Recent content by Steve Watts

Interesting that I came here seeking advice - unless you trade CFD or SB surely you buy at the bid and sell at the ask - the spread is then profit not cost.

Only if you code Java or have experience with FIX CTCI. Or if you can teach me basic statistics as the other post suggests.

I've tried to avoid overfitting the data, having previously analysed other approaches that gave great results but then didnt hold up on larger data sets. In this case incremental 'tightening' each of the entry criteria gives a reasonably proportional increase in profit and reduction in trades...

Acting on the signal quickly enough may be a problem, I would like to automate the process with the expectation that would help. The opening signal falls in the 'something else' category, I havent seen it documented, it's not in Kaufman, which I believe covers quite a lot, for example.

Hi all, Thanks for the feedback. It is a typo on the trades - not quite sure how why i put 647 but it should have been 282. I have tightened up and optimised the entry criteria which reduces the number of trades and improves the return, an average week now looks like: Trades: 57 Profits: 47...

Hi, I have been working with EUR USD historic data downloads from dukascopy and backtesting a system in excel. A typical weeks results look as follows (before any spreads, commisions or fees) Trades: 647 Profitable: 235 Even: 36 Losses: 11 Best: +0.0011 Worst: -0.0003 Average: +0.00023 The...