Search found 4 matches
- Mon Aug 16, 2010 5:13 am
- Forum: Data Providers and other non testing software
- Topic: First Strike, open times and EOD data
- Replies: 3
- Views: 3308
- Sun Aug 15, 2010 6:12 pm
- Forum: Data Providers and other non testing software
- Topic: First Strike, open times and EOD data
- Replies: 3
- Views: 3308
First Strike, open times and EOD data
Hi, I'm researching a system based on Leonardo's First Strike, and get satisfactory results using the EOD open prices. However, the First Strike rules say to use "00:00 Central Standard Time" on Monday for the open price. The open price in my data is 10 hours before that. When I do real ti...
- Sun Jul 04, 2010 3:00 am
- Forum: Trend Indicators and Signals
- Topic: Filtering trade entry signals
- Replies: 11
- Views: 21680
Hi Sluggo, Thank you for putting this up, I get the picture. I see there's significant correlation between the number of trades and the success of the system. To elaborate on my code above, the max(...) element was to bypass the < 1 contract filter i.e. to trade every signal. This was a remnant from...
- Fri Jul 02, 2010 3:28 am
- Forum: Trend Indicators and Signals
- Topic: Filtering trade entry signals
- Replies: 11
- Views: 21680
Hi, I'm new to TB, so I'm still feeling my way. I think I'm getting the hang of it though... I downloaded this system and ran it, but it doesn't get anywhere near the CAGR for me. I get between 5-6% using the sample data futures, which is an order of magnitude less than the results shown above. It m...