I don't think that's a good idea.
Right on. Developing a great system is feeding back one's observations of the market back into the system to make it better, testing each version...
Eventually I got paranoid enough to code the same system on another platform in case a signal was triggered by a bad tick on one of the feeds, or...
Pretzel, that's amazing! Great job. I will be uploading more soon. MC
Back testing, real-time analytics, and real-time trading systems.
What are the strengths and weaknesses of each package, in terms of programming flexibility? I need to convert a whole bunch of TradeStation code...
My best friend called me moments after seeing this post. I read the test to him, and he IMMEDIATELY responded with the correct answer - without...
NAVR: 11/25/98: Close at 5.88 11/26/98: Market closed for Thanksgiving 11/27/98: Gap up to 8.63, closed at 12.19 on short trading...
Baron, as an ex-computer guy, I completely sympathize. Thanks for a great site.
Corso, a few months ago I was using the VIX in an intraday system that had an unbelievable profit factor, around 6.7. I went to bed that night...
Your last question: yes, it is full of arcane formulae but if you have a modeling package such as Mathematica or Matlab, it shouldn't be too...
Tycoon, I read it. He analyzed all kinds of previous market bubbles using log-periodic curve fitting, e.g., the Formula on Page 232. Much of...
Okay, we can do a quick TS test and post results here... MC
Except for June, July, and November, the indices got smoked the last few days of each month last year.
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