Category Archives: Testing

Working notes: Systematic trading etc

Live Trading, running an algo, reconciling the two, more coding, building a market context model.  Long hours. All that was part of my week.  Read further for a detailed discussion of these.

Posted in Reversals Strategy, Testing | 1 Comment

Football Statistics & Price Behavior Statistics

In the last 5 years, there were approx 12,400 competitive football matches across the English Premiership & Championship, the Italian Serie-A, the German Bundesliga, the Spanish La Liga, and the group stages of the UEFA Champions League and Europa League. … Continue reading

Posted in Financial Markets 101, Testing, Work in Progress | Leave a comment

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

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Protected: AUDUSD Trade Management Optimizations

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Posted in Testing, Trend-Following Strategy

Halloween Trading Update

Briefly highlighting some of the trading development work and meetings with various traders I got done over the last week (and a glimpse from my Halloween outing!).

Posted in Testing, Trend-Following Strategy, Work in Progress | Tagged , , , , , , , , | Leave a comment

How to test trading strategies – first steps

This discussion outlines the benefits, based on my own experience, of using a proper application for testing a discretionary trading strategy for the financial markets. The discussion focuses on the ForexTester3 application, simply because I have used it extensively, however … Continue reading

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