Twiga posted this link on WLD forum recently about Jim Simons President Renaissance Technologies, where Jim beleives that the advantage of having...
I'd say it's horses for courses. Whats the purpose of the index? Use Market Capitalisation if you want to know how the biggest companies are...
If you're only testing this on one symbol then you definately need a measure for curve fitting. Otherwise how can you be sure that these results...
scalper21 good post. I'd like to add that I read a lot of posts saying that auto cant get the results that manual trading does and I think...
nononsense I'd say you haven't quite been following the conversation then. Threads can progress beyond the title. These quotes are from the...
thanks bolter, been hard at programming myself, head down bottom up, having a ball. hows everything? toe
you're not meant to trade it funny fellas. you get your random system to generate the same market exposure as the system you propose to trade. if...
Here are some distributions of results for a totally random EOD system. I ran it over 250 bars of data to yesterday, for 800 stocks 200 times....
Tremaine you are quite astute in your observations of the value of random entries for simulations. I agree with you and Bolter, there are many...
For dollar based drawdown series... * DrawDown$(N) = Equity(N) - HighestEquityValue(0, ..., N) For Percent based drawdown series......
My experience of leaving computer running 24/7 was for it to start shutting down on its own or go blue screen. When I openned it up the heatsink...
Testing a system vs a randomised system is much better than simply looking for a positive expectancy, in much the same way as medical researchers...
Thanks def I suspected that. What about the issue of an orders place in the queue, would that take up too much in terms of resources? Is an order...
kostia00 I beleive that IB tick data is a snapshot of actual trades, is that correct? If so wouldn't that result in too much limit order slippage...
i think that if you want to introduce a lot of degrees of freedom and optimization you can make it work well for you, with a bit of effort. here's...
Partial fills with limit orders absolutely. I've been using paper trader specifically to sort out partial fills with auto trading. Great.
If you can come up with a definate, unwavering set of rules for entries/exits then you can automate it. Are you actually trading this...
What you need is not some beginner that you can teach your system to but another successful trader with complimentary skills who will be willing...
The truth is that there is no way to guestimate how it will turn out if you cant take every trade, it may be better or worse. Rather than guessing...
how many stocks are in your list, and how many trades in your backtesting? creating a system on 6 months of data, then running that on 'out of...
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