For your p=60% the optimal bet fraction would be 20% of the acct value: p should be 0.5 to 1 (ie. 50% to 100%), then: q = 1.0 - p; Optimal_f =...
The writer of that news article, Tyler Durden, should be given a journalism award! (Pulitzer Prize, OJA, ...)
As said in a previous posting, this system does not depend on immediate fill or execution; after 45 sec the order gets cancelled, and the...
Actually there is a typo in the params, sorry. It should be: MinWaitSecondsBetweenTrades = 300 MinHoldSeconds = 300 <-- this one
Of course I was curious and did a test by holding the positions at least 40 minutes. The result was about 650% p.a. This shows me that the shorter...
With them it would work, but I think they are just data feeds without any brokerage services. Ie. then I would need to simulate the market again...
Some statistics about trade durations after 252 trade days (just an example, changes with each run and depends on the params): Used params for...
Chubbly, it is impossible to test this with delayed data, without getting accused of fraud by peeping into the realtime data. Even if I keep a...
Why "20-60"? Should that not be just 20 when the data is 20 minutes delayed? My stats show that in the current version about 35% of all positions...
You better should be careful with your unfair accusations. The GBM data is neither fake nor made up. It is in my very own interest to have...
Hmm. but then people could accuse me of looking at the realtime data... Isn't it?
Ok, that would indeed work. I was under the impression that it is only 100k. Anyways. But what about the other requirements, ie. the streaming...
I think IB's paper trading account has a size of only $100k, but I would need $600k. And free data of 67 (or more if possible) of not too much...
If you want me to perform backtesting using real data than just provide the data and I can test it. I told you enough times about my reservation...
Where have you got that 4% per day? Try an interest calculator... It is only about 1% with gains immediately reinvested. I think it is not...
What is this data supposed to tell us, dear poster? Some comment and/or quoting of the posting you are referring to would be good to understand...
The system works with the actually observed volatility, ie. it after each bar generated does update the observed volatility. The system uses...
FYI: Only seriously interessted people in this offer should participate in this thread. Thx. There are currently two interessted parties in this...
This system does not make use of the Greeks so far, but this can change in the future to further improve it, if it helps.
Oh boy, what a silly question. Of course does the program not exploit the RNG or any such tricks like peeking into the future data.
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