DislikedWeek-End backtesting in order to have some comparables (next 2 posts). Ticks come from Dukascopy (see the previous link I gave), with a fixed spread of 4 (a worst case scenario I believe). Modeling quality 99%:Ignored
Increment 10 in 2008-2009
Increment 20 in 2008-2009
Increment 40 in 2008-2009
Increment 10 in 2009-2010
Increment 20 in 2009-2010
Increment 40 in 2009-2010