Category Archives: Testing

FX Price Data Comparison: FXCM v TradeStation

Currently comparing historical price data of several FX instruments between two of my regular brokers, FXCM and TradeStation.  The price data is the basis for the code written for generating trade signals and managing trades.  Hence the accuracy of the … Continue reading

Posted in Financial Markets 101, Testing, Work in Progress | 1 Comment

Trader Meetings, programming & DAX trades

A mix of networking with other traders, programming on TradeStation and taking some trades on the German DAX index.  

Posted in Financial Markets 101, Testing | Leave a comment

Trading Update

Quickly sharing the things I have been working on & thinking about on the trading front over the past working week.

Posted in Financial Markets 101, Testing | 5 Comments

Tips on developing automated trading strategies

Sharing some insights from a 3-day working session with a Belgian systematic trader. Also an update of what else has happened in recent weeks on my trading front.

Posted in Financial Markets 101, Futures Trading, Testing | 3 Comments

Example application of Bergstrom’s e-ratio

This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.  

Posted in Testing, Work in Progress | Tagged , , , , | 2 Comments

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 | 2 Comments