Margin Call Mistakes

As most of you know, I spent about half this year travelling the world. During this time I was fairly disconnected from the Internet, but that didn’t stop me from leaving an experimental strategy trading. This experimental strategy was higher risk – a high leverage reversion strategy – an offshoot from my grid work done earlier but not a […]

Cautions

–       Need to be careful when trading near market open and close (mon/fri) because there is usually less liquidity and such the spreads can be much wider –       Need to be careful when trading near significant news events as the market is volatile and spreads can be much wider. –       Need to be careful of […]

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 […]