Recent content by jaella

When backtesting programmatically you have the annoyance of intrabar granularity and how the program deals with this problem. A solution can usually be coded, but it complicates even the simplest of backtests. This is not generally a problem if your entry/exit is onbarclose, but if you are using...

Yes, I understand what is involved. I have removed the possibility of bias in my backtesting. Excel is used to an extent. I was trying to make the point that my results are not due to some programming quirk. I find testing in this manner to be very transparent, hence why it performs similar when...

By manual backtesting, I mean going through the historical data by hand, as opposed to programmatically backtesting. I am forward testing with each new day that passes and am into my second month of forward testing. Just getting a little antsy, because I know that I am onto something. ybfjax...

I don't seem to be allowed to start new threads; this thread seems relevant though so I will post here. Contrary to what my post count may indicate, I am a longtime lurker of this and other trading forums. I am not looking to sell any wares, I am not looking to have an esoteric discussion about...

You say you know these indicators, but do you really know them? Do you know the statistical basis of bollinger bands? If I suggested standard deviation (or something derived from it) as an exotic indicator, would you be interested? There are millions of fancy named indicators. You need to have...

I think you will find that there is a reason that not many use it in trading..

Thanks. I think the traders of the world need to lobby for a unified daylight savings date. Northern and Southern hemispheres can switch on the same day, one forward one backwards. At the moment, Asia, Europe, and USA all change independent of the others. It doesn't have to be this way!!

Everyone on these boards is, right? To answer your question, yes, I know how to make money trading fx.

You are having trouble because, essentially, it does not exist. You can estimate it through certain contracts as the above poster suggested, but that does not take into account volume traded through the many derivatives of each index. As a simple example, any volume traded through market making...