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  1. How far to backtest intraday?

    ... or an eagle; the patient hunter circling high up and in wait for long periods, then swooping to tear flesh from its prey.
    Post by: abattia, Jun 9, 2010 in forum: Strategy Building

  2. How far to backtest intraday?

    ... or a baleen whale; a filter-feeder capable of long periods submerged and unnoticed, that trawls oceans devouring vast amounts of unseen,...
    Post by: abattia, Jun 9, 2010 in forum: Strategy Building

  3. TNA components?

    See "Principal Investment Strategies" on pg 61 of the prospectus ... http://www.direxionshares.com/document/regulatory_documents.html
    Post by: abattia, Jun 7, 2010 in forum: ETFs

  4. In-Sample? Out-of-Sample? "Simple" Sample?

    I think I could have been clearer in my description of what I was doing ... In my outline of METHOD B, when I referred to optimizing "over the...
    Post by: abattia, Jun 3, 2010 in forum: Strategy Building

  5. In-Sample? Out-of-Sample? "Simple" Sample?

    Thanks. The sample period covers approx last 3.5 years of 1-minute data.
    Post by: abattia, Jun 3, 2010 in forum: Strategy Building

  6. In-Sample? Out-of-Sample? "Simple" Sample?

    Thanks
    Post by: abattia, Jun 3, 2010 in forum: Strategy Building

  7. Dug

    Hmmm, yes ... I now see what you mean. Closing price $68.84 at 16h00 EST. In total, under 2500 shares of DUG were traded between 16h00 -...
    Post by: abattia, Jun 3, 2010 in forum: ETFs

  8. In-Sample? Out-of-Sample? "Simple" Sample?

    Many thanks for the insightful response!
    Post by: abattia, Jun 3, 2010 in forum: Strategy Building

  9. Dug

    Wasn't following this closely yesterday, but was it anything to do with the news flow about BP's travails in the Gulf of Mexico, and then Obama...
    Post by: abattia, Jun 3, 2010 in forum: ETFs

  10. In-Sample? Out-of-Sample? "Simple" Sample?

    I have sufficient data to backtest a simple intraday strategy to end up with approx 1500+ trades in each test case. With this data, I can...
    Thread by: abattia, Jun 3, 2010, 10 replies, in forum: Strategy Building

  11. MB Trading down?

    Got kicked off MB Navigator just before 15h30 EST today, and still haven't been able to log back on ... Anyone else having same problem?
    Thread by: abattia, Jun 1, 2010, 1 replies, in forum: Retail Brokers

  12. GLD vs PHYS

    LMHO ... best laugh I've had in days!
    Post by: abattia, May 28, 2010 in forum: ETFs

  13. Need historical data (1-min and 15-sec OHLC bars) for SSO …

    I agree with everything you say above about the inadvisability of trading the pre/post sessions (my opinion is - unfortunately - formed also from...
    Post by: abattia, May 27, 2010 in forum: Data Sets and Feeds

  14. Need historical data (1-min and 15-sec OHLC bars) for SSO …

    Just to round off the thread: I looked into the following that provide extensive historical 1-minute data for ETFs www.grainmarketresearch.com...
    Post by: abattia, May 27, 2010 in forum: Data Sets and Feeds

  15. Looking for Intuitive paper-trading software

    NinjaTrader www.ninjatrader.com
    Post by: abattia, May 27, 2010 in forum: Trading Software

  16. Creating a System?

    software: NinjaTrader www.ninjatrader.com
    Post by: abattia, May 27, 2010 in forum: Automated Trading

  17. Need historical data (1-min and 15-sec OHLC bars) for SSO …

    The problem you then have is that NinjaTrader needs timestamps that refer to the time at the end of the bar, while eSignal produces timestamps...
    Post by: abattia, May 25, 2010 in forum: Data Sets and Feeds

  18. Need historical data (1-min and 15-sec OHLC bars) for SSO …

    The add on that you are speaking about "Extended Intra day Data" will not work with Ninja Trader. Currently the only program is works with is the...
    Post by: abattia, May 25, 2010 in forum: Data Sets and Feeds

  19. Need historical data (1-min and 15-sec OHLC bars) for SSO …

    Thanks!
    Post by: abattia, May 21, 2010 in forum: Data Sets and Feeds

  20. Need historical data (1-min and 15-sec OHLC bars) for SSO …

    I need historical data for SSO, as much as I can get my hands on, for import to NinjaTrader. 1-minute and 15-sec (or shorter) bars, OHLC. I...
    Thread by: abattia, May 20, 2010, 19 replies, in forum: Data Sets and Feeds
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