Am I dreaming? Or is this possible?

F

forexman99

Newbie

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4

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0

• Jun 21, 2008

• #1

I am new to automated trading and want to create a high frequency (at least 50-70 turns a day) using an ECN that will deliver 3 year backtested results of >2% a month and max drawdowns of <3% per month?? Using all the major pairs and making some assumptions on transaction costs (i.e. the returns are net)

 

A

Aspire

Active member

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171

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60

• Jun 21, 2008

• #2

Only one way to find the answer... Plug it in and see!

 

F

forexman99

Newbie

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4

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0

• Jun 21, 2008

• #3

Where would I go to find help on developing such a model??? Papers on the subject, quant help, books??

 

F

fayalac

Established member

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558

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15

• Jun 22, 2008

• #4

Experince, thats all.

 

O

ofurbaldur

Member

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82

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1

• Jun 26, 2008

• #5

It is extremly hard to create an automatic trading system. The lower the time frame the more complicated it gets. There are so many inputs that go into it. Even when you have created something that works during back testing it wont work when used in real-time.

You might have to dream for a long time, one day you might have it.

Regards

Baldur

 

I

icel-cambridge

Newbie

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0

• Jun 26, 2008

• #6

We have our own commodity derivative trading solutions..you might be interested..