Am I dreaming? Or is this possible?

[forexman99]

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)

 

[Aspire]

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

 

[forexman99]

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

 

[fayalac]

Experince, thats all.

 

[ofurbaldur]

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

 

[icel-cambridge]

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