I am not from the US, but went to a "top-tier" university where I am from, top 5 to be exact. The why is that I always loved statistics, machine...
Hi elitetrader, I have coded a reliable and sufficiently realistic vectorized backtesting script. It is mostly based on quantstrat and related...
Thanks for the link, seems Finam is a good source with volume data. I will have to crosscheck the volume with another source though.
The thing is Dukascopy is free and I don't have the resources to buy data from another source. However, volume charts from Oanda doesn't seem to...
Hi everyone, Just downloaded historical data from dukascopy, but when I plotted Volume against time, I think there are a few irregularities and...
Thanks for the answer. I am not sure I am able to understand your reply clearly but maybe you can tell whether the following strategy can be made...
Recently I have come across something that I couldn't grasp. In this chat (https://chatwithtraders.com/ep-103-dave-bergstrom/) the speaker talks...
As a side note: I emailed Mr. Thomas Wiecki about the blog post on Quantopian (http://blog.quantopian.com/parameter-optimization/), and I am...
My most basic trade is as follows: I use MACD crossover as an entry to short/long position with a %2 risk calculated by the distance of the stop...
Thank you for your answer. Seems that retail platforms are inferior to what is capable with one programming his own platform. I just could not...
You were right that it is capable of Walk-Forward analysis however, the blog post doesn't mention any capabilities towards generating 2D/3D graphs...
I don't think Quantopian can do Walk-Forward Analysis or generate 2D/3D graphs to see whether the optimized value has persistence in nearby values...
Hi everyone, I aim to be a systematic trader, however I cannot decide which software/programming language to choose to dive into for my purpose....
You are clearly one of the most knowledgeable people in this forum, and I thank you for your answer every time you provide one with explanation...
Thank you for your answer. It really did help me paint the picture :). Can you give an example where it is impossible to express the idea in...
Hi everyone, What are the differences between vectorized and event-driven backtesting? Which type do you use? Is the difference important for...
Someone at another forum said to see whether unpredictable problems happen. If you start WFA with problematic system, the results can be...
In detail? Whoa, good one Louis CK. I just started this thread after I read, Building Winning Algorithmic Trading Systems, + Website: A...
Oh man. You have some serious problems. Ok, I found that you mentioned doing backtesting in a post. Because your discussions are not productive...
Can you elaborate on your answer? :D
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