Traders' Roundtable

Hi Glen Are you writing your own NN system or using some else's? Just exploring at the moment. If I can be convinced that they are of use, then I would have to write my own, to get the flexibility I would want. Wealth Lab's (wealth-lab.com) scripting language has the ability to build systems whose s...

gfullmer, Thanks for your response. I am aware of their limitations. This is the start of an exploration, into how to build, fully dynamic trading systems. At the moment, my systems leave many of their indicators behind, in that they are fixed from the beginning of the test period. I need these indi...

Does anybody have any comments, as to the merits, of the use of neural networks in the the development and testing of dynamic trading systems?

http://www.fxcm.com/forex_trading.html I just spoke to FXCM and they say that the interest rate differential is almost not worth bothering about. The following is a simple example of how interest rollover is calculated: No. of Lots x No. of Units per lot x Yearly Interest Rate Differential / 360 x N...

Thanks! Thats an issue I will need to deal with when I roll out the commodity version of my system.

Yes! You could even try using more sensitive settings and using the crosses to compound - could be interesting.

I have heard that some people use a combination of two moving averages, such as a 20,5 ma, but I can't be sure. Maybe it's one should try and let us know the results.

If you have an FXCM.com account, then all currency pairs are in dollars. They have a spreadsheet for calculating pip prices. Email caitlin@fxcm.com for the spreadsheet.

Good to see you're using CSI. I don't think that this site is really geared towards "mundane" decision making processes. My instinct leads me to believe, that this site is dedicated to scientific and rigorous, testing and decision making, processes. No offence intended. Just as a point of ...

Damian wrote: "Why then, without any empirical justification based on real history of teh real thing did they choose to trade EUR. My answer is gut instinct, the 5 P's." The question is "how much empirical justification do you require?" I would argue that you need a relatively sm...

Ed ........... taking the p*ss Yes...Why is he such a pain in the a.s? It kills the message he is trying to get across. But he does have something to say, I believe. why.......did trend followers add EUR FX Because their systems have positive expectation. A system should have a lead-in period, wher...

From my own limited, system development experience, I would say that the essential components of a trend following system are: 1. Signal Generator. 2. MM module. 3. Risk Analysis Unit. 4. Equity Curve trading module. Therefore, once traders have a basic system, their research should centre around tr...

Sussed! Its all in the Water my dear Watson. Trading the EC is absolutely fundamental to traders, because their sole function, is to extract as much profit from the market, as the nature of the market will allow.

EndEx

The EC is the most important "instrument" you will ever trade.

Forum Mgmnt,

Could you start a forum dedicated to algorithms for trading the equity curve?

Cheers