DOOR R2 is our in house version of the DOOR system at FXPIG. We charge a 25% HWM Performance Fee and our normal managed account commission rate of 98 per million on notational volume.

Hi FXpig,   Great work here. Can you tell us your liquidity providers? I tried to use this same strategy at IBFX in the USA, but unfortunately a lot of brokers will disconnect us and hike up the spreads at rolloever time to prevent these trades.  Doesn't your liquidity providers do the same at this time?  Even spreads from Currenex and Integral increase at this time. Can you provide a the brokers spreads at this time?

This is one of the reasons we were/are hesitant to test this system on a anytype of autotrade setup. It took us a long time to find a broker who prices through the roll and does not inflate spreads over a certain threshold. The problem is I cannot release who that broker is as if a mass number of followers began to open accounts there it could effect our trading. There is only so much liquidity available at 5PM ET, especially on the exotics we trade, and we are VERY close to the limits with our own trading. What I can do is tell you that you need to find a non MM broker, either ECN or DMA, that prices through the roll and has a good amount of LP's behind them so that the spreads do not surpass 3 pips on majors and 5 pips on exotics at anypoint (unless on spikes) during the first hour of trading each day.

so when would the test be done

Game over? Seems that the market changed and the reversals do not work any more. :( There's a sharp decline in forex volumes in Dec/Jan/Feb so that may be the explanation. I wish you that the conditions return!

Actually after several months of development we now have our own ECN feed in-house and we moved our comparision account there. We also have 2 ECN acounts running at this point on the new feed, an aggressive and a slightly more conservative version, both are going quite well.                                                                                                                                                                                                                             DOOR ECN (Conservative) : http://door.fxpig.com/en/performances/view/D_O_O_R_ECN-9905                                                                       DOOR ECN Aggressive : http://door.fxpig.com/en/performances/view/D_O_O_R_ECN_Aggressive-10228

wow really great can't wait to check it out