For which data vendor do you work?
I see, data vendors aren't happy if people don't buy expensive data and instead use GBM... :)
I don't know what you think of GBM-generated data or what your reservation is against it, but it is not some wild random numbers; it is much like...
And that would be what?
Come on please! :) The Excel stuff is just an example I found yesterday on the net, you can change its input params. And: it is not from me, I...
Here's GBM formula and Excel code for generating simulated stock prices: http://investexcel.net/geometric-brownian-motion-excel...
Here is a procedure to backtest such a system: http://www.elitetrader.com/et/index.php?threads/a-proposal-for-testing-black-box-systems.296945/...
I'm not going to argue any further about the system. Some people think no system can ever work. So let them their own belief. Regarding random...
Ok, here's the results of a 6th run, together with the distribution of the trade durations: Profit in 1 year 1012.00% Avg...
More than a broker and API is too much work. Best would be a testacct of size 600k at a brokerage house with an API. But as said: how many...
Oh sorry, you mean testing on a paper account using real data? If someone can provide an API I can do it. But the question is: how many days/weeks...
This is possible, just need to find the right params: $ ../periodpct1.exe 100 252 0 PeriodPct = 0.275437038 But, the question is: how big should...
This was already answered in the previous postings. Main reason is: lack of capital :-(
This was already done, but the conclusion is: MDD is higher the smaller the acct is. An acctsize of 600k seems ideal in many aspects.
I'll try to make such a distribution table/chart, but will take some time, maybe tomorrow. True, but an instrument doesn't necessarily move much...
Sorry, I can't give you a satisfactory answer. I just know it is very well possible. According to your logic there should be not a single entity...
In GBM harsh market conditions occur as well, and I spent much time to find a solution for this problem. Finally I solved it. But the difference...
Hmm. you are taking this statement out of the context it was meant.
In the tests, the minimum decision time is 1 bar. Since a bar in these tests is about 30 seconds, it follows that the shortest decision time is...
Please see my previous posting (params used etc.). Of course there is no way to systematically extract profits. The system temporarily increases...
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