Category Archives: Futures Trading

Trading strategy back-testing nuts & bolts

Experience-sharing:  Going through some tedious work trying to get my head around various currency futures contracts, correlation with spot products and making sure I am using all the data correctly in back-testing and optimizations. Comments on TradeStation’s ‘Portfolio Maestro’ product … Continue reading

Posted in Futures Trading, Testing | Tagged , , , , , , , , , | Leave a comment

Analyzing entries from systematic trading strategy

Today I analyzed 4 major instruments on the 4-hour and daily timeframe and compared hypothetical entries taken by a coded trading strategy with what I would have considered if I had been trading the same market on a discretionary basis. … Continue reading

Posted in Futures Trading, Testing, Trend-Following Strategy | Tagged , , , , , , | Leave a comment

Easy Language: Bullish and Bearish Candles

Quick illustration of systematically marking candles, using EasyLanguage, in terms of bullishness and bearishness. 

Posted in Futures Trading, Testing | Tagged , , , , , , | 1 Comment

‘Trick or Trade’ update

Brief update on my week’s trading work – strategy development workings, meetings with fellow traders, a couple of buys and sells in Crude Oil, and a bunch of recommended links. A short 4-day week for me this week, following a … Continue reading

Posted in Futures Trading, Testing | Leave a comment

Trick-or-Trade Weekly Update

  And another intense week has already come to an end – literally flying by at the moment – meetings & conversations, good reads & links, strategy development and futures trading.

Posted in Futures Trading, Testing | 1 Comment

Another week in a trader’s journey

Brief summary of my trading week/last few trading days – quite a few things on the list here – meetings with traders, mentors, some trades, and a lot of strategy development work – read on for details…

Posted in Futures Trading, Testing, Trend-Following Strategy | Leave a comment