Search found 16 matches
- Thu Feb 10, 2005 11:59 pm
- Forum: Testing and Simulation
- Topic: Trade sequencing
- Replies: 8
- Views: 7863
strong and back-tested reasons Hmmm... sounds like a good argument for leaving it as user defined code in a trading blox rather than something Veritrader does automatically. Another alternative to randomization would be to rank them based on some measure of technical strength, RSI, Efficiency Ratio...
- Thu Dec 30, 2004 1:01 pm
- Forum: Testing and Simulation
- Topic: How Do YOU Simulate?
- Replies: 7
- Views: 7436
- Wed Dec 29, 2004 7:04 pm
- Forum: Brokers
- Topic: Stop Order Acceptance
- Replies: 17
- Views: 19169
- Mon Dec 27, 2004 2:37 pm
- Forum: Testing and Simulation
- Topic: How Do YOU Simulate?
- Replies: 7
- Views: 7436
Speed
Ro wrote: I would be very interested to hear some objective opinions on this subject from someone, perhaps more seasoned than myself in using mechanical trading systems, who has tested some of the other products mentioned here. If you really want to see the lights dim, try coding in some calculation...
- Sun Nov 14, 2004 9:05 pm
- Forum: Custom C++ or Java Platforms
- Topic: C++ Platform Design - Speed vs. Complexity
- Replies: 16
- Views: 27082
CSI survivor data
I know that opening the stockfact2.adm one of the first symbols I found was for Dr. Pepper, so I believe its possible to include delisted symbols and find this on CSI API help page: 4.1.1.3 Func: FindMarketNumber FindMarketNumber searches an internal database (cdbfacts.adm) for any exact match to th...
- Tue Sep 28, 2004 10:00 pm
- Forum: Futures Markets
- Topic: does anyone have
- Replies: 5
- Views: 5958
- Tue Sep 14, 2004 3:30 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 153984
- Tue Sep 14, 2004 3:00 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 153984
- Mon Jun 21, 2004 3:44 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 44041
- Thu Mar 25, 2004 12:17 pm
- Forum: Futures Markets
- Topic: What course would you suggest?
- Replies: 9
- Views: 15498
- Tue Mar 23, 2004 8:10 pm
- Forum: Futures Markets
- Topic: Trading strategies and discussion
- Replies: 13
- Views: 13101
- Sat Jan 31, 2004 2:40 pm
- Forum: Testing Software
- Topic: Trading System Languages Likes and Dislikes
- Replies: 31
- Views: 31095
Examples
1) Filter simultaneous day signals for all markets prior to sizing based on trend strength
2) assign risk percent differently based on type of trade
i.e. 1st unit, strong trend late trend addon, etc.
3) scale out or adjust stop daily based on aggregrate potfolio risk
2) assign risk percent differently based on type of trade
i.e. 1st unit, strong trend late trend addon, etc.
3) scale out or adjust stop daily based on aggregrate potfolio risk
- Wed Jan 28, 2004 12:06 am
- Forum: Testing Software
- Topic: Trading System Languages Likes and Dislikes
- Replies: 31
- Views: 31095
Languages
Hi Forum Mgmnt, I too voted that they all stink, but not so much for reasons related to specific language syntax, but as a result of design decisions made to appeal to the largest market possible. While there is nothing wrong with having a larger market, I haven't been able to understand why the one...
- Tue Dec 16, 2003 5:09 pm
- Forum: Money Management
- Topic: Correlation
- Replies: 19
- Views: 16482
I believe a couple of observations are worthwhile: 1) The pertinent time window of correlation is the same as the expected trade duration. For short term strategies, correlation drift over 6 months probably doesn't matter. For longer time frames, a generalized algorithm such as close and loose corre...
- Thu Jul 17, 2003 11:26 pm
- Forum: Trader Psychology
- Topic: Please Understand Me: Character and Temperament Types
- Replies: 21
- Views: 27299
- Sat Jul 12, 2003 10:26 pm
- Forum: Testing and Simulation
- Topic: Benchmark Test Data
- Replies: 15
- Views: 15647