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London
Posts: 5 since Sep 2015
Thanks Given: 0
Thanks Received: 0
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Hello all,
I’m new and also not new to trading. I’m new to trading for myself, but I work for a very successful proprietary trading company.
This comes with upsides and downsides. The upside is the knowledge I’ve gained about the market and about systematic trading. The downside is that I’m very limited in what I’m allowed to trade personally.
I’m only allowed to trade indices, and FX, and that’s all, no equities.
I’m a programmer by trade, and have already built my own system for backtesting in python and in R.
I’ll say from the outset I have no intention of trading from charts, only systematic trading using systems/strategies that have been thoroughly backtested and successfully passed out-sample testing.
So far I’ve been working for a few months, and I’ve not done any trades yet.
I’m struggling to find a strategy that works well with indices, I’ve even got recorded 1-minute bars for the last 2 months and can obviously find something profitable (using RSI/boll bands etc) but they break down quite quickly when I start using out of sample data.
I’d like to help out where I can here with any programming problems people have as I find this very easy. However finding a profitable strategy is where I need a bit of advice, especially in the restricted instruments I am able to trade.
Thanks for reading!
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