Tag Archives: correct

Correct call Analysis testing of demo automated forex trading strategy

Correct call Analysis testing of demo automated forex trading strategy

I would estimate a 75% win ratio on the entries. Note that the exit is irrelevant since the trading logic has not been implemented. Also no leverage is used as well as only 1 unit is traded at a time. We are testing only the entry logic here so I care for nothing else.

Note: I will remove all the details on this strategy (including videos and postings)  if the exits prove to be a high win ratio in coming days

 

Here is the position and order logs from this test Dukascopy account:

2017-11-24 03:46:40 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:46:39 Disconnected.
2017-11-24 03:46:38 Local time was changed, was<2017-11-24 03:46:04:662>, now<2017-11-24 03:46:38:370>
2017-11-24 03:45:17 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:45:15 Disconnected.
2017-11-24 03:45:15 Local time was changed, was<2017-11-24 03:38:27:723>, now<2017-11-24 03:45:15:690>
2017-11-24 03:37:38 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:37:37 Disconnected.
2017-11-24 03:37:37 Local time was changed, was<2017-11-24 03:27:51:049>, now<2017-11-24 03:37:37:706>
2017-11-24 03:27:08 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:27:06 Disconnected.
2017-11-24 03:27:06 Local time was changed, was<2017-11-24 03:20:56:107>, now<2017-11-24 03:27:06:764>
2017-11-24 03:20:00 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:19:59 Disconnected.
2017-11-24 03:19:59 Local time was changed, was<2017-11-24 03:04:48:382>, now<2017-11-24 03:19:59:755>
2017-11-24 03:03:59 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:02:57 Reconnecting…
2017-11-24 03:02:57 Session ticket has expired. Asking for new ticket…
2017-11-24 03:02:52 Reconnecting…
2017-11-24 03:02:51 Local time was changed, was<2017-11-24 02:32:47:632>, now<2017-11-24 03:02:51:175>
2017-11-24 02:32:06 Reconnecting…
2017-11-24 02:32:06 Session ticket has expired. Asking for new ticket…
2017-11-24 02:32:00 Reconnecting…
2017-11-24 02:31:59 Reconnecting…
2017-11-24 02:31:57 Disconnected.
2017-11-24 02:31:56 Strategy “QLNStratFXVol” is stopped at 2017-11-24 02:31:56.343 GMT on the local computer with parameters “Feed”=[FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Ask, period=10 Secs, filter=NO_FILTER]], “Amount”=[0.001], “Stop loss”=[10], “Take profit”=[10], “closePreviousOrder”=[true], “smaTimePeriodFast”=[2], “smaTimePeriodSlow”=[5], “fastColor”=[java.awt.Color[r=0,g=255,b=0]], “slowColor”=[java.awt.Color[r=255,g=0,b=0]], “minMaxTimePeriod”=[100], “minColor”=[java.awt.Color[r=255,g=255,b=0]], “maxColor”=[java.awt.Color[r=255,g=0,b=255]]. Reason: Stopped by Engine
2017-11-24 02:31:56 Stopping “QLNStratFXVol” strategy at 2017-11-24 02:31:56.332 GMT on the local computer
2017-11-24 02:31:56 Local time was changed, was<2017-11-24 02:02:02:116>, now<2017-11-24 02:31:56:166>
2017-11-24 02:31:56 Strategy thread queue overloaded with tasks. Ticks in queue – 0, bars – 2378, other tasks – 0
2017-11-24 02:31:56 com.dukascopy.api.JFException: “to” parameter can’t be greater than the time of the last formed bar for this instrument @ jforex.strategies.sdk.QLNStratFXVol.findMinMax(QLNStratFXVol.java:130)
2017-11-24 02:00:41 Order #555367525 FILLED at 13.87527 (#555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161) – Position #144999511.
2017-11-24 02:00:41 Order #555367524 FILLED at 13.88261 (#555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999511.
2017-11-24 02:00:41 Order ACCEPTED: #555367526 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88361 IF BID => 13.88361 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999511
2017-11-24 02:00:41 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:41.159 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Order #555367459 FILLED at 13.87617 (#555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271) – Position #144999491.
2017-11-24 02:00:00 Order #555367457 FILLED at 0.89098 (#555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999479.
2017-11-24 02:00:00 Order #555367458 FILLED at 13.88371 (#555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999491.
2017-11-24 02:00:00 Order ACCEPTED: #555367460 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88471 IF BID => 13.88471 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999479
2017-11-24 02:00:00 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:00.565 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 02:00:00.564 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Order #555367425 FILLED at 0.89104 (#555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999450.
2017-11-24 01:57:51 Order #555367426 FILLED at 0.89092 (#555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999479.
2017-11-24 01:57:51 Order ACCEPTED: #555367428 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88992 IF ASK <= 0.88992 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367427 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89192 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999450
2017-11-24 01:57:51 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.153 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.151 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Order #555367343 FILLED at 0.89083 (#555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999450.
2017-11-24 01:53:01 Order #555367342 FILLED at 0.89093 (#555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999392.
2017-11-24 01:53:01 Order ACCEPTED: #555367345 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88983 IF ASK <= 0.88983 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367344 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89183 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999392
2017-11-24 01:53:01 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.184 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.182 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Order #555367191 FILLED at 0.76261 (#555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005) – Position #144999316.
2017-11-24 01:45:00 Order #555367192 FILLED at 0.89082 (#555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999392.
2017-11-24 01:45:00 Order ACCEPTED: #555367194 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88982 IF ASK <= 0.88982 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367193 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89182 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005 – Position #144999316
2017-11-24 01:45:00 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:45:00.460 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Closing order BUY 1000 AUD/USD @ MKT is sent at 2017-11-24 01:45:00.458 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Order #555366964 FILLED at 1.55349 (#555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999307.
2017-11-24 01:31:01 Order #555366965 FILLED at 0.76259 (#555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002) – Position #144999316.
2017-11-24 01:31:01 Order ACCEPTED: #555366967 TAKE PROFIT BUY 0.001 mil. AUD/USD @ LIMIT 0.76159 IF ASK <= 0.76159 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366966 STOP LOSS BUY 0.001 mil. AUD/USD @ MKT IF ASK => 0.76359 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999307
2017-11-24 01:31:01 Order SELL 1000 AUD/USD @ MKT is sent at 2017-11-24 01:31:01.141 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:31:01.139 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Order #555366930 FILLED at 1.55354 (#555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999307.
2017-11-24 01:30:20 Order #555366929 FILLED at 1.55341 (#555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999293.
2017-11-24 01:30:20 Order ACCEPTED: #555366932 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55454 IF BID => 1.55454 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366931 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55254 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999293
2017-11-24 01:30:20 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.213 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.211 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order #555366866 FILLED at 1.55365 (#555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999293.
2017-11-24 01:30:00 Order ACCEPTED: #555366868 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366867 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999293
2017-11-24 01:30:00 Order #555366860 FILLED at 1.55365 (#555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999291.
2017-11-24 01:30:00 Order #555366859 FILLED at 1.5535 (#555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999265.
2017-11-24 01:30:00 Order ACCEPTED: #555366862 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366861 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999265
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.331 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:27:31 Order #555366745 FILLED at 1.55356 (#555366745 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999251.
2017-11-24 01:27:31 Order #555366746 FILLED at 1.55367 (#555366746 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999265.
2017-11-24 03:46:40 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:46:39 Disconnected.
2017-11-24 03:46:38 Local time was changed, was<2017-11-24 03:46:04:662>, now<2017-11-24 03:46:38:370>
2017-11-24 03:45:17 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:45:15 Disconnected.
2017-11-24 03:45:15 Local time was changed, was<2017-11-24 03:38:27:723>, now<2017-11-24 03:45:15:690>
2017-11-24 03:37:38 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:37:37 Disconnected.
2017-11-24 03:37:37 Local time was changed, was<2017-11-24 03:27:51:049>, now<2017-11-24 03:37:37:706>
2017-11-24 03:27:08 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:27:06 Disconnected.
2017-11-24 03:27:06 Local time was changed, was<2017-11-24 03:20:56:107>, now<2017-11-24 03:27:06:764>
2017-11-24 03:20:00 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:19:59 Disconnected.
2017-11-24 03:19:59 Local time was changed, was<2017-11-24 03:04:48:382>, now<2017-11-24 03:19:59:755>
2017-11-24 03:03:59 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:02:57 Reconnecting…
2017-11-24 03:02:57 Session ticket has expired. Asking for new ticket…
2017-11-24 03:02:52 Reconnecting…
2017-11-24 03:02:51 Local time was changed, was<2017-11-24 02:32:47:632>, now<2017-11-24 03:02:51:175>
2017-11-24 02:32:06 Reconnecting…
2017-11-24 02:32:06 Session ticket has expired. Asking for new ticket…
2017-11-24 02:32:00 Reconnecting…
2017-11-24 02:31:59 Reconnecting…
2017-11-24 02:31:57 Disconnected.
2017-11-24 02:31:56 Strategy “QLNStratFXVol” is stopped at 2017-11-24 02:31:56.343 GMT on the local computer with parameters “Feed”=[FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Ask, period=10 Secs, filter=NO_FILTER]], “Amount”=[0.001], “Stop loss”=[10], “Take profit”=[10], “closePreviousOrder”=[true], “smaTimePeriodFast”=[2], “smaTimePeriodSlow”=[5], “fastColor”=[java.awt.Color[r=0,g=255,b=0]], “slowColor”=[java.awt.Color[r=255,g=0,b=0]], “minMaxTimePeriod”=[100], “minColor”=[java.awt.Color[r=255,g=255,b=0]], “maxColor”=[java.awt.Color[r=255,g=0,b=255]]. Reason: Stopped by Engine
2017-11-24 02:31:56 Stopping “QLNStratFXVol” strategy at 2017-11-24 02:31:56.332 GMT on the local computer
2017-11-24 02:31:56 Local time was changed, was<2017-11-24 02:02:02:116>, now<2017-11-24 02:31:56:166>
2017-11-24 02:31:56 Strategy thread queue overloaded with tasks. Ticks in queue – 0, bars – 2378, other tasks – 0
2017-11-24 02:31:56 com.dukascopy.api.JFException: “to” parameter can’t be greater than the time of the last formed bar for this instrument @ jforex.strategies.sdk.QLNStratFXVol.findMinMax(QLNStratFXVol.java:130)
2017-11-24 02:00:41 Order #555367525 FILLED at 13.87527 (#555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161) – Position #144999511.
2017-11-24 02:00:41 Order #555367524 FILLED at 13.88261 (#555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999511.
2017-11-24 02:00:41 Order ACCEPTED: #555367526 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88361 IF BID => 13.88361 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999511
2017-11-24 02:00:41 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:41.159 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Order #555367459 FILLED at 13.87617 (#555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271) – Position #144999491.
2017-11-24 02:00:00 Order #555367457 FILLED at 0.89098 (#555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999479.
2017-11-24 02:00:00 Order #555367458 FILLED at 13.88371 (#555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999491.
2017-11-24 02:00:00 Order ACCEPTED: #555367460 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88471 IF BID => 13.88471 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999479
2017-11-24 02:00:00 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:00.565 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 02:00:00.564 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Order #555367425 FILLED at 0.89104 (#555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999450.
2017-11-24 01:57:51 Order #555367426 FILLED at 0.89092 (#555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999479.
2017-11-24 01:57:51 Order ACCEPTED: #555367428 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88992 IF ASK <= 0.88992 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367427 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89192 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999450
2017-11-24 01:57:51 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.153 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.151 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Order #555367343 FILLED at 0.89083 (#555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999450.
2017-11-24 01:53:01 Order #555367342 FILLED at 0.89093 (#555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999392.
2017-11-24 01:53:01 Order ACCEPTED: #555367345 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88983 IF ASK <= 0.88983 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367344 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89183 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999392
2017-11-24 01:53:01 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.184 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.182 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Order #555367191 FILLED at 0.76261 (#555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005) – Position #144999316.
2017-11-24 01:45:00 Order #555367192 FILLED at 0.89082 (#555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999392.
2017-11-24 01:45:00 Order ACCEPTED: #555367194 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88982 IF ASK <= 0.88982 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367193 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89182 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005 – Position #144999316
2017-11-24 01:45:00 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:45:00.460 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Closing order BUY 1000 AUD/USD @ MKT is sent at 2017-11-24 01:45:00.458 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Order #555366964 FILLED at 1.55349 (#555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999307.
2017-11-24 01:31:01 Order #555366965 FILLED at 0.76259 (#555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002) – Position #144999316.
2017-11-24 01:31:01 Order ACCEPTED: #555366967 TAKE PROFIT BUY 0.001 mil. AUD/USD @ LIMIT 0.76159 IF ASK <= 0.76159 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366966 STOP LOSS BUY 0.001 mil. AUD/USD @ MKT IF ASK => 0.76359 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999307
2017-11-24 01:31:01 Order SELL 1000 AUD/USD @ MKT is sent at 2017-11-24 01:31:01.141 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:31:01.139 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Order #555366930 FILLED at 1.55354 (#555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999307.
2017-11-24 01:30:20 Order #555366929 FILLED at 1.55341 (#555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999293.
2017-11-24 01:30:20 Order ACCEPTED: #555366932 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55454 IF BID => 1.55454 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366931 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55254 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999293
2017-11-24 01:30:20 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.213 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.211 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order #555366866 FILLED at 1.55365 (#555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999293.
2017-11-24 01:30:00 Order ACCEPTED: #555366868 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366867 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999293
2017-11-24 01:30:00 Order #555366860 FILLED at 1.55365 (#555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999291.
2017-11-24 01:30:00 Order #555366859 FILLED at 1.5535 (#555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999265.
2017-11-24 01:30:00 Order ACCEPTED: #555366862 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366861 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999265
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.331 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:27:31 Order #555366745 FILLED at 1.55356 (#555366745 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999251.
2017-11-24 01:27:31 Order #555366746 FILLED at 1.55367 (#555366746 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999265.

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Ex Bridgewater quant say Smart Beta ETF Factor not correct

Ex Bridgewater quant say Smart Beta ETF Factor not correct

Ex-Bridgewater Quant Says Smart Beta ETFs Use Factors All Wrong

https://bloom.bg/2sMujzP

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Are these 10 Key Events From ZeroHedge Correct That Preceded The Last Financial Crisis Are Happening Again

Are these 10 Key Events From ZeroHedge Correct That Preceded The Last Financial Crisis Are Happening Again

Sent in from a Twitter follower. You believe him?

http://www.zerohedge.com/news/2015-01-07/10-key-events-preceded-last-financial-crisis-are-happening-again

Join my FREE newsletter to learn more about these other events that I look at in an automated trading way

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant analytics: how to check that Data reduction is correct after applying PCA to a data set

Quant analytics: how to check that Data reduction is correct after applying PCA to a data set

==

 

! You should check that the Cumulative Proportion of Variance of the number of dimensions you decide to take is enough (about 80%: it depends on the field). On R, you clearly see that with the “summary” command, where you see the proportion of variance due to each component. In a few words, you can reduce data if you do not lose too much information: so if you decide to take the two principal components, their cumulative proportion of variance should be enough in order to well represent the original data set. Of course the cumulative proportion reaches 100% only if you take all the dimensions, but very often only a couple of them are necessary to explain a big part of the original data. Hope this helps!

 

 

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Our first indicator of Morgan Stanley MS seems correct since Friday. Decent profits already!

Our first indicator of Morgan Stanley MS seems correct since Friday. Decent profits already!
I started testing the system with our first real indicator showing Morgan Stanley as something to watch. Since Friday, it closed up and is currently on the rise this Monday. It is early days on this system so don’t get excited
I will be only running real time scans on the UK and US exchanges. I did review of the other exchanges on the weekend but these are sufficient countries to track for now.
I did close up the premium membership section as well since there was a free preview of it on the weekend. It seems that I may add free trials in coming days.
As it stands, you should register here to get more details.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!