My SPM + SCT child

Discussion in 'Automated Trading' started by frostengine, Oct 23, 2008.

  1. The thing about automation is it makes you explain your system to a computer. It's sort of like you think you really know something until you try to teach it to somebody.......
     
    #11     Oct 24, 2008
  2. nkhoi

    nkhoi

    frost, you did it (tears of joy) more specifically reading ET is paying off big time.
     
    #12     Oct 24, 2008
  3. Testing from 2001 till now on EURUSD is not profitable after slippage... but without slippage it is... I am new to forex, so perhaps the way the market moves is a little different...
     
    #13     Oct 24, 2008
  4. Looks like the forex data I got is not very reliable.. Anyone know of a good free source to get historical forex data?
     
    #14     Oct 25, 2008
  5. Add TDT to the mix and you will get rich. But not as rich as using TDT alone.
     
    #15     Oct 25, 2008
  6. lrm

    lrm

    If you want to back test forex, I'd highly recommend using data from your market maker, not some random data from the internet. Spreads will vary, prices will vary. What you see as a FX retail trader is a creation of who you trade through.

    If you want to trade via OANDA, they will give you tick data for free if you have $1,000 in your account.

    The equity curve looks great. Good luck trading.

    Louis
     
    #16     Oct 25, 2008
  7. 423 trades in 5 years is approximately 1 trade every 4.25 days. Does this mean that the trades can be left open overnight?
     
    #17     Oct 25, 2008
  8. monti1a

    monti1a


    You're just CURVE-FITTING, because you keep massaging the results until it gives you the desired outcome. I'll bet money your 'system' falls apart in real-time trading.
     
    #18     Oct 25, 2008
  9. <i>"but have vastly improved the long side. Look at this PL chart for this long only, its amazing that is a LONG only strategy."</i>

    Do you know why that is so? There's a very simple technical reason for that. If you already know it, good. If not, you are still light-years away from writing functional system-bots that will walk forward successfully.

    Yes, I know the answer to this question myself
     
    #19     Oct 25, 2008
  10. ljmlmvlhk

    ljmlmvlhk Guest

    I concur with that.
    I've been designing an auto system for nearly 2 years and have found that it has made me see things which i never saw before only as a result of the fact that I have had to study extensively what was happening in order for me to code it.

    When trying to code a strategy, it's amazing how difficult it is, but I find it makes one a aware of flaws in discretionary trading.
     
    #20     Oct 25, 2008