If someone is interested in serious algorithmic trading: I’ve started a blog about that topic.
The Financial Hacker | A new view on algorithmic trading
I’m attempting a scientifically sound approach to trading, from large scale trend detection experiments up to machine learning algorithms. I’ll regularly post my experiments and experiences on the blog. The code and scripts will be published there as well, so anyone can reproduce the results and use them for their own trading.
I’ve posted a new article on the blog about the Market Meanness Index. The MMI is a new indicator that is not predictive, but can greatly improve the returns of existing trend trading systems. The article contains the MMI source code for Zorro, but someone has also written a MT4 version that can be downloaded from the blog.
Looks interesting.
Thank you
A new question: Is [B]scalping[/B] - opening and closing trades in very short time frames - complete nonsense? Or can it really work under some circumstances?
I’ve tested quantitatively the pros and cons of scalping EUR/USD and got a surprising result, posted on my blog:
Is “Scalping” Irrational? | The Financial Hacker
Enjoy!
jcl