Search found 7 matches
- Mon Dec 27, 2004 12:33 pm
- Forum: Testing and Simulation
- Topic: How Do YOU Simulate?
- Replies: 7
- Views: 7441
It would be interesting to compare speed and reliability of the most popular backtesting engines. WLD, VT, TS, etc. users could you run a simple test on your machines? Let's optimize EMA cross system EMA fast length 300 to 490, step 10 EMA slow length 1500 to 1980, step 20 on 1-minute EURUSD bars st...
- Fri Apr 02, 2004 8:34 am
- Forum: Testing Software
- Topic: Taxes
- Replies: 6
- Views: 7905
- Wed Jan 21, 2004 5:45 am
- Forum: Testing and Simulation
- Topic: Stationarity
- Replies: 9
- Views: 11918
The system trades on 15 min bars. Again, commissions and slippage are not included. Look at the attached equity curve. The system made little profit for the first 4 years, to 13 Nov 1997. From that date - stable returns. There was 1216 trades for the whole 10 year period. Since 13 Nov '97 to 17 Oct ...
- Wed Jan 21, 2004 4:47 am
- Forum: Testing and Simulation
- Topic: Stationarity
- Replies: 9
- Views: 11918
Stationarity is one of the most important issues in trading, IMO. You mention roulette as a perfect generator of stationary process. This is a good example. If there're 50/50 chance that current event will be continued - you can't apply any succesful trading or gambling system even if the process IS...
- Fri Jan 16, 2004 2:17 pm
- Forum: Testing Software
- Topic: Trading System Languages Likes and Dislikes
- Replies: 31
- Views: 31108
- Sun Jan 11, 2004 4:10 pm
- Forum: Testing and Simulation
- Topic: Optimizing with Veritrader? 19billion!
- Replies: 9
- Views: 6941
So the reason to use many years of data is not so much to get a certain number of trades , but because we want to have the best chance that our tests include a sufficient variety of market conditions that they are representative of what is likely to occur in the future . Precisely. This is exactly ...
- Thu Jan 08, 2004 3:35 am
- Forum: Custom C++ or Java Platforms
- Topic: C-TRADER Toolkit, N-TRAIN?
- Replies: 5
- Views: 15752
C-TRADER Toolkit, N-TRAIN?
Did anyone tried these software packages offered by J. Katz and D. McCormick, authors of the book "The Encyclopedia of Trading Strategies (McGraw-Hill, 2000) ? Please share your experiences... Are they easy to use for someone without programing skills?
Thanks
Thanks