Search found 2 matches

by Rocky
Tue Aug 10, 2004 6:23 pm
Forum: Testing and Simulation
Topic: Ideal Timing for Large Lump Sum Investment
Replies: 8
Views: 7865

There have been a few papers written on this subject. I'm not sure that they're still there, but there was one on John Henry's site, and another on Dean Hoffmans site. Most of which agreed that investing in a system that is in a drawdown is a good place for additions. This is true......until it isn'...
by Rocky
Thu May 27, 2004 6:47 am
Forum: Testing Software
Topic: Multiple-Currency Testing?
Replies: 6
Views: 7408

currency conversion

Trading Recipes does. There are a few steps necessary, but it works. You first create what is called a CMP file that is locked to your currency data. ex. JY.CMP You then rename that file to whatever contract you want to convert. ex. ren JY.CMP to JGB.CMP. This locks the currency file to the Bond fil...