"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
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Monday, 13 September 2010
First Trades
Today, following signals given by the Bandpass filter, the first two trades of the revised Dekalog system have been opened in the Collective2 account; long Feeder Cattle and long the EURCAD forex pair. The feeder cattle trade has also been taken in a live trading account too. At the time of posting, both are still open. Details will be posted in a follow up blog post.
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