DislikedSome interesting statistics here from my matlab model.
So I have about 12k hourly bars from OandA's demo account for the 14 pairs. That represents hourly close prices from Jan'11 to present.
The first image is the pip profit curve over that time period, a cumulative sum of closes. (Note: These assume a 50 pip round trip spread cost, OandA averages about 25 pip spread for the basket of 14)
T....
f ~ 0.6Ignored
Good Job.
I'm an old basket Trader ,I come from previous Kos Basket thread,and I have a q for you..
For your backtest did you trade 24hrs7days or you filtered out low volatility intraday periods(i.e. late NY session to Tokyo opening)
thx
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