Recent content by Jmedon

Hi All, At the end of the month strategy has 5.5% profit after 3 weeks of trading. In the monday I will expand my strategy to new 40-50 markets (!) (new currencies, indexes, commodities), so I can tell that my strategy works on near every market. On the below I show OUT OF SAMPLE test...

Hi All, In last week my strategy made new equity high 22% profit from start but unfortunately finished on 13% equity profit. Actual positions: xagusdm.lmx sell 0.3 xtiusd.lmx sell 0.04 ws30m.lmx buy 0.3 gbpusd.lmx sell 0.05 stoxx50.lmx buy 0.1 ndx100m.lmx sell 0.1 usdjpy.lmx sell 0.05...

Small update. Strategy actually have 17.5% profit. In last week made only 1 trade (SL). I'm preparing out of sample test to show you more realistic backtest. I'll move to UK vps to have better excecution and latency.

Hi Van_der_Voort_4, Thanks for a reply, I have macroeconomic data since 2007 and intraday market data from IQFeed where historical data starts since 2007-2008 depends on market. Maybe someone know where I can find older macroeconomic data but it must be with hour/minute timestamp without...

More volatile markets have greater draw down but I scale down it use less weight in portfolio. This is why I started present results in myfxbook and started this thread. We will se how it work in the future.

When you look at one market there are more drawdowns, but when I have portfolio of markets diversification make results much better. 15 trades in one specific market per year it is not too often but this is calculation without SL order. I think in real trading it will be 20-25 trades per year...

On the below portfolio equity since 2007 without leverage, without SL orders so with SL its better results. On the below market results, the sae like above, without leverage and SL orders. How you count proportions of specific market in the portfolio? When I have 8 markets its 12.5% of...

You made macro strategies in futures or stocks? How long real trading history this quant fund need to review your strategy? My strategy is very flexible so I think about cooperate with some hedge funds and provide signal in the future but I need real trade account with good history.

Hi All, This is my first post here. I am frequently read Elite Trader forum for a long time. I am quant with near 10 years experience in developing strategies on many markets. After several years I developed robust, fully automated strategy which performs well in many markets. I would like to...