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I read it too. I had read "Mortgage backed securities" too and found them cool investment tools. I am asking any risk can be involved with it ? I am not a finance professional

I was googling and saw several brokers : https://www.fidelity.com/bin-public/060_www_fidelity_com/documents/fdic.pdf https://www.scottrade.com/knowledge-center/help-how-to/client-website/account-management/scottrade-sweep-program.html...

IB ( as well as others ) is promoting it : https://www.interactivebrokers.com/en/index.php?f=27462 https://www.sec.gov/oiea/investor-alerts-bulletins/ib_banksweep.html Any pros cons , risks?

thanks all, any recommendation about intraday fx history vendors on the cheap side ? :D I found CSI but it needs some work to download and feed into my program.

Thanks that's very sound advice. But I was "told" to test data from environment I trade which is IB. I am afraid data from other sources will not reflect what will happen in IB forex platform.

Hi Handle123 my backtesting period is 15-24 months, daily forex trading. I have only that much historical data.

Hi all, I am backtesting an automated trading system, I have two different results: Parameter A : High pf Low Avg.Trade Net Profit ( Because more trades so high pf ) Parameter B : Low pf High Avg.Trade Net Profit ( Because less trades high Avg.Trade Net Profit) If other performance/risk...

I use paper trading account of IB, I trade intraday FX including cross currencies. IB doesn't give volume information, so it is impossible to know how liquid is the product.

Dear all, I am developing an automatic trading system and I put limit on entry orders. But I don't do the same on exits as I think I need to exit as quick as possible. But I noticed my slippage is quite big on trades as much as 100 % excess of my calculated returns. How do you handle exits...

It is interesting you mentioned "another model" and "moving average oscillator" Indeed one example I could find on internet is adding GARCH forecast to VMA to predict S&P .

Most software packages has a GARCH (ARCH + ARMA ) forecast function. I am not sure how to use it. If it forecasts future Variance, it doesn't tell the direction of the movement. Variance is defined as : low variance means closer to mean, high variance means far from mean. But there is no...

Dear All, 1- Let's say I sell 1000 USD equivalent of Euro which is 744 EUR. Then next day I buy back 744 EUR pay 990 USD. I gain $10 , but I didn't invest any capital ( except fees and interest) . what is my return? In most short selling web sites would say 10/1000 = 0.01 % . But this...

Thanks a lot goodgoing. I have the same problem, never really traded forex but all my backtests give bad results for medium term ( days, weeks, months ) . Maybe they are for equities or too spoiled by 5 years bull market.

Dear all, I have some beginner questions about starting an automated forex trading: 1- What data to use USDCAD , USDEUR etc ... or reverse CADUSD, EURUSD etc ? 2- What is your usual leverage ? I know is a matter of risk taking , let's say I want to take risk as much as stock...

Hi All, I see that most backtesting software tests the strategy and don't include money management or portfolio . I want to test my results not my strategy. If I have an output like this : Stock-Ticker Buy-date Buy_price Sell-date Sell-Price ======== ======...