One thing I'm interesting in measuring is news impact. Does anyone know where I could find a news calendar with numbers in machine readable form (xml, csv..) that goes back to about 10 years (it doesn't have to be free)?

Systematic trading

I think that's covered by position sizing rule and entry trigger rule. I personally don't ever shut down system completely, just adjust the risk lower. Or are you talking about system rot ie disappearing edge?

Systematic trading

A trading system is a combination of following things Opening a trade Position sizing Closing a trade or what I call position management That's it. Simple eh Well not really. That's why we have to define different sections of each of the above. I ...

Systematic trading

I think I'm not going to get into database discussion here [it's a bit irrelevant] but basically both mysql and postgres are mature databases. Postgres is in the past been known for corruption so just get your daily backups.. [I think new ...

Systematic trading

You are right there is no exact "daily range", there are just session ranges. When I have my stuff ready I'll do some kind of analysis on session ranges on all majors - it's going to be interesting chart.

Systematic trading

I went with MySQL (tested a bit berkeley DB first but surprisingly Mysql is faster) and java. c++ is faster but java is easier to distribute if I decide to get a cluster at some point. Mysql is not exactly a top notch database but MyISAM is about ...

Systematic trading

Here is a simple example of what can be done in few seconds - this is EURUSD london session range as a curve (2001 to today).

Systematic trading

His stuff is quite brilliant so it's a real shame if Jupiter is indeed acrary and he has decided not to continue writing this thread.

A Systematic Approach to Markets

For those interested in fundies and waiting for Trichet speech.. I would much rather read stuff about stress test right now. It's much, MUCH more important than EU rate right now. FYI url Why the above? There is a reason hidden somewhere on the ...

EURUSD

I think it's about time to wrap the thread.. Everything about the system is already described and I don't think providing signals will help anyone. In fact I was wondering how long this would go on when everything was already told on the first post. ...

Mikkom's stophunter system

Zero (That doesn't include system development and testing)

How many hours do you spend in forex trading per day?

Fractal is IMHO actually just a mechanic definition of a "top" or "bottom". I don't use fractals in my trading either but I do use tops and bottoms and stops that are lurking above and below them Most of the "breakout" systems actually ...

Mikkom's stophunter system

I'm very much interested in how you used discretion to make the system better. To be honest, I already know a few more "advanced" tricks to squeeze even more from the system but I would be very interested to hear more ideas [they could eventually ...

Mikkom's stophunter system

Never thought about decompiling and I don't want anyone selling my stuff so sorry everyone - EA's are removed. Hope I helped Dezil and now we can move on.. I have no idea where. Maybe I should discuss a bit more about why I only trade daily systems ...

Mikkom's stophunter system

I'm a bit puzzled if I should allow backtest curves here.. The problem is that I don't want to - the rules are so simple that anyone should be able to reproduce the system and I checked my code - all is on the first post. On 3% risk since 2000 on ...

Mikkom's stophunter system

Are you using r%? What is your risk level per trade?

Mikkom's stophunter system

ActivTrades, London time, gmt+1 (I don't just test, this is one of the systems I trade live). I have used IB in the past (great broker) but their platform is not exactly top notch. edit: Oh and I have used alpari in the past to test 1 min data.

Mikkom's stophunter system

uh.. yes? it's short for "Quantitative" - it's [in a way] an alternative to "qualitative" trading that most of the traders seem to favor for some reason.

EURUSD

I don't personally trade anything under daily candles but feel free to experiment. I assume that if you trade under dailies there is much more things you have to look at like how the breakout on fractal level was and where you should exit.

Mikkom's stophunter system