I consider this a kind of position management 仓位管理. I call it Scaling-in Position with Asymmetrically Multiply Stacked (Staggered) Unit Entries (SPAMSUE). The parameters in question are as follows: stack scaling: pyramiding, average down ...

Scaling in VS Adding to a loser In most cases, adding to a losing position that has passed the point of your original risk tolerance is also a bad strategy. However, there are some scenarios in which adding to a losing position can be a good ...

Excerpt from Winning Strategies and Their Rationale, Ernest P. Chan All of these seemed very commonsensical until the research by Schoenberg and Corwin proved that entering or exiting at two or more Bollinger bands is never optimal; that is, you can ...

I'm looking for the same thing. :> Spread vs Pip Daily Range Ratio doesn't do enough justice to the trade worthiness of a pair (or any symbol in the security market). Also, I am thinking the consistency of the movement over what period of time at ...

Just found out about this nicely organized algo trading resources wiki page (seems to be rip from another already-took-down page). Not sure if its up-to-date though. http://gutone.com/mediawiki/index.php?title=Automated_Trading_Resources

trends changing — How can we systematically define up/download/sideway trend though? I went though the very same thought process before, but I had no luck finding the right way to define up/down/sideway trend systematically. Even some claim ...

Overfitting's existence — Overfitting is believed to be the problem for every machine learning quest. But is it really? We start investigating into this. Before we try to deal with overfitting, we must first confirm that it really exists. The ...

Recommended discussion reading on algo trading system development — This thread is on LinkedIn under the "Automated Trading Strategies" group. Pretty good discussion on some attempts on algo trading development, successful and failed ones. The ...

misleading fxstat summary presentation — LMHO. As I said, the presentation on FxStat is misleading. The summary column simply adds everything up to created an wow effect.

@mikkom, the T0009, as told in the forum, is a lucky survivor among the many failed (or was it told in there?!). The rest of the failed live trading tests that generated by the same system were not published. Also, as I also mentioned it few times ...

I see that you're talk to Tom already. — tigloo, anyway, his Skype is published on the T0009 performance page on FxStat.

I believe everyone is still doing as I'm still doing... — tigloo, if you're a C++ programmer keen in distributed computing, neural network, or genetic algo, please join the T0009 ( url ) group of programmers in the continual development of ...

tick data flow — Has anyone tried to develop tick-based strategy? HHF may take market neutral positions by treating tick as their base signaling data. But what I mean is directional strategy that take tick as signal. Has anyone read anything ...

follow-up — Has anyone has any new input of your tick storage experience? I'm looking into this as well. Thanks!

spike and limit order — I'm new to this EURUSD thread. I must apologize that I've not followed this thread from the start. I'm simply dropping in to seek some feedback on a particular tick formation that I have seen in the last hour. Please ...

PipMasterMik: Just the individual strategy. Can you give me an example of when "parameters define a strategy"? mikkom, I said that I could understand more about your view on the validity of out-sample data if you optimized multiple strategies in a ...

better tick data — Gain's data is highly manipulated. The best available data is through Dukascopy. I'm having their in tick and OHLC data compiled in a importable format for MT4 History Center. I'm updating regularly for our own in-house use. ...

Dukascopy Tick and OHLC data MT4 History Center Importable Format — OHLC data is available in my converted format. In case you want to get a regularly updated version, you can visit this page to get the importable data to your MT4 History ...

MT4 History Center importable tick data — I'm doing backtesting using tick data myself and I'm updating the file regularly. I find it easiest to have the tick data directly importable to MT4. Visit the following page to download the EURUSD ...

train with multiple positions — mikkom, can your "factory" search algo that holds multiple positions? I assume that when multiple strategies are at work together, there must be multiple opening trades. If that's the case, it makes sense when ...