Tell that to Kevin Davey.....he is big into FORWARD testing. Although forward testing is now somewhat passe with the advent of EMicro contracts....
This is very cool technology: https://store.heartmath.com/emwave-pro-plus/ Of course, it's not cheap. I am a cardiovascular disease patient and...
Vic Niederhoffer sold Put options in the S&P 500 index.....and made a ton of money for quite a while. Then one day he blew up. Actually it...
That only applies to discretionary trading. Systematic or Auto/Algo trading requires a good understanding of trading metrics and statistics....
I finally started to use GitHub......absolutely love it. I don't use the Fork or Branch functionality, so my implementation is simple. I use it to...
1. Real Time Position Sizing - considers profits/losses acquired while the trading day is open 2. Equity Curve Crossovers - uses the slope of the...
I am trying to get that clarified....but I believe they are posting updates and fixes that are current.
Bandwidth constraint issues might happen first before CPU overload.
www.xlsgate.com Looks pretty good.....and it's cheap ($100). Integration with Excel is something I've been looking to do.... and it does extend...
I would welcome this horsepower for optimization. However, it's overkill for everyday trading unless you are following 20+ symbols on a real-time...
re: "Tell me how my intraday trend following system works? Did you test it?LOL, You know nothing about it." See attached....uses a trend following...
Wow, so you are totally paranoid ? Or are you hiding something ?
re: "The systems that traders show to others are losing systems." So that applies to Warp also ?
Keith Fitschen did extensive analysis on intraday day systems with backtesting for over 10 years. He concluded that intraday trend following...
WTF is GU ?
Currently being tested.....1 month of results will be ready by 9/1. Preliminary results look promising.
So just add logic to insure your buy stop price is above the current print price....and vise versa for sells.
It's not infallible, but it does provide a framework for a high percentage win rate system. I've seen it in action first hand. I like to call this...
Thanks for this. Look at all of the factors involved ! This approach would require tons of computing time to change these factors over time as I...
The stats from your system look pretty good......Avg Trade Amt = $23.50 or thereabouts. Many more trades needed before the Sharpe Ratio is meaningful.
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