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Acary>How are you backtesting the different models? Tradestation or is it some of your own software? Good luck and hope you replicate those results real time.

Hey guys, Could someone direct me to good free FX data? Thanks.

Total P/L FX: +$4625.97 Total Return FX: +84.11% Some drawdowns coming in now. The strategy placed some great entry points early in the week but the orders were not executed due to price being just 1-2 pips away from the entry price. I have decided to execute the model on a much lower...

Made a couple of hundred overnight. Sadly yesterday night by accident I closed a GBPUSD short at 1.7613 made by the system which would have netted some great cash. Oh well. Still made some cash so cant complain too much. Total P/L FX: +$5180.03 Total Return FX: +94.18% Very close to...

Thanks a lot stephen will take a look at this later tonight.

Thanks a lot guys. I just noticed that on my notes I had LN. Would have saved me all the hassle haha. Now to finish the homework.

Gotcha. Pretty nice method there. Good luck.

Hey can someone tell me how log returns are calculated? I understand its Log(future value/value). But I dont understand what base I should use. For example on the link below it has it such that the future value is 110 and the current value is 100. However, log base 10 is 0.04 not the value...

Thanks for the detailed explanation. Sounds like a good strategy. So basically you try to remain on the correct side of the theoretical market value and indirectly use trend components to exit? Pretty interesting stuff.

I personally use hourly timeframes for trading the model on the currency pairs I follow. I could go into more micro timeframes however the spread would become a real issue then. These papers sound interesting. Any links where to get them?

Thanks a lot guys.

This is the setup. Monitor, keyboard, mouse, fast PC and a good internet connection. Enough hardware for my automated models to run and trade. My job is just to come in each day and see if there is any problems or not.

Stepher> Only one timeframe calculates the mean. Rufus> Thats interesting. Sounds like you do a lot of stat arb. Is it mostly Level 2 screening for figuring out possible misprices? Or do you do pairs trading at a micro timeframe?

Hey, Does anyone know of a website that lists take over plays? Thanks.

The FX market open was pretty quiet. More or less opened where it closed Friday. Some key data releases this week: trade balance, and CPI. Lets give it up for a good trading week folks!

You are exactly correct. And yes as always the key is to find efficient trend filters. This is the area which took me quite a while to develop. Kotika>Yes I use a longer term trend to create a bias on a shorter term basis.

Go view my journal "Systematic FX trading". I have been posting there since August as well as posting account screenshots. It does not go against the grain of logic. You are just not understanding what I am talking about. This thread was about talking and successful generic strategies. Not...

Going against the grain is exactly how to reap profits. Every average Joe Shmoe knows about mean reversion and trend following. Creating an unorthodox style is the method of making money in a zero sum arena. I am sorry but I really cannot give any more information out without disclosing the...

Welcome. Nope havent joined the october contest. Currently focusing on running my accounts as I have stepped up the risk. I have already dumped IBFX after that bad data problem (and subsequent problems made me feel rather smug about that move). I use FXDD now to trade. I am planning on joining...

Well I do it. Without compromising the specifics here are some stuff I have used to combine elements of both: Typically mean reversion works due to the fact that typically markets remain at a tight trading range for 80-85% of the time. However, trends although only occuring 15-20% of the time...