Testing surely does not necessarily imply that you are assuming the market dynamics are constant. If you get consistent returns then that is a demonstration that the strategy is invariant over the testing period. If not then it is a demonstration ...

How far back is ideal for backtesting?

I have no experience to talk of and in general it is clearly desirable that a strategy is tested in all market conditions, but I wonder whether there may be some shorter time frames where the market dynamics may be more independent of the main ...

the most profitable TF

I have been trying to ascertain exactly how spread betting brokers generate income in addition to the advertised spread and over-night interest so that I can assess the likelihood of making a profit in reality and avoid excessive direct/hidden ...

Why would a broker want to go against your trades?

Lots of good points, to add my own I would say that lower time frames have the higher potential profit in terms of pips/day as there is more movement but whether this can be realised is another matter which obviously depends upon the strategy being ...

the most profitable TF

Interested where the 10000 number comes from. As far as I know the exact number depends upon the type of information being collected and how variable it is. Often there a lot of underlying assumptions in the calculations such as an acceptable error ...

How far back is ideal for backtesting?

Or use Open Office Calc, it is free, although I am sure they will welcome a contribution from your eventual winnings to help keep the project going.

How far back is ideal for backtesting?

Manual checking of price movements in seconds past most recent deals (where still information available) indicates that effect of dealing delay of 10 seconds is ~0.25 pips / deal on average. Therefore total is now : 1 pip spread + ~1 pip for ...

Results good enough to trade?

I went back for 8 years on EURUSD with 800 deals and still not sure, someone said needed much more. I think it depends upon the type of strategy, the more trades per day and shorter time scale approach would probably need less time. For long term ...

How far back is ideal for backtesting?

As Marv noted, I believe that to be the case. Presumably it is like any market, the greater the number of participants the easier it is for those handling the buying and selling to make enough money to cover their fixed overheads on volume rather ...

Currency pairs to start with as a beginner?

The results are just under 1 pip per trade during 2010 and expect will be lower in years before 2008 as seemingly less trends.

Results good enough to trade?

From what I can see, in Martingales people only consider the many small wins and ignore the one big waiting loss, a bit like the opposite of lotteries where people think about the big prize and ignore the much more numerous losses. If you think of ...

Does the martingale system really work?

Every time I see this thread I can't help think of Monty Python and the Holy Grail "French Taunting" scene, especially the lines "no thanks he's already got one" and "it is very nice".

Holy grail trading system wanted, or nearest thing to it!

That is what I thought, thanks. On 3 pips/trade I should still be in profit. Have decided to calculate interest manually for a given year by looking for trades that go over trigger time (11:30 on anticipated system) to estimate expected effect.

Results good enough to trade?

Minor point - is R:R Risk:Reward or Reward:Risk as for some reason I always read as former but your statement that should be high suggest latter? My estimation of spread and slippage is 3 pips for Capital Spreads which offer 1 pip spread and seem ...

Results good enough to trade?

That answers a few more questions, like why all these people with such high win rates are not all millionaires by now. On good trending years for instance this strategy makes over 10,000 pips, but looses most of it on the trends that never were. ...

Results good enough to trade?

Testing with other pairs is on the to do list, although the strategy needs optimising for each particular pair. I am a bit surprised that you appear to be implying that a 40% hit rate is good as I keep reading about 80%+. I therefore presume that ...

Results good enough to trade?

Thanks for the ideas, I have already discovered that the rollover interest may be a significant factor by running the demo as if it was live.

Results good enough to trade?

I started with EURUSD as the research I did indicated that it was one of the most liquid and thus more likely to be stable (if such a term can be said to apply to any currency pair).

Currency pairs to start with as a beginner?

Interesting, seems a bit like the "sell in May and go away" and "trend is your friend" sayings in that general rules obtained from experience. I will have to analyse my back-test results to see if could give me an improvement, thanks for the idea. ...

Why is the fx market very slow this January?