Search found 37 matches
- Tue Dec 28, 2004 9:48 am
- Forum: Testing and Simulation
- Topic: How Do YOU Simulate?
- Replies: 7
- Views: 7356
Dual platform
I've been using Wealth-Lab for the last few years and love it as it is a very quick and easy way to test ideas/concepts. However I've started to develop my own C++ platform based on ta-lib for more rigourous and extensive testing as well as more sophisticated ideas such as genetic algorithms and neu...
- Wed Nov 03, 2004 1:59 pm
- Forum: Stocks
- Topic: what is the best web-based stock screener? Free or paid
- Replies: 11
- Views: 18925
Try wealth-lab
Try wealth-lab at www.wealth-lab.com You can run fairly complex rules and screen a wide variety of global stocks and run historical tests to check the robustness/profitability of your system. Also available are other trading rules developed and published by other users. And all for FREE! If you real...
- Wed Jul 07, 2004 1:43 pm
- Forum: Trend Indicators and Signals
- Topic: Available Software
- Replies: 8
- Views: 9466
- Thu Oct 30, 2003 3:58 am
- Forum: Testing and Simulation
- Topic: Minimum number of markets traded
- Replies: 3
- Views: 4840
- Tue Oct 28, 2003 6:01 pm
- Forum: Market Psychology
- Topic: Are Stock Indices Different?
- Replies: 12
- Views: 25980
- Tue Oct 28, 2003 9:35 am
- Forum: Market Psychology
- Topic: Are Stock Indices Different?
- Replies: 12
- Views: 25980
- Wed Oct 22, 2003 9:47 am
- Forum: Testing and Simulation
- Topic: Minimum number of markets traded
- Replies: 3
- Views: 4840
Funny thing I was about to post an identical question. I'm working on a system that is highly profitable on Nikkei 225, Hang Seng Index and FTSE 250. Using excel the correlation between the markets on a daily, weekly and monthly scale are between 0.33 and -0.33 for Nikkei/Hang Seng and Nikkei/FTSE25...
- Wed Oct 22, 2003 4:48 am
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11352
It went pretty well. Keeping your words in mind I hit the execute button far more decisively than before. Of the 10, 6 of them I got at my stop level, 3 of them had upto 5 points slippage and 1 gapped my stop so far that it was not to traded. Having thought about my preperation, I've reorganised the...
- Mon Oct 20, 2003 5:43 pm
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11352
- Mon Oct 20, 2003 12:52 pm
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11352
Thanks Ted, Chuck, Damian, for your responses. I recognize the value of what you are saying. When I first started trading I might as well have gone down the street and handed out wads of cash. It's now over a year and things are different. I've stopped bleeding cash, I plan my trades and I sleep wel...
- Mon Oct 20, 2003 8:42 am
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11352
Ted, Possibly, likely. Unfortunately the broker I use is the only broker that quotes for the instruments I trade. I use a spreadbetting service in the UK which is technically a betting service and therefore the broker in legal terms is a bookmaker. They are a good proxy to real futures trading but t...
- Mon Oct 20, 2003 7:51 am
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11352
I hate myself
I'm trading a mechanical system of my own design and it relies purely on stop and limit orders to open and close positions. However, a couple of days ago one of my stop orders was declined by my broker as it was too close to the closing price and market sentiment was such that it was likely to gap o...
- Mon Oct 13, 2003 8:45 am
- Forum: Trader Psychology
- Topic: Technical analysts exhibit no skill in predicting.....
- Replies: 7
- Views: 9155
Technical analysts exhibit no skill in predicting.....
An article in the FT Weekend, where a researcher tested the ability of respondents to predict future price movements based on a given price series. http://search.ft.com/search/article.html?id=031011001313 Interesting but I don't think the conclusions can really be applied to mechanical traders even ...
- Thu Oct 09, 2003 6:57 pm
- Forum: Trader Psychology
- Topic: A forum of your own to keep the stress down?
- Replies: 4
- Views: 7581
Gordon, An alternative to phpbb is yabbforum [ www.yabbforum.com ]. If portability is important then you may want to use yabbforum over phpbb. PHPBB uses a MySQL database for managing the discussions which means porting it to another machine involves setting up two seperate applications and migratin...
- Sat Sep 27, 2003 6:06 am
- Forum: Brokers
- Topic: Interactive Brokers
- Replies: 20
- Views: 41860
- Thu Sep 11, 2003 5:11 pm
- Forum: Testing and Simulation
- Topic: Random Trades
- Replies: 12
- Views: 13787
- Wed Sep 10, 2003 5:35 pm
- Forum: Testing and Simulation
- Topic: Random Trades
- Replies: 12
- Views: 13787
Random Trades
Hi All, As a part of testing my systems, I ran a system that traded randomly, buying/selling at market open and closing at the end of the day. The markets are stock index futures. I noticed a consistent bias. Percentage win was 2.5% above loss and the bias was greater for long trades. I don't know w...
- Tue Sep 09, 2003 6:57 am
- Forum: Testing and Simulation
- Topic: Deep Trader Experiment
- Replies: 0
- Views: 3515
Deep Trader Experiment
Hi All, Just chanced upon this website: http://grc.dukascopy.org/ Haven't had the time to really look in to it but it from what I can gather, it is an experiment to trade a synthetic market based on a combination of random, pseudo random and real market prices. The purpose in a nutshell, to see if t...
- Wed Sep 03, 2003 9:54 am
- Forum: Testing and Simulation
- Topic: Complete systems
- Replies: 1
- Views: 3770
Try Wealth-Lab Developer: www.wealth-lab.com It has everything you ask for except 2D arrays. You can download and try for 30 days. The scripting language they use is based on Pascal and is pretty straight forward to learn, especially if you have prior programming experience. Version 3.0 is due to be...
- Wed Jul 30, 2003 3:53 pm
- Forum: Money Management
- Topic: Trading several systems at the same time
- Replies: 6
- Views: 10701
In Ralph Vince's book Portfolio Management Formulas he demonstrated an example where trading two systems, one with a positive expectancy and the other with a negative expectancy, resulted in significantly improved performance by all measures. Counterintuitive but in this example it was due to negati...