Strategy Building

Topics include NinjaScript, ThinkScript, EasyLanguage, and Excel scripting, as well as backtesting and optimization, etc.

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  1. Sharpe Ratio useless

    Started by trd Aug 5, 2009
    Replies:
    24
    Views:
    8,049
    mizhael
    Jun 21, 2010

  2. What's the best mechanism to dynamically adjust leverage?

    Started by mizhael Jun 13, 2010
    Replies:
    2
    Views:
    1,262
    mizhael
    Jun 20, 2010

  3. Adding parameters to an existing system?

    Started by FlyingSoros Jun 15, 2010
    Replies:
    2
    Views:
    982
    FlyingSoros
    Jun 20, 2010

  4. Sharpe ratio vs. return/drawdown ratio?

    Started by FlyingSoros Jun 14, 2010
    Replies:
    11
    Views:
    11,528
    FlyingSoros
    Jun 20, 2010

  5. Can anybody tell me the precise method of calculating Sortino ratio?

    Started by mizhael Jun 18, 2010
    Replies:
    6
    Views:
    2,525
    Stoxtrader
    Jun 18, 2010

  6. Set-ups for Chop

    Started by abattia Jun 15, 2010
    Replies:
    1
    Views:
    1,077
    abattia
    Jun 18, 2010

  7. The Day Of Week effect, does it still work

    Started by Murray Ruggiero Aug 21, 2007
    Replies:
    70
    Views:
    13,915
    Gyles
    Jun 17, 2010

  8. How can edit or modify price scale

    Started by bower Jun 16, 2010
    Replies:
    0
    Views:
    795
    bower
    Jun 16, 2010

  9. Trading breakouts

    Started by gifropan Jan 12, 2010
    Replies:
    106
    Views:
    21,637
    konviction
    Jun 14, 2010

  10. Standard Deviation

    Started by cipherscribe Jul 25, 2009
    Replies:
    11
    Views:
    2,811
    Kevin Schmit
    Jun 13, 2010

  11. Overfitted? Please help take a look at my PNL curve...

    Started by mizhael Jun 11, 2010
    Replies:
    3
    Views:
    1,144
    Mike805
    Jun 13, 2010

  12. Pointers to ETF short term trading strategies that are backtestable?

    Started by mizhael Jun 9, 2010
    Replies:
    11
    Views:
    2,100
    stevegee58
    Jun 10, 2010

  13. What's a reasonable estimation of commission fee for ETF such as GLD? Anybody knows

    Started by mizhael Jun 9, 2010
    Replies:
    0
    Views:
    727
    mizhael
    Jun 9, 2010

  14. How far to backtest intraday?

    Started by BrooksRimes Jun 9, 2010
    Replies:
    18
    Views:
    2,803
    intradaybill
    Jun 9, 2010

  15. Which PNL curve looks better?

    Started by mizhael Jun 3, 2010
    Replies:
    9
    Views:
    3,032
    mizhael
    Jun 9, 2010
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