Do you really mean time in itself does not matter? If you do, then check historical volatility and high/low during the day for different weekdays and hours and you might be surprised. Time really does matter, only not in the sense many newbies are ...

Time frame charts are for the 95% losers?

Just do a 10-year portfolio test and you'll know if it's curve fitted or not. If you need help, I can do it for you but I seriously doubt the results will look like the curve you have (unless of course you really have found something very ...

Time frame charts are for the 95% losers?

That's exactly right but if I play with extreme risk and some crazy martingale variant at least I have a shot. If I'll do it, it's just for fun, nothing serious. Only problem is that I went to the website and it seems all must be coded with mql5 and ...

Systematic trading

If I win the grand prize you very well might get a look The interview would be really great to do: "I basically don't believe in this competition at all, it's really all about too high risk and survivorship bias - I optimized my expert to ...

Systematic trading

I noticed that automated trading chanpionship is held again this year and I have been thinking of submitting some ridiculous hybrid-martingale system that will always crash and burn long term to the automated trading championships Just for fun ...

Systematic trading

This is indeed quite interesting as all the systems I use are static and I have never been able to find a single system that would work better [on out-sample that is] if optimized during the run (I'm not saying that it's not possible). Basically I ...

Systematic trading

Genetic algorithms find them, I just set the boundaries. There are systems that are quite similar so they aren't exactly different kinds of systems, more like systems with different combinations of aspects or attributes. Systems used to be mostly on ...

Systematic trading

I wouldn't use excel for backtesting myself but if that's what you know best then it might be the right tool for you.

Systematic trading

It's more like an universe of XXXXXX systems And yes, that is exactly what I do. Combination algorithm is much more important than I first thought it would be. It's much better to have systems that are a good combination together than few very ...

Systematic trading

Two last out-sample years zoomed.

Systematic trading

I would rather stick with something you can decipher by yourself (I very much dislike neural networks because I can't reverse engineer what they do). In fact my work with gp has only backed my previous thoughts on how market works. It might be ...

Systematic trading

I know the first part is true but I'm far more concerned in that when it's the ECN who has hidden interest than I'm with some random rejections from liquidity providers. The second part basically confirms what I feared. Thanks for that.

Systematic trading

That's what I was reading too and was trying to get a direct answer from them. There are some nasty things they can do [if they indeed take countertrade risk themselves] for example rejecting trades in fast moving market when the market moves ...

Systematic trading

Read the Dukascopy thread where some people (including myself) tried to clarify what the following clause in their contract means: "Dukascopy is counterparty of each trade and counter trade.In some circumstances,Dukascopy may not hedge entirely or ...

Systematic trading

It's working quite well, only problem is that with my current broker my minimum trade size is 0.1 and it's messing up my risk level (20 algos and not that big testing account).. I have been looking for a better broker but I'm very unsure where I can ...

Systematic trading

They are contractual counterparty only, not actual risk taking counterparty.

Dukascopy

You have actually proven this? With any price series (or in other words what price distribution did you use when you proved this)?

Optimized Risk vs Reward Equation

What I meant is Oslers research. It's available on the site I linked. Also try to find other "serious" research and do some yourself. IMHO objective research is only way to "profitability".

I am demotivated...

If you are really serious about FX, I would recommend osler url

I am demotivated...

If this is your answer I don't think you have understood the question here. Let me be clear: Do all the trades made by traders with dukascopy have a counterparty that is not dukascopy?

Dukascopy