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[Sorry, I'm late to the party here! But hopefully there're still some people around and I can at least get myself a drink ...] I wonder if the above two observations are related? "Time frame is important", on the one hand; and "FX is different", on the other. What is the time frame for FX...

Many thanks.

But as bots play more of a role, will it be "human" nature that matters? Or, as humans code bots, perhaps it IS still human nature that will count? Except that some strategies "learn" independently of their human coders; and in so doing may be learning to react to "bot" nature rather than...

Too much jargon for me to follow it all ... but perhaps that's your objective; to weed out those who can't understand your point! What's an example of an "ex condition" test? Test with all possible combinations of filters? Hmmm ... Now, THAT sounds like curve-fitting to me. How would...

Why in combination? Do you mean "test separately AND in combination" or "best to test in combination"?

"Trading & Exchanges - Market Microstructure for Practitioners" - Larry Harris; - Part IV - "Liquidity Suppliers"

Yes, different instruments behave differently in my experience. Makes sense if you remember that each instrument has a slightly different crowd of traders/bots trading it. I asked a similar question here a while back ... http://www.elitetrader.com/vb/showthread.php?s=&threadid=215986

screen shot? example?

Spanish rally should be particularly strong tomorrow if - later today - Nadal beats Djokovic and Spain have a good showing opening Euro 2012 Group C.

Spanish market should rally; Santander & BBVA should be particularly strong gainers.

Work with a reputable firm located in a credible jurisdiction, and able to demonstrate a verifiable track record of similar projects. And use a well drawn-up Non Disclosure / Non Compete Agreement written in law from a credible jurisdiction, that covers both the firm, and those staff members...

Assuming that by "NT" you mean NinjaTrader, then Average Price is already there. Go to "Positions Tab". One of the data grid columns is "Avg Price". NT online manual is here http://www.ninjatrader.com/support/helpGuides/nt7/index.html

Have you asked Jack?

And is that as true now as it has been at any point over last "32 years"?

http://en.wikipedia.org/wiki/Swing_trading

It's a "buy-at-open" (or "buy-at-prior-day's-close") "-and-hold-until-close" indicator-based strategy....? Or it's a swing strategy, holding muliple days until you have a reverse signal ...?

How important all this is (in terms of helping you better understand your strategy's performance) can be assessed by comparing the average holding period of each trade with the bar timeframe. For example, if your system's average holding period is say 4 hours, IMO you'll get little practical...

My personal experience with such "switches" is that they can "whipsaw" you badly ... they get you out after a loss, then you miss the winners, and then you get back in again in time for more losses! ... my own conclusion has been that it's best simply to keep trading the strategy, and not try to...

Will take a look. Thanks.

Just learned eSignal doesn't provide historical intraday data for Korean futures... hmmm... Any ideas where best to get this? I would need at least last 2 years... Thanks.