Tag Archives: strategy testing

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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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 … Continue reading

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