fxDof - Trading Journals | futures.io
futures.io futures trading

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Trading Journals

Started:July 20th, 2016 (05:28 PM) by kk240 Views / Replies:102 / 1
Last Reply:July 20th, 2016 (05:28 PM) Attachments:2

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread


Old July 20th, 2016, 05:28 PM   #1 (permalink)
Trading for Fun
Futures Experience: Intermediate
Platform: Ninja,Jforex,MT4
Broker/Data: DukasCopy,AMP,Alpari,TickMill
Favorite Futures: ES,YM
Posts: 85 since Nov 2010
Thanks: 25 given, 30 received


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 .

Attached Thumbnails
fxDof-fxdofstat.jpg   fxDof-fxdofchart.gif  

Last edited by kk240; July 21st, 2016 at 05:32 AM.
Reply With Quote

Old July 20th, 2016, 05:28 PM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.



futures.io > Futures Trading, News, Charts and Platforms > Trading Journals > fxDof

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

All times are GMT -4. The time now is 05:16 PM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-26 in 0.06 seconds with 19 queries on phoenix via your IP