AB has an IB interface: http://www.amibroker.com/at/
I have reworked the strategy, correcting a bug in the sizing algorithm and somewhat altering the rules. Most importantly, I plotted the trade...
What do you mean by "only quantitative"? Only technical with no fundamentals?
Many thanks for all opinions. I have not started paper trading yet (had some time-consuming trouble in other fronts). I hope to paper trade from...
@Daniel.a Changed commission to 0.01. The results: Initial capital 100000.00 Ending capital 2754165.87 Annual Return % 21.21% Avg. Profit/Loss...
@RedDuke I appreciate your comment. Please refer to the performance for 2004-2009 in one of my earlier posts and feel free to express your...
@SunTrader Could you advise how to include slippage better? As short as I can understand, the slippage is a function of traded volume. Is the 1%...
@Daniel.a This is my first strategy that kind of works and for the time being, the only one. However, I fully understand the reason why one should...
Thanks for your thoughts. Yes, my data starts in the April 1st 2004. RedDuke, you made a valid point about the bull market. Admittedly, the...
I will not disclose the precise entry & exit signals. No, all SP500 constituents are watched. Positions are sized not to exceed 20% of the...
I do believe so. It utilizes RSI in a peculiar way together with additional rules for risk management.
Absolutely. I was rather surprised to find such a high quality thread.
Dear All, I have formulated my first strategy that looks anywhere near promising in backtests. Could you please give your opinion? Software:...
I started with stocks but wanted to experiment with CFDs, too. I am not a particular fan of the CFDs but I would like to understand how they work.
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