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fxDof


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fxDof

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kk240
Europe,Nomad
 
Posts: 84 since Nov 2010
Thanks Given: 25
Thanks Received: 30

This will be my journey of automated forex strategy what i have been built.

fxDof means degree of freedom, The strategy is using just one function , which is not adaptive, trying to avoid curve fitting or over optimizing. I think I have found something interesting, maybe its edge.

I maybe program strategy for ninjatrader using spot or futures.
This have been running 1H period very low risk settings, one year, which courage me start this journey.

I have created two real accounts one for alpari and one for tickmill broker.
Why i do this journal here, just because here are less hobbiest than forex forums, which disturbe.

I have VPS in U.K not so good as CNS but allmost 3ms to broker, strategy is using pending orders.
it doesent matter, but just in case, if brokers start play, and have to make orders stealth.

The strategy trades EURUSD,will add AUDUSD and maybe other pairs too.
Will post myfxbook link here where can monitor verified results.

Here are some backtest results of some MM parameters what i am going to use.
from 2014-July 18th 2016, test have made dukascopy tick data. and modeling data quality is 99%
because limitations of mt4 platform, cant run full tickdata long periods, have to split .

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