Mike
 

I create automated, industrial-grade algorithmic trading systems for my own use and share my journey with other traders who are interested. I call my automated systems 'Trading Minions'. It's easy to 'trade like a machine' when a machine is doing the trading. When I'm not thinking about trading systems, I make real machines, like steam engines. I also play a little ukulele. Well, all ukuleles are little, aren't they?

  • Kirsten says:

    Thanks for your continuous work on it!

  • PGH says:

    Mike – thanks for the update and the insights.
    I have seen some similar analysis about time of day entry – which would support this – as this reflects the spreads as well.
    Look forward to you update on S&R too.

    Kind regards
    PGH

    • Mike says:

      Hi Peter,

      Yes, I’ve scanned from the time of day perspective without coming up with anything conclusive. However, without also checking the spread at the time, I may have missed some crucial info. The challenge is that the tick data I have is based on market spread, but the spread we get is the broker CFD spread – which won’t reflect in my back-test data.

      However, I’ll see what I come up with..

      Mike

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