Category Archives: Testing
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
A mix of networking with other traders, programming on TradeStation and taking some trades on the German DAX index.
Quickly sharing the things I have been working on & thinking about on the trading front over the past working week.
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.
This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.
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.