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Great advice. At this point, I'm starting small. Very small. $100 on my live trading account, primarily to make sure that the trade structure/entries/exits/winrates and other metrics stack up close to the backtest. I don't expect them to match 100%, but I'm looking for atleast a 95%...

Yes, so in the short term it seems that SPY can beat this system, especially given recent year's gains. But the 10yr SPY Sharpe is 0.38 and mine is around 1 which seems to suggest it might be profitable in the long term. The 2 yr rolling Sharpe for my BT varies between 0.9 and 1.7. There is one...

Yes, there will always be more losers than winners. And by nature of hedging their market risk, any good broker will pocket the money from the losers. This makes people pissed off.

I think this is fair, but I'd doubt that that is actually the primary intent of the brokers, i.e Oanda - to make money of the weak. Simple calculation: If there are 100 traders in world. Let's say 90% of them are unprofitable and have $10k accounts. And 10% of them are very profitable, making...

Curious, what was the size of your account at Oanda if you don't mind sharing? Overall, agree with your Oanda assessment. Arguably I haven't traded any meaningful account size for them to trade against me, but I've been impressed with what I've seen over the last 5 years or so - I've been able...

Alright fair. Thanks and looking forward to the next year! In case it works, I'll still have the same questions, i.e where is the money coming from amidst other things :)

I started with FX about 5 years ago, mostly hand trading, breaking even and going nowhere. With this system, I paper traded for the last year on a demo account, and started live trading recently when my paper trading results were pretty darn close to my backtest outcomes.

Sharpe 1.7 - returning 100% a year for the last 2 years when trending (it is a trend follower, after all). Around 30% prior to that when the assets I was trading was not trending. RE: asking on the blog, I would, but was hoping some of the intraday/retail traders here (clearly there are many...

Some background: I am no quant PhD, and certainly no hedge fund guy. I am just an engineer with decent programming skill. I have spent a small part of the last 2 years developing and building a pretty simple intra-day trend-following system (fully automated) focussed on currencies. No fancy...