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Because FX cash is an interbank market, having an history of best bid/ask doesn't mean one would have access to these (your broker might not have the relationship with that bank, that quote might not have been valid for your order size, etc). Broker-provided historical data can be anything...

I am certainly not a "pro" when it comes to FX, but in my experience, the first aspects to look at with a new strategy (and especially for someone new to this), are revolving around "how close/far are the backtest results from what I would have gotten trading it live": 1. Are the fills...

Thank you Mr. Shill

I only load compiled+obfuscated (CLiSecure) NinjaScripts on my VPS, and I have a proprietary UsageControl mechanism that prevents my strategies to be used without authorization (I had to do that as I lease my strats to a few clients). That said, my VPS provider has no access to my VPS -...

CLSelective v09 backtest performance data, using 150-tick initial stop I still have to test an ATR-based initial stop.

Results for the week ending February, 21th: - 2 losses ; 1 BE ; net -985 Here is the status email just received from my VPS provider re. the connectivity issues: "During the last 8 to 10 days, we've been alerted about data feed or brokers disconnection on our servers, in Chicago and in...

5 years to the 1st (mildly) profitable system a couple more years to the 2nd (better, but far from a smooth ride) just one more year to the 3rd one (supposed to be much better, but only time will tell) Talking of 100% automated systems ... I never was a good discretionary trader, despite a...

Let me disagree on one thing - at least - you don't understand the problem. There is supposively a liquidity problem with small caps. Lack of liquidity means large spreads - this is basic market physics. So we have large spreads, and there is nothing here that prevents anyone to add...

It depends on the intent behind the strategy. For CL AlwaysIn, I wanted to get 750+ trades / year, the largest statistical base as possible, at least in excess of 2000 for a couple patterns (I have 4000+ & 2800+ for the 2 strongest patterns, with overlaps), and I was prepared to settle on a...

Statistical analysis

Here are the performance figures for my live trading of CL AlwaysIn since I switched to v46 on October 15: - 137 trades - win% : 59% - avg W/avg L: 0.92 - avg net/trade : $86 - P/F : 1.38 Now, the global view since I started trading that system, all versions combined, is the...

We (that is, my VPS provider, really) are working this with Ninja support, and the network providers identified so far has having issues.

PMs go in the your ET inbox folder accessible through "Your Account / Private Messages / List Messages".

This is something I can do for you. I did PM you my contact info the other day, which is all I can do given that I am not an ET Sponsor (or you can google dom993trading)

There are only 2 ways: - You try to do it all by yourself (that will take you a lot of time) - You pay someone to help you get where you want (that will take you some money) Quality historical data is never free, but if you work with someone who already has that data, you might not need...

This is a HUGE gift to the HFT companies ... it will increase their avg/trade by a factor of 10 (at least) on the corresponding stocks. Of course, that will come out of the investors pockets. Very very very smart move from Wall-Street!

I send you a PM with contact info.

How about getting started in Excel on the weekly and daily ? 1, 2 or 3 bars candlestick formations are not that difficult to program in Excel (or any other programming language).

Happy Valentine's Day! Results for the week ending February, 14th: - 5 wins ; 2 losses ; net +2085 The system made a new P&L peak this week, +1450 vs last week. We had repeated connectivity issues on Sunday night, Monday evening & night, Tuesday evening & night, Wednesday evening & night. In...

IMHO ... ... out-of-sample testing on historical data is useless: if the system performs well, you keep it, if it doesn't, you go back to the drawing board, as a result you are not in any better position than if you were doing only in-sample backtesting. I would say if your system's...