Tag Archives: trading strategy

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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A trading journey into Randomness

A conversation on testing, analytical thinking and randomness with a fellow trader over a cup of coffee on Wednesday afternoon. Yesterday afternoon I had a great time catching up with a fellow trader I had met on the VTP program¬†in … Continue reading

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Nine months next to a hedge fund

Moving Day! For the past nine months, I was lucky enough to have my desk right next to a small hedge fund based in the City of London, including spectacular views! Here are some reflections on the experiences I had … Continue reading

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Analyzing entries from systematic trading strategy

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

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