Final words

Well, any story comes to an end sooner or later, and this book is no exception. Even if you opened it with no idea about FX markets and algo trading, now you have definitely taken yourself to a new level. You have knowledge about FX markets comparable to that of a beginner professional desk trader. You know how to develop trading applications for both live trading and producing reliable backtests. You also know the risks pertaining to trading, for algo trading in particular. You have plenty of roads to go down — in terms of money management, performance analysis, and optimization – but there is one thing I really want you to always remember whatever you do:

Any good trading strategy always has a trading idea behind it. No sophisticated mathematics, no money management, and no optimization will help if the strategy is just a randomly chosen combination of technical analysis studies and parameters. Look for ideas in the market and use the mathematical and...