Hi all, I just feel that the EliteTrader Strategy Trading forum is not active and some detail-oriented questions in strategy building and backtesting get no in-depth discussions. Any pointers to more active forum/discussion groups related to strategy building and backtesting?
I just asked you some questions in your "overfitting thread" and you apparently decided to ignore them... were they too hard or did you not know how to respond? From all your posts here, it seems like you want an answer that fits your bias. So which one is it? Do you want more active discussion, or , do you want people to tell you what you want to hear? There's plenty of good information if you know where to look. How about doing searches for specific topics? Its all been discussed before...
The Quant Finance group at LinkedIn is pretty active http://www.linkedin.com/groups?home=&gid=90917 HOWEVER they usually give the cold shoulder to gimme gimme newbie newbies who beg for guidance.
Looks interesting and I will take a look... To be honest, I found many newbie questions are actually good and the most difficult questions that still haven't been solved for long time...
Okay sorry Mike. I apologize. Your questions were hard so I need more time to think and review and I will post back my answers to that thread... have a nice weekend!
The message board doesn't seem to be very active but the magazine (Technical Analysis of Stocks and Commodities) lists new strategies every month. http://message-boards.traders.com/ If you're looking for more tried-and-true methods, try reading a book. In fact, read lots of books. There are many trading systems design books out there. They're not for free on the internet, you have to pay for them. http://www.amazon.com/s/ref=nb_sb_n...pbooks&field-keywords=trading+systems&x=0&y=0
hmm you are exactly wrong. I don't think out-of-box blackbox system will work. I like to understand the system in-and-out. Therefore I am not looking for ready-made systems. Do you believe people will give away really-good money machines? I am looking for indepth discussion of technicalities in building and fine-tuning a system and be detail oriented here...
What language(s) are you using to build your system? You won't get into details of a system unless you're willing to be specific about the details of your system. What language, software, library(ies), and/or database are you using?
I tend to use TradeStation etc. to start, and then use Matlab to really do the work so that I understand every detail...