System Developers Journal Thread: Revisited

As per your request, I can create a short report accordingly. I shall be posting the same in the “TradersStudio Thread” as it shall complete and might be of some help to other users.

 

With reference to your request, SuperCruz, Please have a look here:

TradersStudio Thread


The various zip files have already been posted earlier in this thread and the same can easily be referred to for the experiment.

 

Thankyou, Gyles.

 

Welcome, SuperCruz

With reference to the above post, here our step shall be to filter the buy/sell entries. A simple example using ADX has been attached as PDF file (modified_3macross_code1.pdf).

I shall be trying out other ideas too.

Meanwhile, if anyone of you wishes me to try out any other different filter, please do not hesistate to ask here.

Thanks,

 

While I like VB, most charts do not have such ability. Do you have the indicator settings broken down?

 

I own TradersStudio, so the code has been written in it. However, if anyone of you wishes to translate the same, it is fine.

 

Thanks, Gyles for the clarification.

Please can someone answer the following questions:

Thanks!

 

Came across an interesting thread with valuable inputs, as follows:

Strategy testing and simulation

 

I like testing systems as far back as possible , unless there is a reason I know of that the markets changed. For example in T-Bonds , they use to open at 9:00 am before 1988, reports came out at 8:30. Now they open at 8:20 am and reports come out at 8:30 am so the market is open when the report is released. This had a effect on openning range breakout systems. If you have a trading system which works after 1988 in T-Bonds and not before that ok , because of this. But if it works back to 1983, all the better.

 

Thanks, Mr. Murray for the answer I think the above is for the following question:

Thanks once more.