Result of a jack hershey strategy

Discussion in 'Strategy Building' started by ProgrammerGuy, Aug 30, 2007.

  1. maxpi

    maxpi

    If you have tick data tradestation will test at the tick level. It's called look inside bar testing. If you have nothing but tick data you can build the bars in arrays in Easy language and backtest on them as well. It's been doable with Tradestation since 1999, I don't know where all the idiots have been or what they were doing, well I have a general idea of what they have been doing...
     
    #21     Aug 30, 2007
  2. That problem only arrises when you have profit targets, stops, and trailing stops, where 2 orders have a chance of being executed on the same bar.

    In all my of strategies I use no stops, no trailing stops, and no profit targets
     
    #22     Aug 30, 2007
  3. I'm not trying to show off here, just thought I'd share a result of the jack hershey strategy which everyone says is not profitable.

    But I guess it's up to you to believe me or not
     
    #23     Aug 30, 2007
  4. Oh, dont get me wrong, I believe you. I know the stuff works. My only contention is the degree of difficulty associated with coding it up. But if you have found a way to do it and it works for you, then thats great!

     
    #24     Aug 30, 2007
  5. If you understand the lingo of the strategy development world The last year is "real time testing."
     
    #25     Aug 30, 2007

  6. Steve,

    if you're interested, there is a good chance that I can code your verision of the jack hershey method no matter how complex. With that I can put the code through my tool that I built in a custom programming language and really be able to test the strategy more efficiently, better, and faster than any commercial software backtester than I know of. Again if you're interested, PM ME.

    Thanks
     
    #26     Aug 30, 2007
  7. I'll let you know, probably not for awhile as I want to focus on refining my discretionary approach but at some point down the road, I may be ready to give coding a shot. Thanks for the offer :)

     
    #27     Aug 30, 2007
  8. Is that you Sissy Puddle?
     
    #28     Aug 30, 2007
  9. Certainly interesting thanks programmer guy
     
    #29     Aug 30, 2007
  10. Yeah I understand the word testing, like playing paintball compared to combat
     
    #30     Aug 30, 2007