Peter and Michal,
This is marvelous. You two have clearly established to automate is worth the effort.
When the provision 'if done correctly' is not deemed necessary when people suggest the pursuit of discretionary trading, this condition should not be coupled to automated trading either.
People marvel that great discretionary traders can trade profitably on price alone. If a great discretionary trader can trade profitably on price alone, why can't a great automater teach a dumb computer to trade profitable on price alone?
Limiting oneself is perhaps the biggest reason why so many people fail to achieve the desired results.
Khalid
To automate or not to automate?
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Great thread!
Folks,
Awesome thread and site. I have followed most of the advice in this thread successfully. Built my own code. I'm at the final stages now.
Can someone help with one issue? I need historical and real time economic calendar for Forex markets. Where's the best (free) source?
My strategy now has Sortino score of 3.03 and Sharpe of 3.30. It has 97% winning trades out of 683 over a 5 year period using tick data.
And the 3% losing trades all occur on wild volatility between 8:00 am and 12:00 am on certain days. I'm certain those are economic reports.
So I'd like to get the history going back to 2003 to make sure they coincide with report AND figure out which specific reports create that volatility.
Then I need a real-time forex economic calendar data feed to make sure it avoids trading those days going forward.
I have added in a handful manually (guessing from volatility) and it greatly improves the system profitability which currently runs at 26% per year without reinvesting profits.
Please advise.
Sincerely,
Wayne
Awesome thread and site. I have followed most of the advice in this thread successfully. Built my own code. I'm at the final stages now.
Can someone help with one issue? I need historical and real time economic calendar for Forex markets. Where's the best (free) source?
My strategy now has Sortino score of 3.03 and Sharpe of 3.30. It has 97% winning trades out of 683 over a 5 year period using tick data.
And the 3% losing trades all occur on wild volatility between 8:00 am and 12:00 am on certain days. I'm certain those are economic reports.
So I'd like to get the history going back to 2003 to make sure they coincide with report AND figure out which specific reports create that volatility.
Then I need a real-time forex economic calendar data feed to make sure it avoids trading those days going forward.
I have added in a handful manually (guessing from volatility) and it greatly improves the system profitability which currently runs at 26% per year without reinvesting profits.
Please advise.
Sincerely,
Wayne
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Wayne,
Please find US Economic Calendar here:
http://www.bloomberg.com/markets/ecalendar/index.html
This covers only the US data releases and goes back to 2 January 2006. This should give you a start until you find another source.
Khalid
Please find US Economic Calendar here:
http://www.bloomberg.com/markets/ecalendar/index.html
This covers only the US data releases and goes back to 2 January 2006. This should give you a start until you find another source.
Khalid
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GREAT WORK
Wayne,
To those who say there is no Holy Grail, I always say: you have not tried hard enough.
Honestly, if the Grail can be within oneself it must follow with sufficient effort and proper application one should be able to manifest it by developing a (software, or whatever) tool.
Khalid
To those who say there is no Holy Grail, I always say: you have not tried hard enough.
Honestly, if the Grail can be within oneself it must follow with sufficient effort and proper application one should be able to manifest it by developing a (software, or whatever) tool.
Khalid
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Briefing.com has US Economic Calendar that goes as far back as 1996:
http://www.briefing.com/GeneralContent/ ... ageId=3229
You can make a web crawler to gather the information.
http://www.briefing.com/GeneralContent/ ... ageId=3229
You can make a web crawler to gather the information.
Financial Hacker
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