Search found 57 matches

by ratio
Tue Jan 23, 2007 2:45 pm
Forum: Testing and Simulation
Topic: Continuous Spread File
Replies: 0
Views: 2486

Continuous Spread File

Finally I did it, I had never been able to find anywhere a data provider that can give me a continuous spread file. A lot of book tell us that when a spread go into inverted mode this is bullish, for the commodities at least, and I had seen and experiment a few of thoses. Sugar, Copper, Orange juice...
by ratio
Mon Jan 22, 2007 6:01 pm
Forum: Testing and Simulation
Topic: Optimization what it is.
Replies: 8
Views: 5688

Maybe Corn will not trade always like Corn, but it seem to me that market do not trend all in the same manner. Some will tend to have shorter Burst, like the Grain and soft. However when I look at Currency and Interest rate they tend to have much longuer and smoother trend. And Back testing also mak...
by ratio
Sun Jan 21, 2007 8:25 pm
Forum: Testing and Simulation
Topic: Optimization what it is.
Replies: 8
Views: 5688

Optimization what it is.

I am building a system, it is the same signal for all instrument that will be traded. But I would like to introduce parameter on a per instrument, ex: Average Length or Channel Length or size of bets on per instrument basis. I have been able to do that fairly easily with Tblox by reading the paramet...
by ratio
Sun Jan 21, 2007 7:41 pm
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 19881

When I had my software company, The processor speed was incrementing faster than we could potentially keep up in trying to make our software faster. You can maybe, increment the speed of the software by 30%, but the cost in producing it and the potential increase in price to justify the man work hou...
by ratio
Sat Jan 20, 2007 3:37 pm
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 19881

interesting benchmark on Quad core test.

I think that this could multiply by a factor of 2 - 4 the speed of testing, even without anything else.

Just pure additionnal processing power.

http://www.tomshardware.com/2006/09/10/ ... age11.html

Denis
by ratio
Sat Jan 20, 2007 3:31 pm
Forum: Testing and Simulation
Topic: Trick in finding Support/Resistance point
Replies: 3
Views: 3569

I know I have the same Swing function in Genesis FT

But I was looking for the best way to do this faster
by ratio
Sat Jan 20, 2007 10:51 am
Forum: Testing and Simulation
Topic: Trick in finding Support/Resistance point
Replies: 3
Views: 3569

Trick in finding Support/Resistance point

In designing a long term trading system, I was looking for a way to identifie the Support price point once I was in the trade. I had decide that a resistance point could be identifie when a number (n) of Bar in both side of a past bar had a Higher Low. So if I am looking for a support with 4 bar on ...
by ratio
Thu Jan 18, 2007 9:48 am
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 19881

Well from what I understand in Intel documentation, this is just a way (THe QUad COre) to boost the processing speed, it is not a Quad independant CPU. Also when I look on my DUal COre PC, on the CPU performance Graph, I clearly see that both CPU are use when I do a back testing. I guess we should e...
by ratio
Thu Jan 18, 2007 8:40 am
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 19881

Anybody using Quad Core Machine for testing

I am currently using a Dual Core Pentium D930, with 2 Gig Ram and 400 Gig Harddrive.

I am seriously thinking to upgrade to the a Quad Core machine. If someone had experimented with it, Does it really give you a boost in processing time?

Denis
by ratio
Sat Jan 13, 2007 5:17 pm
Forum: Data Providers and other non testing software
Topic: Trade Depot
Replies: 0
Views: 2983

Trade Depot

Anybody using Trade Depot to manage a Pool or Fund. Are you happy, does it do the job. Any comment would be welcome. What I like about it, it is suppose to read directly BRoker daily reports, MAN Futures, Refco or Interactive Broker. Or do you have any suggestion on a Software to manage a Pool accou...
by ratio
Mon Jan 01, 2007 12:05 pm
Forum: Testing and Simulation
Topic: Who made money in 2006?
Replies: 10
Views: 8132

Started the year with 7906$ in my account. Ended with 28329 in profit for a balance of 36235. In February, after catching the Sugar and Copper move, I was up to 77,000$. But thank's to too much agressiveness and poor money management I ended with where I am now. This year I was trading with no Syste...
by ratio
Mon Dec 11, 2006 8:49 pm
Forum: Money Management
Topic: Testing Optimal f
Replies: 7
Views: 8394

Testing Optimal f

Well I was curious to program a system that would calculate the unit size using the "optimal f" calculation. It appear that it look good when you apply it to your system when you know what was your biggest losing trade. However In trying to apply it in an ongoing trading journey, as per the included...
by ratio
Thu Dec 07, 2006 8:11 am
Forum: Testing and Simulation
Topic: Nice Toy if you use two computer
Replies: 0
Views: 2895

Nice Toy if you use two computer

I used a laptop and my desktop computer, sometime, I go out in a coffee and like to bring all my testing stuff with me on my laptop. Use this to synchronize everything. Work very well And it's free from Microsoft. http://www.microsoft.com/windowsxp/using/digitalphotography/prophoto/synctoy.mspx Denis
by ratio
Wed Dec 06, 2006 11:21 pm
Forum: Testing and Simulation
Topic: Slippage - Interesting figure
Replies: 23
Views: 16037

Slippage - Interesting figure

Tonight, I was playing with Trading Blox, Using the standard Donchian system, that ship with Trading Blox, I was testing different strategy of portfolio and Money management. Then I decide to play around with the minimum slippage$ I expect that if I would trade this system for 100nd of contracts on ...
by ratio
Tue Nov 14, 2006 12:46 pm
Forum: Testing and Simulation
Topic: Correlation Table
Replies: 3
Views: 3029

I did remove the grey button.

So now you can enter either weekly or daily and the number of bar that you want. without registering.

Denis :D
by ratio
Thu Nov 09, 2006 3:30 pm
Forum: Testing and Simulation
Topic: Correlation Table
Replies: 3
Views: 3029

Correlation Table

For those of you interested, I did put on my web site, a dynamic correlation table creator. Use it at will, the undelying data is updated everyday. So you can produce any number of correlation table, based on both daily and weekly data. http://www.denisdesk.com/correlation.aspx Thank's Denis.
by ratio
Tue Oct 03, 2006 12:54 pm
Forum: Testing and Simulation
Topic: Historical Back Adjusted data vs Non Back Adjusted data
Replies: 2
Views: 2341

Historical Back Adjusted data vs Non Back Adjusted data

I would like to hear other people comment about the following. I have this question when I look at back adjusted price vs Non back adjusted price. As I do understand that the back adjusted is necessary to eliminated the price gab in between contract so that our trading simulation reflect more accura...