of moving from NinjaTrader 7 to NinjaTrader 8 and I use Ninja Strategy Analyzer to back test with OHLC data points. NT8 is suppose to give me more accurate back testing.

    Do you use OHLC data points when back testing or do you by tick data?

    Thank you for your time and effort.
     
    #24     Apr 27, 2017
  5. algonoise

    algonoise

    Very nice. Will be fun to see how long you get to pick off your broker/CP before they shut you down.
     
    #25     Apr 27, 2017
  6. This was done 8-9 years ago,.. surprised shops exist still that have that inefficiency in place. Some guys made bank doing this but portion mired in legal battles locked up in escrow.
     
    #26     Apr 27, 2017
  7. Znail

    Znail

    My sole opinion, when it come to Algo, I almost all the time use tick. OHLC give time frame delayed in accordance to time bar, ie. volume and impulse was spent. Furthermore, OHLC is more into indicator based which time frame of the model is varying all the time in real market (unless you optimize it with certain TF), so no accurate enough in my opinion.
     
    #27     Apr 27, 2017
  8. Znail

    Znail

    I feel the excitement as well, let time tells.
     
    #28     Apr 27, 2017
  9. Znail

    Znail

    Hi, not yet, please be patient. The Hypothesis (IF or NOT) not yet tested.
     
    #29     Apr 27, 2017
  10. Znail

    Znail

    Yes, with Financial Tech these days. But bare in mind of how much their data, Structure mainframe, and organization costing. And yes they nearly guaranteed profit, but not as what you may think (retail forex trader, especially new ones, aims for 10%+ a month). Reflecting on annual balance sheet of good institution, investment banks happy with 30% a year, and Hedge Fund happy with 30-60% annually, as a percentage to their institution assets.
     
    #30     Apr 27, 2017