I'm not Mikkom and I'm also not 100% sure what you are asking for, but if you are looking for an open source, Java based trading platform try googling 'jsystemtrader'.

Systematic trading

I wouldn't say I concentrated on it, it's just one of the things I do. In general, I think I do roughly the same thing as Mikkom, just spread over more markets and time-frames. It is not too hard to find things that work on shorter time frames, you ...

Systematic trading

Looks a lot like my desktop...

Systematic trading

'Fibs' work fantastically in the past, using them to predict the future is somewhat more hazardous. You can add pitchforks to this pile, pick any chart and you can draw amazing retrospective pitchforks, keep in mind it's also pretty easy to draw ...

How well do fibos work?

Good blog: url

Systematic trading

LOL, best comment in one of the stupidest threads I've seen in awhile, this baby is going straight to 100 pages, just watch.

why I DON'T need a forex mentor

I brought the high frequency by Olsen (of Oanda fame), to be honest it didn't have much useful in it (for me), the contents of the book you are looking at seem very similar.

Systematic trading

Without wanting to flog a dead horse, as they say in the article, this is also one of the advantages of stocks, you have more markets to choose from, one can construct synthetic pairs etc, where as in forex it's all a bit circular. With crosses, you ...

Systematic trading

I'm pretty much spread over all intra-day time frames, I don't find that one is better than another, what I do find is that mean reversion tends to come and from the whole market (I assume this is USD influence). For example at the end of last ...

Systematic trading

Cool, I'll keep that in mind. +1 for "The way of the Turtle", surprisingly good book. On the time-frame thing, my variance ratio tests (as mentioned earlier) showed that price momentum is much more prevalent on higher time-frames. I think the basic ...

Systematic trading

I'm almost considering breaking out the MQL to give it a go I never said it was easy, in fact I think it is the crux of all back testing, I could simply never find anything that worked reliably enough to back with real $$.

Systematic trading

Another book (while we are throwing them around), is "The Encyclopedia of Trading Strategies" by Katz. In this book the authors methodically test a series of systems, I personally took quite a bit from it. Many times they find the dynamic of the ...

Systematic trading

Not saying I agree with everything in the book, but it does highlight the futility on back testing 100000 of combinations, if you don't know what you're doing (which you obviously do). I'll check it out!

Systematic trading

Interesting, I have this implicit distrust of back testing metrics, I have just never been able to make anything work despite large samples etc. Have you read the book 'Evidence Based Technical Analysis'?

Systematic trading

The million dollar question is, which one of the those rules are you going to trade?

Systematic trading

Futures are expensive, I don't understand why people advocate them over forex.

Systematic trading

You do breakouts mostly? Edit: I was just looking back at my top performers and none of them are on the 'majors'. Indeed, this will be an interesting experiment. When I expand to stocks, I will leave the forex setup running, just to compare.

Systematic trading

I believe the leverage is less, hence the bigger account which is needed, I don't see this as a problem as I hardly use leverage anyway, though obviously people may disagree on this. You are quite correct in this, I suppose one could work something ...

Systematic trading

It obviously depends on the rates your broker offers, but some rough comparisons can be made. If we take MB's forex rates, lets assume 2 pip spread on the EUR/USD and a $100,000 trade size. The commission will be (for example) 100,000 X 1.3310 X ...

Systematic trading