As I said previously, I did forward testing and the results were comparable to the back testing.
Yes, commission is included. Slippage was estimated by assuming the trade was done at the average of the next bar after the signal.
No, AmiBroker
Thanks for comments from both ElectricSavant and Nazzdack. As far as "when will you trade it with real money and stop optimizing?," well I...
The following is a summary of backtesting results for an index futures trading system that consistently trades 5 contracts over a 3-year period....
I just converted from Norton to Kaspersky based on the online reviews of various anti-virus software. I am so happy to get rid of Norton....
That doesn't look like a valid format to use with AmiBroker and it doesn't work for me. I already have a market statistics screen in TWS, but I...
Does anybody know what the proper IB symbols would be for: NYSE Up Volume NYSE Down Volume NYSE Advancing NYSE Declining I have not been...
I don't understand the fuss about wash sales--why is this such a big problem? My understanding is it all works out in the end because all of the...
Nice call, Surf!
Thanks, Rod. I guess $30 is pretty reasonable. I was kind of hoping for a free source like Yahoo, but they don't offer a continual series of the...
I use AmiBroker and I have my bar limit set to 500,000 one minute bars but I can still only get data back to 10/16/06. With regular stocks I can...
I'd like to know how to access that because when I look up ES, ER, NQ and YM, for example, I can only get one minute data going back to 10/16/06.
I use DTN and IB, neither of which give very long histories. Is there a good source of data for these, especially ES and ER. I'd like at least a...
As far as I can tell, because of the built-in leverage I can make (or lose) money faster trading index futures than individual stocks. In...
I use AB/IQ and they work fine together. It depends on what you want to do with AmiBroker. If you can dream it up, AmiBroker can do it, but...
And now for something completely different... "There is bidirectional causality between volume and prices. The price-volume relationship is...
http://americanware.homeip.net/tk/index.htm
How's eSignal these days? Today DTN was just as slow plus they have these unfiltered ticks to boot. Has anybody tried Qcharts since they were...
I had a longer look at your chart and I have to say this is one of the most helpful things I've seen posted on ET. How do you define your setups...
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