‘Market structure’ analysis on USDCHF [Nov’17]

Brief discussion on application of ‘market structure’ concepts to recent price action on USDCHF, together with relevant charts.

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Posted in Financial Markets 101, Trend-Following Strategy | Tagged , , , | 2 Comments

Football Statistics & Price Behavior Statistics

footballIn 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.

In 6,484 of those games one of the teams took a 2-goal lead during the game.  Within this sub-group, the  leading team failed to achieve a victory in 438 cases at the end of 90 minutes.

How does this relate to trading? 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 add-in.

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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!).

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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 the benefits, pros and cons discussed are quite generic, regardless of the application used. Continue reading

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