www.tickdata.com
The Encyclopedia of Trading Strategies...
You can leave out the risk free rate in the formula if the point is just to compare systems (see Schwager, A Complete Guide to the Futures...
Seems so... "Stop orders are only triggered upon reaching the stop limit. In this case they are automatically entered as market orders in the...
I also had a rare 2 or 3-tick slippage on a stop last year - also on an event. Today, Trichet was speaking++
The trial version is fine. You can always post your code here so we can fix it++
In WL, the chartscript wizard (obviously) differentiates between: condition 1 AND condition 2, and: condition 1 OR condition 2. There should be no...
<url>http://www.tickdatamarket.com</url> <url>http://www.tickdata.com</url> <url>http://www.pinnacledata.com</url>
I did. Very happy with it. Recommended in the Encyclopedia of Trading Strategies.
http://www.schindlertrading.com/include/content/uploads/drawdown%20analysis.pdf...
http://www.wealth-lab.com
Better go with (tradable) ETFs if you do not have futures data++
Somehow you have to choose the approach you are the most comfortable with. It is easier to get non-realistic expectations with non-tested...
None. Rollo Tape was the pen name Richard Wyckoff's used when he first published Studies in Tape Reading++
Wealth-Lab has a "Wizard" where you select signals and orders rules without having to do the slightest programming. However, the learning curve...
<b>Were any of the areas you studied in mathematics applicable to developing trading systems?</b><br> Certainly - statistics.<br> (Jack Schwager...
http://www.amazon.com/Macroeconomic-Essentials-Understanding-Economics-News/dp/0262611503/sr=1-1/qid=1165314151/ref=pd_bbs_sr_1/103-6217798-5668662...
The few filters you added after a losing week - they are probably tailored for the recent market action to get rid of a few disturbing losers....
There is a post on the Futures Trading Summit here: http://traderfeed.blogspot.com/2006/11/few-more-insights-from-futures-trading.html
Most of all I think, a profitable system that does not need to be modified over time - a constant stream of $ with no sweat.
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