Would you run this strategy? 10 year DAX backtest results attached.What do you think? | Traders Hideout


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Would you run this strategy? 10 year DAX backtest results attached.What do you think?

  #30 (permalink)

Administrator: Retired Backtester
Rennes France
 
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AFAIK people from EU are hosted in Switzerland or maybe London. Recently I called them on the phone regarding PRIIP and according to that accounts from residents from the EU are definitely treated different to accounts from the US, so must be the account. But I wonder if there's a difference when it comes to the data, when reading the quote above.

For my combination of IB and MC I can say the tickdata is something like 1 second data. I'd think this is due to the known kind of tickdata from IB. For using many years of historical data it doesn't matter whether IB is used or not, MC is dealing with the data and there is no real limit.

It's Switzerland by default for IB European customers (nothing in London) but if the customer is mainly trading US stocks or futures they will move the account in Connecticut or in Chicago. It's also possible to ask IB to move to one of these data centers. This is for the order feed, for the data themselves there are different farms for each instrument type/source of the data.

IB "tick data" is in fact 4 snapshot/second. Not sure why they keep doing this in 2018...

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