Search found 7 matches

by Sabrinian
Sun Oct 26, 2003 2:20 am
Forum: Testing Software
Topic: Imagining the Dream Testing Software?
Replies: 18
Views: 16570

Ideally, my dream software would have the ability to see five bars into the future in any time frame. :lol:

Sabrinian
by Sabrinian
Sun Aug 24, 2003 9:58 pm
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24836

Gordon,

As always, your responses are well thought out, informative, and, as I had hoped, filled with practical suggestions!

Thanks.

Sabrinian
by Sabrinian
Sun Aug 24, 2003 10:55 am
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24836

Re: Data

Sir G,
Sir G wrote:I use CQG intraday data, would I do it again? No...
We use CQG intraday data! What would you do if you could do it all again?

Sabrinian
by Sabrinian
Fri Aug 22, 2003 12:19 pm
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24836

Has any one tried out C.I.S intraday/tick futures data?

They seem so cheap compared to CGQ that I can't help but question the quality of the data.

http://moss.bayou.com/smcg/

Sabrinian
by Sabrinian
Thu Jul 17, 2003 8:24 pm
Forum: Money Management
Topic: Equity allocation for multi system trading
Replies: 9
Views: 7085

Steady_jake A Freudian slip, possibly? Touché! Ouch! You are quite right! But it wasn't a slip. I was aware of this when I posted. It does indeed seem complex when you write out. However, the actual spreadsheets used to do the ranking aren't really that complex. Basically, you have a bunch of risk ...
by Sabrinian
Thu Jul 17, 2003 8:07 am
Forum: Money Management
Topic: Equity allocation for multi system trading
Replies: 9
Views: 7085

Redbullpeter, Basically, we use a form of risk "budgeting". We start by allocating among sectors. We try to keep it simple. We just try to ensure that it is evenly distributed across sectors. The percentage of the risk budget allotted to any one system for any given market is based on the combined a...
by Sabrinian
Sat Jul 05, 2003 2:32 am
Forum: Testing and Simulation
Topic: Too Good to be True?
Replies: 17
Views: 14438

steady_jake, I do a lot of system proto-typing in WealthLab and have coded 4 similarly “Great” systems. Unfortunately, in each and every case I discovered I had created a post-dictive error. Wealthlab is quick, cheap, and, if you understand simple programming, very easy to use. But it is VERY, VERY ...