Ticks

Weekend Maintenance and Tick Data: Just how much can we really get?

Recently, I have been receiving a lot of customization/development requests for tools that use tick data, and I think that’s great. It is great that people realize that tick data can be useful, and try to integrate it into their trading. However, sadly, tick data is very difficult to work, often crashing Trading Station if we have […]

Multiple Instruments Featured

Trading multiple strategies/instruments and max draw-downs

Hi all, One thing I’m greatly interested in at the moment is branching out my fleet of strategies. Ideally I would like to have multiple uncorrelated strategies trading at the same time such that when one is in draw-down, the other is making money. Not only does this apply to multiple different strategies trading simultaneously, but […]

FXCM App Store – First Round Complete

Today’s post is just a quick plug for MooMooFX’s MarketScope extensions on the FXCM App Store as we received an update from FXCM that we would like to share with you. The Shock Retrace MarketScope strategy extension is now live on the FXCM App Store. It comes bundled with the Price Delta Indicator as well […]

Revisiting some indicators

I have been looking for a way to improve my strategies and today I went back and did a bit more research into some indicators – this time DPO, RVI and RAVI. The following page was interesting for DPO. It talks about the price being above or below a shifted moving average and the values […]

General Strategy Improvements

Automatic Amount Calculation While in Italy, I experienced a series of loss trades that, overall, were larger than expected. As the stop amount moves around for every trade, sometimes it can be large and sometimes smaller. This means using a fixed amount exposed me to greater risk occasionally, and unfortunately I lost. I have now […]

Trading Errors

Since going live I’ve had a number of trading errors and now I’ve finally got to the bottom of two I believe. The first was simple. The new trending strategy was giving me an “Access Violation” error when it tried to trade. After spending a while trying to reproduce this and debug it, compared to […]

VPS and Trade Frequency

After implementing the Panic and Retracement strategy, it kind of hit me that I need some way to have my strategies running all the time (so not just on my laptop). It’s particularly important for strategies like Panic and Retracement where the trade frequency is only a handful per year. I have now applied and […]

Strategy Performance Metrics

Since I had a lot of computational time over the night, I setup the optimizer to optimize my strategy exhaustively over the longest period of historical data that I could (01/01/2010 – 01/06/2013) in hope that I could find some way to create an algorithm that would perform well in the loss period identified above […]

Backtesting – it’s easy!

Ok so today I was playing with the backtesting if the Omar_MACD strategy more and I noticed the difference between the two Moving Averages seem to be different when I backtested multiple times. It turns out that this is because the start date was different. The start date has to be more than n-periods away […]

First day: Best systems and lessons learned.

After looking into FXPro, their system was immature and didn’t offer a lot of functionality. Therefore, I’ve decided to stick with FXCM. So since this is the first journal post, here’s the current situation. FXCM’s Trading Station is an excellent tool for day trading. They have another tool called MarketScope 2.0 which offers charting and […]