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Filtrowane przez tagi:  Backtesting
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Strategy Contest - May 2023 - Article

In the first article in this series I outlined some general principles behind the strategies that I've been using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal. In the third article I explained why I switched to using mean-reversion entry signal instead of a trend-following one. This is also the strategy that I used in the May's contest.
Below you can see the updated table with the expected prize mo…
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DAY 10 - THINGS ESSENTIAL FOR TRADING SUCCESS

Some important points to consider:

1) Gut feel without understanding leads to the trading of randomness.
2) Back testing without understanding leads to the trading of randomness.
3) Nothing substitutes for a reasoned understanding of how markets behave and a disciplined execution of trades that reflect that understanding.
4) From reading various books and blogs, I have noticed that the most successful market participants find a limited number of patterns that have favorable odds of success an…
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kyleky avatar
kyleky 10 Sie

Point no 4 : Its different in trading for a contest & live, to win in a contest, you will need to bet big.
Win it or risk losing everything in hand.

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alifari 11 Sie

I agree, contest environment and risk management is completely different from live environment.

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Upcoming Jforex4

As the new jfreox Release 4 is approaching, i noticed the discussion at http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=200&t=50942 where User Forex_Monkey
request some kind of genetic optimization, as already offered by the (de facto standard Platform) MetaTrader4.
This got me thinking, as Jforex already offers an API and is running java anyway, its pretty easy to include some of the very numerous Java libraries out there in your automated strategy - for genetic progra…
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Backtesting and optimization are valid instruments?

Hi folks,
I'm quite new to the fx world and I'm try to learn and experience as much as possible. I developed a set of EA which I backtested and optimized for several pairs. The results of these simulation are quite good but, from a pure mathematic point of view, how
accurate and reliable are data coming from backtesting and optimization?
The market prices's changes are caused by several causes and many of them are fundamental-related. Moreover, when I'm optimizing an EA, how can I trust that I'…
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