Sef88, what a weird post. You really didn't add anything to the conversation. Tough? Not at all. Each day, Zipline ingest and test, I write...
Quantconnect looks interesting (well, at least the LEAN environment does). I'm not a fan of uploading my trading systems into the cloud despite...
What you're talking about is a basic momentum strategy. Portfolio backtesting adds a level of complexity that many backtesting packages don't...
So what actually does this change for clients?
Lots of responses for the guy previously. He now posts the same question again. Stupid is as stupid does.
Stop double posting.
Comparing two (or more) sets of data won't give you anything other than a feeling. Figuring out WHY they are different (i.e. the methodology)...
Different trade conditions used and/or different venues and/or erroneous calculation. Ask them how they calculated it or, better yet, DYOR using...
Well research and answer it then.
It's using data from EACH TRADE - i.e. price * volume. So, if there were 5 trades on within a 1 min period: $30 * 100 $30.01 * 200 $30.50 * 100...
LOL A fool and his money are soon parted. No published trading results.
A broken clock is correct twice a day too. I'm sorry but your VWAP formula is completely wrong. Try again.
You're missing the point of the VW part of VWAP. It's not an average of the HLC data points. It's weighted against the actual trades that occur....
So, now it's time for you to either: a) Show real account results and prior backtest results; or b) STFU Of course b) will result in "The FIGJAM...
"LtCmdr David Williams" - what? Is this some sort of Navy? [IMG]
In response to the last three posts: Colorless green ideas sleep furiously.
Forget years - it'll probably be redundant (unprofitable) in 6 months. Your laptop is certainly has a reasonable chance (5-10%) of failure each...
Risk/reward on buying equipment to do this now is too high. I would not bother. And I certainly would not mine on a hardware I use for other...
ETH mining is still profitable. If you bought hardware 3-4 months ago, you should have paid it all off and be making money. A $20K investment...
Those figures are in gaming. Miners (who underclock certain components) get better Watts as a result for the same Ethereum hash rate.
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