Shouldn't be a problem for TS even on a moderate computer. I'm running about 20 systems from tick charts to daily bars. Mostly on ES though.
Double bump. Any TS developers here? Looking to merge several years of ES tick data for more robust backtesting.
I agree 100% Tiger. If it wasn't for pussy, I would be happy shopping at Walmart, and even happier with the purchase of a low end Toyota* *...
The debate between tick charts vs. volume charts is something I've been mulling over the past two years. Here are some thoughts I have on ES...
Have you looked into Multicharts? I know they offer portfolio level testing, not sure about the rest of your needs. I will offer this for...
I've never bought a trading system that I currently use. I've bought several. Enough to buy a decent car. Did I learn anything? A bit I suppose....
I've found that using a laptop with two different high speed connections became a perfect setup for home trading. If power goes out for too long,...
For swing trading, you might want to look into finding what the IT trend is...and then trade with it. Most indicators are simply linear. The...
Does it work OK on correlated markets like ES or NQ? If not, why (you don't have to tell me. Just think about it)? Perhaps looking into...
The main pitfalls would be time and cost. Instead of rebuilding the wheel, it's often a great idea to use an existing package as a foundation, and...
A variation of signal/noise ratio You can see it and other equations here: http://en.wikipedia.org/wiki/Statistical_significance Dan
I suppose you never know, but it's worked for the past 9 years with no problems. Battle tested in two major bear markets.
Yes...also, there is time decay with ES and SP. Pull up a continuous chart of SP back to the late 80's and you'll see what I mean. I suppose...
I saw a few comments on statistical significance. Here's a general rule to determine if a method has any statistical edge: profit factor *...
I live in CA. Nice weather. Bloated system. The state is very liberal. Sometimes it takes a hurricane to come in and throw things into...
Is holiday and basic calendar trading dead? Seems pretty simple to test holidays, day of the week, calendar day. Is it too simple to be an...
Good luck. I hope you succeed. Nothing negative to say. Will this get me banned?
Don't forget, you don't pay them to stay...you pay them to leave. The "model" that is. Not as sure how to get rid of the multitude of attacking...
Time based exits are yet another tool in the arsenal. I've never seen an intraday system (other than buying sometime during the trading day and...
There's a work-around for portfolio level testing on TS. Use MSA from Adaptrade. It's fairly easy to use, although it would be great if this was a...
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