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- Zelo replied Nov 7, 2016
FOUND IT: url Hope it will help someone like me in the future.
- Zelo replied Nov 5, 2016
Why not use only one account run multiple strategies? You can separate strategy by using comment, later analyze each strategy using that comment. It is my current approach now.
- Zelo replied Nov 5, 2016
There is a book called "The Evaluation and Optimization of Trading Strategies". It may help someone. You can read it from google.
- Zelo replied Nov 3, 2016
You need to balance between RR, Winrate and Number of trades. You should code a program help you do that. Or hire a coder. After tweaking settings, i tweak stop loss and take profit. After: image Before: Take a look at this: image From 12,542 ...
- Zelo replied Nov 3, 2016
She just got lucky, of course. But there is a chance that girl learn how to shoot from 2 years old. What here: [Little Big Shots - Four-Year-Old Piano Prodigy] video Yes, i know. But i haven't told you the cool thing yet (and I never will ...
- Zelo replied Nov 3, 2016
I have implemented Avg duration of trades. Maybe next i will separate long and short to have another view of my model.
- Zelo replied Nov 1, 2016
I have added number of winning/losing streaks. Maybe average running time of trade next? And StdDev?
- Zelo replied Nov 1, 2016
I forget to add: Like best setting for selling on range, best setting for buying on range, and then same for trend period. So you may have 4 strategy. Only 1 active on its period, other may sleep. Other will be break even, 1 make profit. They will ...
- Zelo replied Nov 1, 2016
1. Sample size is more than 60,000 bars on M5 from February to October. 2. Out-of-sample test is a good point, i will test it on 2015 and 2014. And what else? More please!
- Zelo replied Nov 1, 2016
Take a look at my other thread and share with me important trading stats so i can implement later. url
- Zelo replied Oct 23, 2016
Since i have started another journey with automated trading, let's wrap this journal with the last concept. I have this idea 6 months ago, even before i understand balance-imbalance. With the help of recent understanding of the foreign exchange ...
- Zelo replied Oct 19, 2016
Last update, M1_2014 (January To December) December is not a good month, because they might take profit. image
- Zelo replied Oct 19, 2016
AUDUSD M5 2016, period = 2H image M5 2016, period = 3H image M5 2016, period = 4H image
- Zelo replied Oct 19, 2016
AUDUSD, All market's conditions. M1_2015 (From February to November) image M1_2016 (From January to Septemper) (Brexit, around trade #6600) image If rebate is 0.5 pip and trade size is 0.1 lot, then rebate earnings is $8000. Y Scale: 1% = 770 ...
- Zelo replied Oct 15, 2016
Forget to add this: 15.13 is 15.13%, 0.1% = 790 pips (5 digits) if AUDJPY = 79. Then 15.13 x 790 = 11952.7 pips
- Zelo replied Oct 15, 2016
On M5, from February to September Open a trade when correlation go from 50 to 80, If correlation drop to 60, exit If correlation goes to 90 then back to 80, exit I choose AUD, NZD, JPY, USD because of carry trade. Best period for AUD is 36 = 3 ...
- Zelo replied Oct 14, 2016
Next week: Start End of Day Option (or binary option) Project. Edit: Maybe automated trading something.
- Zelo replied Oct 14, 2016
Only one question to ask: Where is liquidity?
- Zelo replied Oct 1, 2016
I'm not sure this will help but With Java, you can get realtime data from Dukascopy, LMAX, FXCM With C#, you can get realtime data from LMAX, FXCM, cTrader Brokers (Spotware Connect Open API) cTrader offer FIX connection regardless deposit amount ...
- Zelo replied Oct 1, 2016
"read dukascopy bi5 file" from Google url url C++ Library: url