I forgot to mention,on my test it was done on weekly data (5yrs).
Slippage = 0 & commision = 0.
First 2 equity charts are randomly selected stocks of 10,last 1 is radom on 50 stocks.
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- Thu Feb 15, 2007 10:21 am
- Forum: Testing and Simulation
- Topic: Trading using Random Entries (Van Tharp book method)
- Replies: 20
- Views: 50241
- Wed Jan 03, 2007 10:15 am
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 11015
- Mon Dec 18, 2006 3:18 pm
- Forum: Testing and Simulation
- Topic: Reoptimization( Model Shelf Life )
- Replies: 2
- Views: 4665
Hi Forum Mgmnt, sorry for the ultra slow reply(oops). I got this from Robert Prado book System Design and Optimization of trading Systems. I have no idea how he gets hes formula for this,but i found it essential in short term systems.It has been a while since this post and i have learnt to use multi...
- Tue Jun 20, 2006 9:50 am
- Forum: Brokers
- Topic: Privacy & data brokers
- Replies: 0
- Views: 4595
- Fri Jun 09, 2006 8:10 am
- Forum: Testing and Simulation
- Topic: Market Data from 1920s
- Replies: 6
- Views: 6403
You might wona check out this.
http://www.globalfinancialdata.com/index.php3
http://www.globalfinancialdata.com/index.php3
- Tue Apr 25, 2006 12:42 pm
- Forum: Testing and Simulation
- Topic: Reoptimization( Model Shelf Life )
- Replies: 2
- Views: 4665
Reoptimization( Model Shelf Life )
Is it true to say the size of the test window has a affect on shelf life? Systems that use optimization require some type of periodic reoptimization to fine tune the trading model to current market conditions. Short test windows require more frequent reoptimization,(they have shorter shelf-life),and...
- Sun Apr 23, 2006 3:43 pm
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25148
- Fri Apr 21, 2006 6:58 am
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25148
- Mon Apr 17, 2006 4:41 pm
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25148
Ill just make it a bit clearer on my question. Once i realized that i did not account for slippage i purposely curved fitted it for my usd portfolio,(just for fun),after i did this i then ran it over everthing else i had,to my suprised it work on everything,(until i added slippage).i quess my questi...
- Mon Apr 17, 2006 2:48 pm
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25148
I believe this is curve fitting.Funny enough this system has similar results on what ever i test it on(all liquid,stocks and fx demo data.It is a boli counter trend.Commisions is included but no slippage,as soon as i hit with 8% slippage it false on its backside. CAGR: 368% MAR : 8.17 max draw: 45% ...
- Tue Feb 28, 2006 4:35 pm
- Forum: Brokers
- Topic: Client Protection
- Replies: 6
- Views: 8035
Refco
Mate join the club,im screwed to from them,all we can do is learn from it,(never use a bucket shop again),i have a family memeber who is a lawyer in switerland and they have ever corner covered in there clauses,(so to speak).can only wait at this stage.
- Tue Jan 31, 2006 7:45 pm
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11232
Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary con...
- Tue Jan 31, 2006 7:24 pm
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11232
Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary con...
- Mon Jan 23, 2006 1:12 pm
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11232
Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary con...
- Mon Jan 23, 2006 9:03 am
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11232
Re: Free\Cheap data suppliers
Has anybody had thing to do with www.FreeData.DataSharks.com before? There data is cheap but from well known source,Yahoo,who get there data from CSI. I also found free EOD from www.proRealTime.com or u can pay for live feed,i note they do supply a spreadbetting firm with there live feeds,which mak...
- Mon Jan 23, 2006 8:40 am
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11232
Free\Cheap data suppliers
Has anybody had thing to do with www.FreeData.DataSharks.com before? There data is cheap but from well known source,Yahoo,who get there data from CSI. I also found free EOD from www.proRealTime.com or u can pay for live feed,i note they do supply a spreadbetting firm with there live feeds,which make...