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Do you still believe in the perfect trading system?

I think MBT representative did explain why they had a clause a bit similar to this one (it was not the same clause) - this could be something very similar but I 'm not with dukascopy so that's why I would like to hear their official comment. edit: ...

Dukascopy

That statement basically states that they are not a true ecn which is a shame because I have been thinking of opening an account with them. It could also mean that because they offer so small trades, all such trades are not hedged, ie - they are ...

Dukascopy

This is quite interesting - binary option price is based on historical volatility, not implied?

Binary Options - How not to get stopped out

Would you like to explain why exactly do you think so and not just throw random lines like that?

Systematic trading

IF you want to brute-force combinations of 2 systems then that is the time you need. It gets even worse if you want to calculate best combination of all systems (not just 2 but max of n systems where n is the number of your systems). I personally ...

Systematic trading

Sorry I don't totally understand, what do you mean by iteration? To run one strategy? Running strategy is quite fast, calculating everyhting else like correlations, different dd combinations etc is what takes most of my time. About optimization, you ...

Systematic trading

You might want to read about hidden markov models (which I think are a bit too simplidfied to do the actual trick but they are kind of easy to variate). There is a lot of interesting research made on spam filtering (bayesian filtering can be used ...

(binned per thread starter's request) Behind Price-Orderflow

Unless you already did this, automate your strategy so you can do whatevery you want while your computer trades for you?

I've hit a wall

That is true but note that distribution of highs/lows does not look like random walk distribution would. Here is a simulation of random walk distribution I made some time ago 0 117297 ******************** 1 59860 *********** 2 46164 ******** 3 38917 ...

Systematic trading

Basically I looked the past 10 years of data on multiple pairs and tried to find points with similar properties where the price movement differs from random.

(binned per thread starter's request) Behind Price-Orderflow

You can quantify the past and then see what works and what doesn't on the long run. I would claim that there are certain points of price and time that you can exploit because the "flow" is waiting there. Yes, I have quantified few of these points ...

(binned per thread starter's request) Behind Price-Orderflow

This is exactly the kind of information I would like to see quantified, ie studies of covariation in different frames, how volatility spread changes are distributed in smaller timeframes etc.

Systematic trading

Does anyone have any links to any good research of correlation of volatility between different markets (for example correlation of fx market volatility vs stock market volatility)?

Systematic trading

I only use a single account and manage each system separately.

Systematic trading

You might want to try find a book called "Day Trading With Short Term Price Patterns and Opening Range Breakout" by Tony Crabel.

dungle's trading framework

I'm very interested in this question too.

dungle's trading framework

Okay then, why not define trade size based on a % of possible risk? I have seen these % of account sized trade systems quite often but never understood why you would use that kind of position sizing. Just a small explanation on why I'm not fond of ...

dungle's trading framework

This is not that much about parrondo, much more about volatility of the profit curve. Another way to look at this is to ask when is a combination of systems a and b a system in itself (combination of a and b might have a better sharpe than system a ...

Systematic trading

I have an interesting question: Is anyone trading non-profitable systems to get lower combined profit curve volatility? I have gotten some quite interesting results by also including non-profitable systems to the possible strategy mix.

Systematic trading