Search found 4 matches

by Daedalus
Mon Aug 16, 2010 5:13 am
Forum: Data Providers and other non testing software
Topic: First Strike, open times and EOD data
Replies: 3
Views: 3199

Fortunately, I'm not superstitious either. Just trying to master my craft :)
by Daedalus
Sun Aug 15, 2010 6:12 pm
Forum: Data Providers and other non testing software
Topic: First Strike, open times and EOD data
Replies: 3
Views: 3199

First Strike, open times and EOD data

Hi, I'm researching a system based on Leonardo's First Strike, and get satisfactory results using the EOD open prices. However, the First Strike rules say to use "00:00 Central Standard Time" on Monday for the open price. The open price in my data is 10 hours before that. When I do real ti...
by Daedalus
Sun Jul 04, 2010 3:00 am
Forum: Trend Indicators and Signals
Topic: Filtering trade entry signals
Replies: 11
Views: 21371

Hi Sluggo, Thank you for putting this up, I get the picture. I see there's significant correlation between the number of trades and the success of the system. To elaborate on my code above, the max(...) element was to bypass the < 1 contract filter i.e. to trade every signal. This was a remnant from...
by Daedalus
Fri Jul 02, 2010 3:28 am
Forum: Trend Indicators and Signals
Topic: Filtering trade entry signals
Replies: 11
Views: 21371

Hi, I'm new to TB, so I'm still feeling my way. I think I'm getting the hang of it though... I downloaded this system and ran it, but it doesn't get anywhere near the CAGR for me. I get between 5-6% using the sample data futures, which is an order of magnitude less than the results shown above. It m...