There is some MATLAB/Octave code here
http://tradingwithmatlab.blogspot.com/2 ... chive.html
which, with some tinkering, should do want you want. You can get Octave from here
http://www.gnu.org/software/octave/
Search found 98 matches
- Mon Nov 15, 2010 5:12 pm
- Forum: Data Providers and other non testing software
- Topic: Convert ASCII tick data to ASCII 5 minute data ?
- Replies: 2
- Views: 3116
- Sun Nov 07, 2010 6:22 pm
- Forum: Money Management
- Topic: How to manage position sizing better?
- Replies: 10
- Views: 7237
Two ideas - first, try to develop some method of identifying when markets are ranging, independent of your BB system signals, and only take your BB signals when this method indicates a ranging market. Second, add some kind of filter (candlesticks?) to tell you that price is reacting positively to th...
- Mon Oct 18, 2010 5:16 pm
- Forum: Testing and Simulation
- Topic: ODD Data in DX
- Replies: 7
- Views: 5068
- Fri Oct 08, 2010 4:24 pm
- Forum: Testing and Simulation
- Topic: Moving Median: a better indicator than Moving Average?
- Replies: 4
- Views: 7580
It doesn't surprise me at all that a moving median performs worse (Jez Liberty's blog post) than a moving average, in terms of a crossover system; the whole idea of robust in the context of a median is that it is resistant to change despite changes in the underlying data. This being the case, why wo...
- Wed Sep 15, 2010 12:57 pm
- Forum: Custom C++ or Java Platforms
- Topic: C#
- Replies: 0
- Views: 5517
C#
Those people interested in coding in C# might find this site http://www.forexcodesource.com/index.php/Main_Page of use. It has open source code for numerous strategies, indicators & functions as well as 1 minute historical forex data.
- Wed Jul 21, 2010 7:58 am
- Forum: Testing and Simulation
- Topic: Correlation Matrix:
- Replies: 11
- Views: 9035
I would suggest you use R, http://addictedtor.free.fr/graphiques/R ... ?graph=137
- Fri Jun 04, 2010 6:55 am
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10359
- Sun May 16, 2010 9:11 am
- Forum: Testing and Simulation
- Topic: Compute risk when not holding stops
- Replies: 2
- Views: 2631
- Tue May 11, 2010 4:20 pm
- Forum: Money Management
- Topic: Ralph Vinces new Leverage Space Model?
- Replies: 6
- Views: 7224
Roscoe said
http://r-forge.r-project.org/projects/lspm/
Collaborate with these people?I am working on it at the moment. Could take a while though, don't wait up.
http://r-forge.r-project.org/projects/lspm/
- Wed Apr 28, 2010 5:45 pm
- Forum: Testing and Simulation
- Topic: Editing CSI files
- Replies: 5
- Views: 3979
- Tue Mar 16, 2010 6:40 pm
- Forum: Money Management
- Topic: Losing is fate if Winning ratio is 50%?
- Replies: 5
- Views: 5725
You appear to be confused by the mathematics: if your wins and losses are equal then a 50% winning probability is break even, anything less than a 50% winning probability will obviously be a net losing situation. Similarly, if your wins are twice the size of losses a 33% winning probability is break...
- Wed Jan 13, 2010 6:01 am
- Forum: Custom C++ or Java Platforms
- Topic: Dreaming up the ultimate contract stitching software
- Replies: 13
- Views: 15225
- Mon Dec 14, 2009 4:54 pm
- Forum: Testing and Simulation
- Topic: Quantification of system robustness
- Replies: 27
- Views: 20828
- Mon Nov 16, 2009 4:13 pm
- Forum: Trend Indicators and Signals
- Topic: How Do You Push A Good Holding Out to Make Room for Better?
- Replies: 5
- Views: 6857
Maybe some form of maximum favourable excursion analysis? If testing shows that a profitable trade that has been open for 'x' period of time normally has potential for 'y' further gains, whereas a new trade on average has potential for 'z' gains, then if z > y replace the trade, if z < y don't repla...
- Thu Oct 22, 2009 5:41 am
- Forum: Testing and Simulation
- Topic: Ladies & Gentlemen: Please prepare your responses.
- Replies: 8
- Views: 5399
- Tue Sep 22, 2009 10:57 am
- Forum: Money Management
- Topic: Managing various accounts
- Replies: 1
- Views: 3110
- Wed Sep 09, 2009 3:06 pm
- Forum: Testing and Simulation
- Topic: Excel as a position/money manager
- Replies: 3
- Views: 3157
You could use the macro recorder to record a VBA routine to simply automatically copy and paste the contents of the live updated cell into another column and then save. If you use the COUNT or COUNTA functions, the new values could be appended to the bottom of this column, thereby giving you a perma...
- Tue Sep 01, 2009 8:17 pm
- Forum: Testing and Simulation
- Topic: Exits not more important than entries?
- Replies: 7
- Views: 6629
As a follow up to my original post I thought I would put up another graph with a slightly different entry. The signal to enter is exactly the same (the indicator lines both being > or < previous levels) but instead of entering at the open the next day the entry is on a stop placed 1 tick above the 2...
- Sun Aug 23, 2009 2:52 pm
- Forum: Testing and Simulation
- Topic: Exits not more important than entries?
- Replies: 7
- Views: 6629
- Sun Aug 23, 2009 1:46 pm
- Forum: Testing and Simulation
- Topic: Exits not more important than entries?
- Replies: 7
- Views: 6629
Exits not more important than entries?
I am sure many are familiar with the adage that good exits are more important than entries, even to the extent that a random entry coupled with a good exit can be a viable entry/exit system. Personally I have always thought that a good entry is something worth working towards in the belief that a go...