Recent content by softdown

Hi, Thanks for the all to info you provide on this subject. Can you point me to sources for the "theory" of correctly optimizing the parameters of strategies ? By "correctly" I mean: -avoiding over fitting -correctly using in sample and out of sample data -resting on solid...

The way Mario Draghi says "focus" sounds a lot like "fu*k us". So, when he says "The ECB focus will be on ..." it sounds like "The ECB fu*k us will be on ..." Anyone else hears it this way ?

vit007, Before trading your strategy with real money, you should trade in a simulated account in real time. You can trade it for a few days and at the end of each day you compare the real time results with the back-tested results for that day. If there is a gross error like looking in the...

I look forward to it.

Hello globalarbtrader, When you have the time, could you talk a bit about your back-testing methodology ? One interesting topic for me is the relation between in-sample and out-of-sample results.

Hello globalarbtrader, Very interesting thread and lots to learn from your experience. Could you post the profit factor you achieved in real money trading ?

Actually I'm not quite sure why the "spoofer" strategy works. So the spoofer sends a big sell limit order that he intends to cancel later. And then the front-runners send sell orders with a lower price. But why the front-runners do that ? Do they expect that the big sell limit order will have...

Here's a article from John Arnold explaining the basic "flipper" and "spoofing" strategies: http://www.bloombergview.com/articles/2015-01-23/high-frequency-trading-spoofers-and-front-running Spoofers Keep Markets Honest 16 Jan 23, 2015 9:00 AM EST By John D. Arnold In financial...

Def, When a client places a limit order, on which book does it sit ? Is it IB's book or is it the book of one of the banks ?

Can you post a PNL curve of either the real money account or a simulated one ?

Did you run it in real-time simulation mode ? That is, have the program receive market data and send orders to IB using a paper trading account (with real market data). If you get good results this way, the next step is to trade it with real money.

Ammo, Is that a screenshot from the Think or Swim software ? I'm asking because it's quite pretty :D.

What brokers do you use to trade forex ?