Algorithmic Trading Group Forum
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl Trading Strategies >> Research >> 3D time series Backtest https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1327496805 Message started by kamensk on 01/25/12 at 13:06:44 |
Title: 3D time series Backtest Post by kamensk on 01/25/12 at 13:06:44 Hell !!! is any one try 3D time series , to find best time repetition , and time to trade ? 3 sessions , 3 money management rolls o every session apply, i find most repetition and money about 5 pips range , and very difficult to get them , my be large account on FIX protocol , Metatader don't even get close to it averadge 500ms execution :'( |
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