Search found 19 matches
- Sun Feb 11, 2007 4:33 am
- Forum: Data Providers and other non testing software
- Topic: CSI Stock Data - further dangers
- Replies: 5
- Views: 7339
I was under the impression that if you didn't pay professional fees you would be limited to some truncated time frame (like 10 years or so). For an annual subscription, there's 10 years of historical data, delisted stocks are not included. They are an additional $999. Then each extra year of histor...
- Tue Oct 17, 2006 4:04 pm
- Forum: Testing and Simulation
- Topic: What is an "Edge"?
- Replies: 32
- Views: 39219
Re: What is an "Edge"?
Thanks for an interesting series of posts. I don't know if this is unique or not but it seemed to me like an obvious way to measure and compare the edge of an entry. I still think you are testing the efficiency of a complete system. It's just that it is a system that has a time based exit :wink:. I ...
- Sun Oct 15, 2006 5:21 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 46924
Re: When To Stop Trading
I've been reading this thread with interest. First I was also a bit surprised that the the original question only spawned discussions on MC metrics (centered on drawdowns), risk etc. But then, the discussions at this forum tend to have a bias towards strategies that are applicable for long term trad...
- Fri Apr 14, 2006 2:24 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio, etc.
- Replies: 12
- Views: 16543
- Sat Apr 08, 2006 5:58 pm
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25401
Re: Adaptive systems vs. curve fitting
I am also testing for robustness: I show the GA only some thousands stocks and test the performance of the resulting system on several sets of other thousands stocks. Out of sample data easily becomes in sample data. As soon as a set of parameters have been discarded as a result of the system not p...
- Sat Feb 25, 2006 4:42 pm
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25401
Re: Adaptive systems vs. curve fitting
Is this basically just as bad as curve-fitting in a static system whose parameters don't change? IMHO, it’s worse. An adaptive system has more degrees of freedom than a non-adaptive system and is by design more susceptible to curve fitting than a corresponding non-adaptive (static) system. Both t...
- Sun Dec 11, 2005 6:35 pm
- Forum: Custom C++ or Java Platforms
- Topic: charting component for your engine
- Replies: 7
- Views: 14070
- Sun Dec 11, 2005 5:25 pm
- Forum: Custom C++ or Java Platforms
- Topic: charting component for your engine
- Replies: 7
- Views: 14070
I fully agree, visualization does not form an integral part of the simulation engine (but it is still important). I'm even considering completely splitting the two and allow for different frontends to the simulation engine backend. I'd then be free to pick something more pleasant to code the front e...
- Fri Dec 09, 2005 5:56 pm
- Forum: Custom C++ or Java Platforms
- Topic: charting component for your engine
- Replies: 7
- Views: 14070
- Sat Jul 23, 2005 4:25 pm
- Forum: Custom C++ or Java Platforms
- Topic: What trading simulator for C++ Trading Systems
- Replies: 4
- Views: 10956
I'm sorry that I misunderstood your inital questions. If what you want to do is express your system(s) in C++ code (for performance reasons) and then have some other platform/toolkit execute this (compiled) code for you, you have to consider the speed of this other software because that's where most...
- Fri Jul 22, 2005 4:19 pm
- Forum: Custom C++ or Java Platforms
- Topic: What trading simulator for C++ Trading Systems
- Replies: 4
- Views: 10956
Trading Simulator
Have a look at the thread C-Traders Toolkit . I would not recommend it as a base for your own simulation platform. If you are determined to roll your own platform, or build it on an existing toolkit, make sure to check out this thread , especially the posts by Bernd and Kevin (ksberg), before you be...
- Wed Jan 12, 2005 1:30 pm
- Forum: Trader Psychology
- Topic: Meditation
- Replies: 32
- Views: 40538
Re: Meditation
I recently read a Jack Kornfield book and suspect that sadly he, for instance, has not attained the ultimate goal . His work The Path of Heart does not reflect an equanimity in the writer. I would be fascinated to meet someone who has. Has the Karmapa (16th or 17th)? The Dalai Lama? Has anyone? If ...
- Wed Dec 01, 2004 4:01 pm
- Forum: Data Providers and other non testing software
- Topic: A New Consortium for a New Trading Data Standard
- Replies: 10
- Views: 13716
When you are looking at intraday or tick-level data the size of the representation is actually very important to the speed of the simulation since you can't really hold everything in memory without many gigabytes of RAM and a 64-bit operating system to support that much RAM. This might not be true ...
- Tue Nov 30, 2004 4:49 pm
- Forum: Data Providers and other non testing software
- Topic: A New Consortium for a New Trading Data Standard
- Replies: 10
- Views: 13716
I would really like to see an XML based standard, being a real fan of it :) . On the other hand, it's not that obvious how to append data to an XML document in a clean way without parsing and rewriting the complete file (sure, it can be done in some not so clean ways). With thousands of files with p...
- Sun Oct 17, 2004 1:37 pm
- Forum: Testing and Simulation
- Topic: Some puzzle about Walk Forward Optimization
- Replies: 6
- Views: 7091
- Sun Aug 29, 2004 8:22 am
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 117904
Re: Index emulation
I don't really understand this. Could you please elaborate?ecritt wrote:5. Accuracy of your historical price database (if not proportionally adjusted for dividends then its worth less than zero)
thanks,
tobbe
- Thu Mar 11, 2004 3:05 pm
- Forum: Custom C++ or Java Platforms
- Topic: WHY C++ ...
- Replies: 17
- Views: 28865
Java IDE
If you're new to java and need a good IDE, have a look at http://www.eclipse.org . Its free, its great and a true rival to the MS Visual Studio/C# .NET IDE when it comes to functionality. I wish MS would implement some of the features in Visual Studio soon (refactoring support, testing support). My ...
- Tue Mar 02, 2004 3:24 pm
- Forum: Trend Indicators and Signals
- Topic: Fibonacci System
- Replies: 7
- Views: 11900
- Thu Feb 26, 2004 5:21 pm
- Forum: Custom C++ or Java Platforms
- Topic: C-TRADER Toolkit, N-TRAIN?
- Replies: 5
- Views: 15839