Hi betrader, It is very easy to get TopCat. You have two choices: (1) Send me a banker's draft for $100million and when it has cleared my account I will email you the .exe file. (2) Read this thread, learn about the methods, and write your own ...

Optimized Trend Trading

Back to the shadows... — Guys, I think that it is time to take Cretan's advice and "go back to the comfort of the shadows". This thread has served its purpose. As around 30 folk have found, there is everything here you need to put together a ...

Optimized Trend Trading

Back to the real beef.... — Guys Please let us NOT get sidetracked onto liquidity. It is largely irrelevant to the way the systems described in this thread work. We are not scalpers. 2 pips or 3 pips spread is neither here nor there IMHO. ...

Optimized Trend Trading

All, I am very grateful to Cretan for this excellent post and the most helpful contribution. Cretan is indeed right when he says that "Simply that there is already more than enough information on this thread to replicate _exactly_ the trades which ...

Optimized Trend Trading

These trades are all on the M5 timeframe so the TP is 15 pips. I don't know if that is "scalping". Everything is relative and I am not sure the term means anything. On the monthly timeframe the TP might be 1000 pips. Would that be scalping? I ...

Optimized Trend Trading

Results March Week 1 — Hi Guys Sorry - been away and just got back to the computer! Attached are the results from 6 March 2009 to 13 March 2009 (Week 1 of our new $10,000 account). We are up ~15% and the equity curve is still nice. I wanted to ...

Optimized Trend Trading

The sampled series that we call "price" is a digital signal by definition. That ANY signal can be decomposed by Fourier analysis was proven beyond the slightest shadow of doubt more than 200 years ago by Baron de Fourier. As to whether any of this ...

Optimized Trend Trading

Equity curve for February — Guys Attached my equity curve for 3 Feb 2009 to 3 March 2009. There is also around £40 in Floating P/L so the return is around 22% for the month. CB

Optimized Trend Trading

Hi Challenger I am sure you are right. I don't like pushing any piece of "machinery" to its limits - it is generally a sure fire recipe for disaster sooner or later. One of the holes in my knowledge is the whole MM thing. I just trade very small ...

Optimized Trend Trading

Is 20% a month possible? — Guys As you know, I have been targetting 10% a month as my return on capital employed. I have achieved this for 6 months now and I posted my January equity curve a while ago. However, my own curiosity, together with ...

Optimized Trend Trading

Hi adamant, Thanks for this contribution. Sadly, there is nothing new here. The Windowed Sinc Filter was first described by John von Neumann in the 1930's and came out of early radar development. The first point to note is that the coefficient sets ...

Optimized Trend Trading

Hi Carl You are right - I am SURE this whole thing is key. A great analogy is the PnF chart (see example attached). As you know, you just fill in the columns in increments of price (itself a form of noise removal) and you only advance to the next ...

Optimized Trend Trading

Guys The attached zip files purports to contain routines to DDE data from MT direct to Matlab in an interrupt driven way. e.g You can get Matlab to update charts and drive trading rules in real-time as ticks arrive. This was just lying on my hard ...

Optimized Trend Trading

Yup - I wish I had known this a long time ago too! But everything is about learning and there is a LOT to learn in trading! If we can keep a thread like this really focussed we can learn a lot from each others ideas. I have posted many of my ideas ...

Optimized Trend Trading

My version of the Holy Grail - take it or leave it! — Guys Going on from my last post, I think the time has come for me to reveal to you my belief as to what the "Holy Grail" might be for trading - for me anyway. I am almost certain now that ...

Optimized Trend Trading

Hi jeta Not a single curve no. As you know, I am rather obsessed with this idea of optimum timeframes and I have switched TopCat to different time frames very often as I try to get the best setup. I have mainly been trading EURUSD with some EURGBP. ...

Optimized Trend Trading

Ngawang - that is a very cunning idea! It would certainly be MUCH simpler than programming Goertzel, Hodrick-Prescott, SSA, etc which are rather tedious in MT language. Perhaps one of the group can give this a go and report back. CB

Optimized Trend Trading

PiedPiper You are very welcome indeed on my thread and thanks for "lurking"! Your post is extremely helpful!! I am very excited that we can now get non-standard time-frmes in MT - I had no idea this was possible. This could be a very powerful tool. ...

Optimized Trend Trading

I could not agree with MagnumFreak more! EAs definitely DO work for all the reasons we have debated, but most of all the ruthless application of simple rules without EMOTION, which is the essence of good trading. SIMPLE RULES AND STICKING TO THEM. ...

Forex Robots

Guys OK, BarHopper and I now agree on the code for Goertzel, so anyone wanting to implement can use either his Matlab of my MathCad code as a template. On the SSA subject, I rather like SSA, particularly because it is DATA driven whereas nearly all ...

Optimized Trend Trading