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- 14 Results (1 Thread , 13 Replies )
- charley replied Apr 15, 2010
your input — But enough of my yappin' ... do you guys have any feedback/input on this ?
- charley replied Apr 15, 2010
market stats — The intraday equity strategy doesn't care what the overall market direction is, if that's what you mean, e.g., it has profitable Long trades whether we're in a bull market or bear market. Yes, if you mine any stats about equity ...
- charley replied Apr 15, 2010
ticker plant — Sounds not unlike the approach I described here, biggest difference is that I feed (near) real time tick data into the strategy, instead of system clock time. That way, the strategy has access to nrt price data also, to use for ...
- charley replied Apr 14, 2010
Also, HA — I believe HA = Heiken-Ashi, see here for example
- charley replied Apr 14, 2010
ULLMA — ULLMA = ultra low lag MA. In post 699, asm8086 posts his ULLMA which appears to be simlar if not better than CodeBreakers??? And he references posts #526 & #527 re the original design and info. And in post 705 he provides the complete ...
- challenges of developing forex trading system vs. equity and other EAs
Most of my experience for the past 8 years has been in learning about equities and bonds, and I've ...
- charley replied Apr 14, 2010
perf stats — I don't post performance stats in public. (I'm here to learn, and share knowledge, not brag). If you have a particular need to know, or question any aspect of my experience (I'm not saying that you are), please PM me and I may be ...
- charley replied Apr 14, 2010
bar closed — Yes, or use finer granularity bars (say 5-min) and have your strategy roll them up into whatever periodicity it uses for its logic and signals. For another strategy (still under development), I feed ticks to the Strategy class ...
- charley replied Apr 14, 2010
intraday trade time — You may find that depending on your intraday strategy, there is a best time to get into the market, and there are times you want to stay out. For example, my 5-min intraday equity system does not take any trades in the ...
- charley replied Apr 14, 2010
historical data — For my current strategies (equity, bond) I always try to get my hands on all the data I can get. Especially important for strategies that trade on daily signals. For example, gives me much greater confidence that my bond ...
- charley replied Apr 14, 2010
data sources etc — See prev post. I don't use Tradestation for equity/bond data other than tick data, kind of useless for daily data since they don't provide proper total return series, and only go back to ~1968. Still a n00b in the forex ...
- charley replied Apr 14, 2010
protobuf and data — I coded my own distributed environment, but have used Hadoop in the past. Protobuf: mostly out of habit, it's what I used before, but also seems to compare favorably against the others, and I'm using it for a lot more than ...
- charley replied Apr 13, 2010
intro — I just joined FF and wanted to introduce myself to mikkom and other systematic traders. I've been trading since 2002, initially discretionary systems, but increasingly systematic. I have a few profitable strategies in equities and ...
- charley replied Apr 13, 2010
intro — Hi, I just joined and read this entire thread, great stuff. I was wondering if a long-term member would be so kind as to post a brief summary re which approaches look most promising so far in this realm (application of DSP to forex), ...
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