shhh..... How do you know about that, it was a secret.

Dukascopy

Ranking and Awarding Rules: 2. The winners must disclose the code of the strategy to Dukascopy for verification purposes no longer than 10 days after the end of the Contest. If the verification for strategy ID fails, the respective Participant may ...

Dukascopy

No one professional is in trading contest. The necessity to disclose your code, a requirement to comment all trading operations including a description of reasons and logic behind the trading strategy and small prize make sure of that.

Dukascopy

MA kills higher frequency. It destroys periodic within the signal. Do you really want that? You want to kill noise but not the signal. This is why MA aren't good.

The difference between a MA and a non lag MA?

nuff said /thread

Why do hedge funds have such poor returns compared to successful retail traders?

Probably. I was looking as how there is a lot of MM ~ HFT that is basically shifting the balance from R:R ratio to the profitability. Going for 85%+ but with 1:2 reward:risk because of the volatility. There is a stat. merit for doing that. I do see ...

Robustness in trading systems

This is just a expand of the url . You are welcome to calculate and see it for yourself. I'm sorry I was thinking this link was the one that was previously posted; I was referencing to this, sry for confusion. I wasn't saying what was easier to ...

Robustness in trading systems

Looking to expand: image X - is the profitability of the trades (number of wining trades/total number of trades) r - is the reward/risk ratio - the graph shows that to expand the profit factor Pf by the same amount we need to up the profitability ...

Robustness in trading systems

I'll go as far to say Signal analysis was the best thing for trading that I took. Statistic -so so. Removing noise from a time series, kernel smoothing, spectral analysis... etc. It really changes the perspective. If you can find some classes about ...

Calling all Quants and Statistical Analysts

is there a pdf version of this online (the full 600 pages) or you all read hard copy?

Order Flow - Finding cluster of stops on chart

I actually have it the other away around. I've been playing with the searching for high reward vs risk and got obliterated in backtest pre 2008 vs now. This is why I always like to go for high probability because no matter how the ...

Robustness in trading systems

You should know that this needs to be done on pairs that are not correlated. The problem is most of them are somewhat positively or negatively correlated. ex: I wouldn't suggest after testing EUR/USD to test the GBP/USD. since E/U and G/U behave the ...

How much backtesting is enough?

depends on: average percentage of profitable trades, volatility of return ... time is not the issue, number of trade is... 50 trades in one year proves nothing.... if you don't have 85%+ profitability per trade... but it still proves nothing.... if ...

How much backtesting is enough?

test entries -> look after entry how often does price go up (or down for sell) after t time for a minimum of x pips ( x depends of the timeframe and t should be used as your average holding period). This will tell you if you have a lot of bad ...

How to improve my percent rate of profitable trades

if you don't need to trade on low timeframes you could set up a vpn from your phone to your computer

Dukascopy

+1 ...supporting above

Dukascopy

There are two main issues: * sometimes you will get this misquotes drawings that aren't there ( most likely in your example ) * othertimes there will be a steady decrease in liquidity around 22~24 GMT that could resulted in 10 pip spread+ for five ...

Dukascopy

quoting post from Jul 17, 2010 23:09 explain yourself :nerd:

Smexy Trades

Fair Trading Technology is a MT4 platform provider from UK for swfx. They route all orders to dukascopy swfx and they are not a broker. What's the catch? You pay larger commission, the part of it goes to dukas and the other part to them. Quoted ...

Dukascopy

how old are you? ON topic question when pulling liquidity from citybank does city actually quote on swfx servers and order matching is there or market orders need to be routed to city with additional latency? if yes how much is that latency?

Dukascopy