Traders' Roundtable

Additionally, the correlation coefficent between the results of the two systems is about 0.04, which is pretty low.


Hi,
Doing a quick calculation suggests you have 60 days of 5 minute data. I recently re-signing up to eSignal which also only provides three months or so back of intra day data, but ...

Much thanks for the input. will take a look.

You are right to say that these tests only cover what happened over these markets of that past 3 months, but my thoughts are that given the small scale of my trading time frame (a 5 minute chart) relative to the last three months means that I have sat ...

Searched through the forum but couldnt find anything on this, so feel free to point me in the right direction.

I have developed 2 spot forex system based on 5 minute charts both - over the last 17280 5 minute bars, the following results have been generated

System 1 : 185 trades - 43% win rate, a ...