Hello,
I've been playing with backtesting FX trading strategies on and off for the past 18 months now, in preparation to unleash myself into an unsuspecting market! Unfortunately I haven't been particularly successful so far, so that plan is currently on hold. So, until my luck changes, I'm a university lecturer!
My research background is in physics, and I'm a reasonable programmer, familiar with a variety of languages - now including mql4. I also have access to an arsenal of mathematical software packages. These I have found are sufficient to make any simple problem incomprehensible.
The types of trading strategies that I've been messing with are really related to some of my research activities, so my main focus has been on developing some neural network based trading robots. These consistently suffer for poor judgement and money management. If anyone would like to lose cash in a needlessly complex way, this is a possible route. Actually, I do believe that neural network based trading can win, I've even seen snippets of glory, but nothing sufficiently repeatable to trust with my own hard earned GBP.
I did also implement more traditional robots in C# and tried optimise them using Monte Carlo parameter selection. It turns out that this is a fantastic way of curve fitting, now if only I could get that time machine working...
I'm looking forward to learning from 'the trading gurus' and finding people who make a living out of FX trading or spread betting. Do such people exist in the real world?
Cheers,
Dr T


Reply With Quote