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Thanks Bhardy for your reply. I posted this on another forum and received very limited responses. I'm not sure whether it's my poor description of the situation, or whether people don't really understand the risks in their own accounts with having a single currency. Perhaps you only really...

The first thing I noticed on this Chart was the USD/JPY numbers. I needed to refer to the chart again to see the numbers you were quoting. That said, why would you choose the EURUSD trade, based on these charts, when it appears to me the USDJPY would be the obvious trade - shorting against...

Any brokerage account will begin with a set currency. If your in the UK, and you deposit your funds into the account, you will have x amount of GBP. Say you see that USD/GBP Is hitting support and you think you can make a profit by converting your GBP into USD, then transferring back again...

It's not the easiest thing to do to draw these channels in realtime.....

Ta muchly guys! I was looking to go Long-stock, short NQ as a RTM strategy. I'll check out these options and see what works best. Cheers! Adrian

Say I want a hedge on my stock of MRVL, or RIMM. I'm guessing I'd use the NQ contract right? How do I know how much stock I should have for each NQ contract? I have done some simple stuff, like variances in Open/Close, but this varies wildly from thousands to tens of thousands of shares...

Thanks for the info Jeb. I have started trading in multples of 400, basing 800 as the round number as a single NQ contract.

Yes, Hombre, good point.

Super helpful forum we have here. After a bit of testing, I have come up with the following: The correlation between the NQ and the QQQQ is around 0.999 from the sample I tested - this gets a big tick from me in terms of one follows the other. Yesterday's trade prices were as follows...

I have an automated NQ and ES system that has passed my paper trading requirements. I would normally switch to trading the NQ with a smaller position size, however this system pyramids, and even with a small size, I could end up with a larger number of contracts than I wish to, at the outset of...

Bozwood, I clever sentence and 2 lines of code, and I have precisely what I've been looking for. Thanks for the direction.

Not sure if this is the best place to ask, but I wanted to know what others use to analyse multiple systems. Much of Acrary's work is based around applying multiple systems that work well together (ie uncorrelated systems). Backtesting results of many systems over a few years can produce...

Not enough information to base a decision. Some systems do better pyramiding, many fare batter with an all-in / all-out approach. You need to either backtest both with simulated trades, or if you have enough of a sample size, analyze your real results and come up with the answer yourself...

I'm trialling OpenQuant, and their strategy manual mirrors some of the comments here. I'll not post the quote for ownership reasons, but it very clearly indicates that Long is not the same as Short, and one should not expect a system to work for Shorts just because it's successful for longs...

Here is the attachment.....

Thanks for the information. It all helps. The system is futures only, so there is no surviorship bias. After having spent more time on the system, it further indicates that good assymetrical systems exist (well in terms of my backtest results that is!). Next step is test in in sim for a...

I'm testing an intraday futures system that takes a maximum of 1 trade per day. Testing over 90 day/1 year/3 year timeframes I get an annualised return on the longs of about 100%, however the shorts are around -40%. Way too big a difference to be the long bias. The last 2 years are a great test...

I'm designing some automated systems, and would like to know what others use to verify the validity of the backtest results. Clearly there is nothing better than trading your system in realtime, but prior to this step, what do people use as go/no go tests? I use walk-forward tests and...

Interesting to note that no one on this thread mentioned Amibroker. As a non-programmer, I found the language easy to learn and it's very flexible.

Flat @ 88.25