Traders' Roundtable

The KAMA is described in detail in Perry's book "Smarter Trading". I played around with it a bit in a simple MA crossover system (using it as the short-term MA), but didn't see the results improve significantly over using EMA. It's been over a year since I read that book, but I think Mr. K...

Forum Mgmnt,

Their price list is here http://www.tradexglobal.com/TXGPricing.html.

$80 Austrailian for 10 years of major spot rates.

According to the website, they use Reuters & S&P for their data sources.

They are about the only reasonably priced source I've been able to find for historical forex data. Can anyone comment on the quality of their data?

Sounds like a pretty ambitious project given that you have to have it done by the end of the year.

I can't really help you with the file handling myself, but maybe you could look in a C++ text under 'File Handling', or go to google and search 'C++ file handling'.

Good Luck,

Jason

It's my opinion (Though not based on experience, I'm also starting with a rather small account) that you're better off starting out with what you have, and sticking with the markets that are tradeable with a small account. Interactive Brokers seems to be a pretty good choice for small accounts becau...

Bryon, If you're allowed to trade US mutual funds in the account, you may want to take a look at www.profunds.com, if you're interested in short positions on the market. Their funds provide leveraged and non leveraged exposure to most of the US indicies (both long and short). This doesn't solve your...

kianti, I see your point that a good trend following system should be built to take advantage of bubbles, but I also think that it's important to consider the results without that bubble period included. It's certainly only a guess on my part, but I doubt that a similar scenario will occure again in...

I just wanted to get thoughts from the forum on the idea of excluding data from the stock market bubble/pop years (99-01) for backtesting. Considering the infrequency of such bubbles in a single market, would it be valid to exclude test results from this period, or at least consider them seperately?...