For the fans of genetic algorithms: url

Systematic trading

And do you believe that John is not? Look also at the people with ~20 posts posting here.

Optimized Trend Trading

The Dukascopy tick data goes back to 2007. Sample URL: url No API or account is needed to download it. They have 11 GB of compressed tick data available. With the proper script you can download it all in under 24 hours.

Dukascopy

Most working systems have a 45-55% success rate (I have friends who work for HFT firms). Retail traders typically favor 80%+ success rate systems which require big stop loses and which trade less often (thus being harder to accurately test). It ...

Ok, Lets do it - Developing a Highly Profitable System

So decisions will be made by majority vote... You do realize that most of the traders (and forumers) are losers, right? It will be fun seeing losers outvoting winners (who will push things which go against "majority" consensus about what is best).

Ok, Lets do it - Developing a Highly Profitable System

Nice graphs. This is the kind of stuff that HFT people do. This is a perfect example of "no free lunch". M1 doesn't close at 50, but you can't profit from this information since it will go either way with equal probability as shown in your second ...

It's kind of curious...the war between price and indicators

Before you all get excited, they offer no "hedging". Not that I would use such a thing, but for some retail traders it's indispensable: Also, the FX trading is closed each day between 22:00 and 22:30 GMT. What if North Korea bombs it's neighbor ...

LMAX = revolution?!?

The SELL stop loss logic in the picture is not accurate - doesn't handle intra-bar jumps. I'm sure you know this is especially important when testing high frequency strategies like the ones you posted (avg 400 trades/day). But it's a good starting ...

Systematic trading

Careful, the more combinations you try, the more likely you are to encounter url

Synthetic hedges, cointegration, mean reversion and similar stuff

The mobile software is not written by them, but by a third party - url And I do have oil, gold, dow and spx in my FXCM trading platform. From your list only usdx is missing. spx is a good replacement for spy. Your probably on FXCM US, not FXCM UK ...

FXCM Discussion

Jason, Any plans from FXCM to support trading from Windows Phone 7 devices? Note that it's different from the old Windows Mobile.

FXCM Discussion

From FXCM http://www.fxcm.co.uk/hedging.jsp While the ability to hedge is an appealing feature, traders should be aware of the various factors that can affect their accounts. Spreads may widen, causing margin to diminish, potentially leading to the ...

"Hedging" Revisited

You can do fractional lot sizing on Oanda. Could you please post a screenshot of the trending kernel, but starting from 24 Aug instead of 4 Oct? Or even better, both the trading and the ranging kernels, but from July. Because the screenshots could ...

Old Dog's Taming of the Beast?

That's because only their computers are watching below 1H

Price is everything

I've also stopped using candles in the software that I'm writing. image There are a lot more misdirections in MT, especially related to the Strategy Trader which is full of problems.

Misdirections in retail trading / mt4

95% of traders lose, because they go onto forums and get taught how to lose

the best trading advice in FF personal signatures

You would do vol arb: url BTW, this is way above retail head. image image

Volatility: Hypothetical Question

You'll have better luck here: url

Synthetic hedges, cointegration, mean reversion and similar stuff

I hope that this particular range that you found is much larger than 3000 points. It looks like you would have around 10 mean-reversion trades in this range, but you have 14 fitting parameters (100, -36, 14, -18, ..., GBP/USD, EUR/USD, ...) If this ...

Synthetic hedges, cointegration, mean reversion and similar stuff