Tag Archives: Back-Testing
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
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
Holidaying in Paris (hunting street-art) on a two week break from the markets. That said, here is an update of what has been happening on my trading front.