Search found 35 matches
- Mon Jul 07, 2003 2:09 pm
- Forum: Testing and Simulation
- Topic: Neural Networks
- Replies: 16
- Views: 14531
Hi Glen Are you writing your own NN system or using some else's? Just exploring at the moment. If I can be convinced that they are of use, then I would have to write my own, to get the flexibility I would want. Wealth Lab's (wealth-lab.com) scripting language has the ability to build systems whose s...
- Mon Jul 07, 2003 1:16 pm
- Forum: Testing and Simulation
- Topic: Neural Networks
- Replies: 16
- Views: 14531
Artificial Neural Networks
gfullmer, Thanks for your response. I am aware of their limitations. This is the start of an exploration, into how to build, fully dynamic trading systems. At the moment, my systems leave many of their indicators behind, in that they are fixed from the beginning of the test period. I need these indi...
- Mon Jul 07, 2003 10:48 am
- Forum: Testing and Simulation
- Topic: Neural Networks
- Replies: 16
- Views: 14531
Neural Networks
Does anybody have any comments, as to the merits, of the use of neural networks in the the development and testing of dynamic trading systems?
- Tue Jul 01, 2003 1:30 pm
- Forum: Forex
- Topic: Backtesting and Accounting for Carry
- Replies: 17
- Views: 24858
http://www.fxcm.com/forex_trading.html I just spoke to FXCM and they say that the interest rate differential is almost not worth bothering about. The following is a simple example of how interest rollover is calculated: No. of Lots x No. of Units per lot x Yearly Interest Rate Differential / 360 x N...
- Mon Jun 30, 2003 4:49 pm
- Forum: Testing and Simulation
- Topic: Limits on the number of contracts
- Replies: 3
- Views: 4666
- Fri Jun 27, 2003 6:43 am
- Forum: Trend Indicators and Signals
- Topic: How do you determine the "trend" aside of a 20-day
- Replies: 25
- Views: 26240
- Thu Jun 26, 2003 8:07 am
- Forum: Trend Indicators and Signals
- Topic: How do you determine the "trend" aside of a 20-day
- Replies: 25
- Views: 26240
Moving averages
I have heard that some people use a combination of two moving averages, such as a 20,5 ma, but I can't be sure. Maybe it's one should try and let us know the results.
- Wed Jun 25, 2003 10:51 am
- Forum: Forex
- Topic: Backtesting a forex portfolio
- Replies: 17
- Views: 21621
Conversion
If you have an FXCM.com account, then all currency pairs are in dollars. They have a spreadsheet for calculating pip prices. Email caitlin@fxcm.com for the spreadsheet.
- Fri Jun 13, 2003 2:14 pm
- Forum: Futures Markets
- Topic: Adding to your portfolio
- Replies: 8
- Views: 8444
- Fri Jun 13, 2003 12:02 pm
- Forum: Futures Markets
- Topic: Adding to your portfolio
- Replies: 8
- Views: 8444
- Fri Jun 13, 2003 10:33 am
- Forum: Futures Markets
- Topic: Adding to your portfolio
- Replies: 8
- Views: 8444
Ed ........... taking the p*ss Yes...Why is he such a pain in the a.s? It kills the message he is trying to get across. But he does have something to say, I believe. why.......did trend followers add EUR FX Because their systems have positive expectation. A system should have a lead-in period, wher...
- Fri Jun 13, 2003 4:49 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 101878
Merits of various trading systems
From my own limited, system development experience, I would say that the essential components of a trend following system are: 1. Signal Generator. 2. MM module. 3. Risk Analysis Unit. 4. Equity Curve trading module. Therefore, once traders have a basic system, their research should centre around tr...
- Wed Jun 11, 2003 2:00 pm
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36464
- Wed Jun 11, 2003 1:16 pm
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36464
- Wed Jun 11, 2003 12:55 pm
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36464
Algorithms for trading the equity curve
Forum Mgmnt,
Could you start a forum dedicated to algorithms for trading the equity curve?
Cheers
Could you start a forum dedicated to algorithms for trading the equity curve?
Cheers