After many years of hard work, I have been unable to find/create a system to trade. In some ways, deep down, I feel that trading may be too...
For anyone interested, some of Crabel's work is included in Linda Raschke's book "Street Smarts".
I remember when I owned Tradestation 4 that it had a feature called something like "look inside a bar", where based on the relationship of the...
I use IB and would like a product that will download my trades from IB and allow me to review them, adding comments, etc. It would also be...
I don't understand why all of us don't have all of these previous posts memorized. :D
What do pt1 to pt5 stand for? Thx.
You may want to start a separate thread for this question. You should also search for 'backtesting' - its probably been asked and answered...
I am somewhat embarrassed to say that I found Amibroker was using the open price of the bar being tested for the condition rather than the open of...
Thanks for the post. Yes, they were standard: 12, 26 ... Correct, 1 tic = $5. No, you can't trade in between and the software did not...
I only found 2 threads with 'macd crossover' in the subject. Neither got into backtesting.
Here is a simple MACD crossover system: Buy=Cross(MACD(),Signal() ); Sell=Cross(Signal(),MACD() ); Testing a year of 5 minute data on YM...
Doug, What version of TS is that? I haven't seen a Performance Summary Report since TS4. Its amazing the number of additional statistics on...
Am having trouble getting the simulated IB data feed to work. Using the ER2 zip file from the AT website and clicking "Play", an "End of...
I would be curious to know if the system has reached a new number of maximum consecutive losers ... and, if so, what is the probability of this...
Yes, too incredible. I just discovered a flaw where I was looking at the end of a bar before it was finished. The system is still profitable but...
Thanks for the post. Ok, this is a good example. The max profit from any test is $48681 with a Sharpe ratio of 45. The best Sharpe ratio is...
Part II Attached is a definition of the Amibroker statistics.
Attached is an Excel spreadsheets from an optimization run in Amibroker. The two optimized variables are the points of fixed profit and the...
Another update on Ensign. Its proving to be quite decent for simulated trading. The Playback and Sim Broker features are pretty good. I've...
First, I am an IB customer and generally have a favorable opinion of IB. However, if you start up TWS and log on as: username: edemo...
Separate names with a comma.