jack hershey
Registered: Feb 2003
Posts: 7369 |
06-30-08 12:02 AM
Second attempt
This is what precipitated the advent of this thread by the moderator of this forum:
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Quote from vikana:
I'm still open to keeping a forum under Strategy Trading exclusively focused to systems, code and technical discussions. I will remove everything unrelated.
I recently extended this offer to Jack H. but he declined. I'm open to keeping it general, if there is an interest.
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The attached was posted in the thread (As stated and cited) you subsequently moved to chit chat.
Start with this attachment. The trading rules are in the middle in color. The Universe is posted frequently in the threads previously mentioned to you. Likewise, the Universe selection is coded using several different scripts for several different platforms that are available as alternatives for US and foreign exchanges. Previously, I have suggested in the thread you moved to chit chat that the Sidney exchange be included.
The name of the system is PVT.
The coding (you among others volunteered to do and post) to do PVT follows from the rules and the monitoring on a 30 minute fractal. Or if one wishes to simulate an employed trader who can only monitor EOD data in the evening after work, use that EOD type back test.
This will serve two purposes:
1. To eradicate once and for all the prior posts on backtesting the PVT trading where the backtesting posted in your forum was not backtested by you to confirm its faults.
2. To show a complete backtesting code in whatever code is desired and to show that the code can be corrected to get a quality back test performed.
Examples of the results of using this successfully in a forward test are already published, refered to and posted.
 scan0040.gif
This has been downloaded 492 time(s).
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