Search found 3 matches

by vgs
Sun Oct 17, 2004 2:18 pm
Forum: Testing and Simulation
Topic: add counter-trend part to a trend following system?
Replies: 4
Views: 5542

In the iasg.com manager report, Mark Shipman (Cunningham Asset Management Plc (CAM)) stated that he combines his major trend following system with a 'counter trend overlay', "which utilises more sensitive input including pattern recognition and volatility, to generate shorter term signals that ...
by vgs
Sat Oct 02, 2004 6:40 am
Forum: Data Providers and other non testing software
Topic: John Hill and backadjusting
Replies: 7
Views: 8055

What's the difference between back-adjusted and ratio-adjusted futures contracts data? The following are quoted from CSI webpage: You may choose to express the resulting series as a back-adjusted series, a forward-adjusted series or a proportionally adjusted series. The back-adjusted series preserv...
by vgs
Wed Sep 08, 2004 1:07 am
Forum: Testing and Simulation
Topic: Reuters in ASCII (split from another post)
Replies: 2
Views: 3557

Yes, Reuters DataLink provide three formats of data: ASCII(CSV), Metastock, and Excel. Besides, as you can see, many other charting packages such as Amibroker and Wealth-Lab could work with MetaStock format data.