Thanks zgtrader!, historic EOD was all that I needed. Cheers
anybody know of a free source of historical continuous contract data for commodity futures?
I appreciate your work here WB. Thanks
Wolf, Thanks for the ideas.. I have run back-test with $5 commision(realistic for my account) and that reduced annual performance by 0.7%...
You are right, There is 5% chance of me getting an ulcer :) Ulcer index is around5 any more ideas?
Truthteller, Stephen Thanks for the criticism. appreciate that Basket of ETF contains foreigh ETFs as well, canada, germany, Japan, so it...
Any feedback?
Wolf Data is from Jan 1997 to Jan 2005. System was developed for SPY, and same system was used for other ETfs, without any optimization. There...
Nicholaf It is amibroker output. Out of the basket of ETFs only 6/7 trade less than 1 million per day. Shorting can be a problem for those....
Stephen, Thanks for your response. Heres the information you have asked for: Avg. Bars Held 9.91 <-- Daily Avg. Profit/Loss % 1.58 % Testing...
I would appreciate any honest analysis of the following system results(all backtested). Its an EOD system, trading 18 ETFs. Upto a max of 4...
hey gwac, take a years leave and go for it...worstcase you will lose your trading capital, not a big deal as its ur risk capital. you can always...
If you are tryin to open options or futures account you need to have some trading experience , otherwise you wont qualify. That could be the...
anybody has any book recommendations on system building? or maybe someone can point me to some older thread or something! I have been mostly...
I dint mean to say S/R are reals and unreals or something! By Real S/R i meant a support or resistance which would have existed if there was no...
IMO MA's provide S/R because many people think they provide S/R. More popular the MA is more is the support or resistance e.g. 50dma, 200dma etc...
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