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  1. Check your back-test data

    Export the data using NT standard export. Then delete within NT the data you have just exported. Then reimport to NT the data you exported, but...
    Post by: abattia, Mar 9, 2015 in forum: Strategy Building

  2. Check your back-test data

    By default, NT assumes the imported data is in UTC. So if you cannot remember what you did, you likely went with the default and imported EST data...
    Post by: abattia, Mar 8, 2015 in forum: Strategy Building

  3. Check your back-test data

    07h45 AM EST is equivalent to 02h45 PM UTC ("Universal Time Coordinates", broadly equivalent to GMT). In most data repositories I am familiar...
    Post by: abattia, Mar 8, 2015 in forum: Strategy Building

  4. Tadawul

    I am looking for sources of the following information: - Tadawul market connectivity (APIs) options - List of Tadawul licensed brokers/Exchange...
    Thread by: abattia, Feb 25, 2015, 1 replies, in forum: Trading

  5. Executing orders consistantly at predefined increments

    Is the objective a 1 unit position at every price between $100 - $101? Or is your target a total position with an average price of $100.50? Does...
    Post by: abattia, Nov 30, 2014 in forum: Order Execution

  6. is there a website that will run my system and send signals

    Set up something like NinjaTrader or MetaTrader or ... [whatever] ... on a VPS connected to your broker's data feed, and have the software send...
    Post by: abattia, Nov 18, 2014 in forum: Automated Trading

  7. Famous expectancy quotes or proverbs?

    Between two evils, I always pick the one I never tried before - Mae West
    Post by: abattia, Nov 17, 2014 in forum: Risk Management

  8. Order confirmation 30 minutes later, Direct access account

    Did you get a fill that makes sense in terms of the prices and other trades occurring at the time?
    Post by: abattia, Nov 14, 2014 in forum: Order Execution

  9. Order confirmation 30 minutes later, Direct access account

    10 am EST?
    Post by: abattia, Nov 14, 2014 in forum: Order Execution

  10. Order confirmation 30 minutes later, Direct access account

    What is your set-up? - Trading software/platform? - Broker? - What time of day were you trading? - What share was it? - Anything else that might...
    Post by: abattia, Nov 14, 2014 in forum: Order Execution

  11. Large-scale order placement

    It is hard to reconcile “minimize market impact” with “execute as quickly as possible”. Look up the following impact-driven algorithms that all...
    Post by: abattia, Nov 7, 2014 in forum: Order Execution

  12. Intraday range on stocks with different share prices

    How about normalising each stock's range by say its 14-day ATR? So take intraday High - Open (say $8) and divide by that stocks 14-day ATR (which...
    Post by: abattia, Nov 6, 2014 in forum: Strategy Building

  13. Intraday range on stocks with different share prices

    Thanks. Could you post the charts and describe what differences you are referring to? Am happy to try to help if I can.
    Post by: abattia, Nov 6, 2014 in forum: Strategy Building

  14. Intraday range on stocks with different share prices

    Why can you not compare 5% gain on $10/share stock (A) with a 5% gain on a $100/share stock (B)? If you have $10,000 you can buy 1,000 of A or...
    Post by: abattia, Nov 6, 2014 in forum: Strategy Building

  15. Backtesting time period

    Found this ... some ideas that might be relevant here ... http://ddnum.com/research/stats.php
    Post by: abattia, Nov 5, 2014 in forum: Strategy Building

  16. Backtesting time period

    OK… I think I am starting to get my head around what the Chernoff Bound does/doesn’t tell us (sorry … it has taken me this long to get there! … a...
    Post by: abattia, Nov 5, 2014 in forum: Strategy Building

  17. Backtesting time period

    Yes, good point. In addition to ensuring it generates enough trades, the historic data should also be as representative as possible of the market...
    Post by: abattia, Nov 5, 2014 in forum: Strategy Building

  18. Backtesting time period

    Thinking further about this, I think it effectively gives a way to estimate how many trades you need in each of your In Sample and Out Of Sample...
    Post by: abattia, Nov 4, 2014 in forum: Strategy Building

  19. Python to trade futures?

    Trading Technologies (Fix API, X_Trader API, or TT API).
    Post by: abattia, Nov 3, 2014 in forum: App Development

  20. Backtesting time period

    Thanks! It probably could if you equate p to win rate ... Referring to wikipedia entry for Chernoff bound ... "the Chernoff bound requires that...
    Post by: abattia, Nov 1, 2014 in forum: Strategy Building
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