Those are pending orders that never got triggered.

Systematic trading

Mostly yes if breakout means entering by stop orders. edit: here are 2 zoomed pictures of a short period of my [simulated] trades just to clarify, my breakout trading is a bit [quite] different to what most people do.. But I still consider it to be ...

Systematic trading

The strange thing is that at least my strategies work best with the most traded markets - and some of the strategies I use are really, really simple. Also I think stock market is much more random (meaning trends are not as strong as with forex) but ...

Systematic trading

Besides the commission, there is also the leverage issue, are you planning to do higher freq trading (I have no idea how long you usually hold your trades)? When I have my testing/development/trading framework functioning correctly, I'm too going to ...

Systematic trading

Fair enough, I already deleted the post before you answered it, thanks for answer - I was just curious. IMHO there shouldn't be any difference especially because as far as I know, he's not scalping but trading longer term. Few pips difference here ...

Forex Mentors - The Best Investment You Can Make?

This is huge stuff url

Jay's Daily News

I meant basic r% position sizing ie. risk for each trade is same -for example always 1% loss per trade if initial sl is hit. If you are using fixed 25000 size then you are using higher risk with larger stops (usually at the moments of higher ...

Systematic trading

Are you serious? Of course it exits. Especially with forex (that's one reason why breakouts tend to work so well with this market). edit: few of the systems I use are based on stop hunting btw.

Hunting for Stop Hunts

It's also worth calculating the combination of currencies so that you will see how the correlations affect your results, to DD and such (usually the results are positive). I would also really, really suggest using risk relative position sizing, ...

Systematic trading

Interesting, that is almost exactly what I have in mind and what I have used in the past meaning about ~10 years ago but at that time I used stock market data and the results were just curvefitted - I was too fresh then to understand the market and ...

Systematic trading

I still think that few days is too little time - the more algorithms you have, the more curvefitted results you have. I have used genetic algos / genetic programming a lot in the past in different things and the sample size is very important - even ...

Systematic trading

IBs api is quite rubbish and requires you to have their TWS running. Yes it's an option but not a very good one. Oanda is a bucketshop, I wouldn't use them.

Systematic trading

Don't we all? Unfortunately that does not exists. I would rather stay away from metatrader too but at the moment it's easiest way to implement trading systems for forex.

Systematic trading

I'm a bit curious - why would a strategy that works on high lots be more inefficient with lower lots? I would assume it's vice versa unless you mean jackos orders move the market and that is a bit absurd.

Forex Mentors - The Best Investment You Can Make?

At the moment I'm still using metatrader only - have been too lazy to code fix - by the way fix is a real mess, different versions are different and even brokers have different implementations of the messages, so long for the standard.. Anyway what ...

Systematic trading

That's interesting - you don't do much trading system devlopment then? Or how you determine that your systems are profitable in the long term?

Systematic trading

I'm not sure what you mean by inside bars as stops (you use a bottom of inside bar as a stop with longs?). No, I don't use bar patterns as an exit level.

Systematic trading

Why Default on U.S. Treasuries is Likely Jeffrey Rogers Hummel url

Jay's Daily News

Very unsurprising: "Schumer: SEC to ban flash trading" url Here is another piece with different perspective on hft [not with flash orders though which IMHO I also consider to be frontrunning]. url

Systematic trading

Thanks, I hope this flue goes away fast.

Systematic trading