Search found 45 matches

by Chris Murphy
Thu Nov 20, 2003 8:54 pm
Forum: Testing and Simulation
Topic: Synthetic instruments, based on indicators
Replies: 11
Views: 7177

What a joke!
by Chris Murphy
Sat Oct 18, 2003 5:00 pm
Forum: Testing and Simulation
Topic: C++ Sim
Replies: 5
Views: 4644

I really can't say what the differences are. I'm not all that familiar with VB so the differences aren't apparent to me. So far I would say that VB.NET and C#.NET are very similar... the difference between them seems to just be nuiances in the syntax. C# isn't all that hard to learn if you have a ba...
by Chris Murphy
Fri Oct 17, 2003 6:21 pm
Forum: Testing and Simulation
Topic: C++ Sim
Replies: 5
Views: 4644

I would try vb.net. This will be easier than learning c++ since you have a vb background. Try this book... its very good. Visual Basic.NET Coach by Salvage, Jeff You can get it used on Amazon for less than $30 and its retail is $75. Lots of universities use Jeff's books in the classroom. I'm using i...
by Chris Murphy
Thu Sep 11, 2003 5:11 pm
Forum: Testing and Simulation
Topic: Random Trades
Replies: 12
Views: 10859

Mark,

As always, you are a much appreciated member of this board. Great post showing how it's just statistical noise. Good post.

Chris
by Chris Murphy
Tue Aug 26, 2003 2:29 pm
Forum: Trend Indicators and Signals
Topic: Kaufman's Adaptable Moving Average
Replies: 10
Views: 8425

Could anyone please post how to calculate KAMA?

Thanks,

Chris
by Chris Murphy
Mon Aug 11, 2003 4:51 pm
Forum: Testing and Simulation
Topic: Stat analysis of curve-fitting
Replies: 16
Views: 10961

Sir G, I would only feel comfortable if I used the same parameters for both long and short. I would feel comfortable using different values for the parameters if I could understand why they should be different statistically or theoretically. If I simply optimized them to different values I would not...
by Chris Murphy
Wed Aug 06, 2003 10:57 am
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 33293

Another C#.NET Library is at:

http://quantlib.org/

enjoy 8)
by Chris Murphy
Tue Aug 05, 2003 8:48 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 33293

Ok, I understand. Its not that the program is limited but that its transferability to others is limited. I thought about that as well. Since it was only $99 ( goes up to $599 in October ) I figured it was a great deal for doing the testing part. Later on I will dive in and do the hard coding. I don'...
by Chris Murphy
Tue Aug 05, 2003 5:14 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 33293

Here is a link to the TA-LIB C#.NET version:

http://cvs.sourceforge.net/cgi-bin/view ... ib/dotnet/

Chris
by Chris Murphy
Tue Aug 05, 2003 4:44 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 33293

Karakoram, Here is a website that has C# source code for technical analysis: http://www.modulusfe.com/welcome.asp Note, that currently they do not provide a backtesting engine. Later this year they are coming out with one though. As Sir G. is, I'm also curious what about QuantStudio won't work for y...
by Chris Murphy
Tue Aug 05, 2003 2:09 pm
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 46234

ENTJ
by Chris Murphy
Thu Jul 31, 2003 11:26 am
Forum: Custom C++ or Java Platforms
Topic: .NET platform for stand alone applications..
Replies: 5
Views: 7709

Just downloaded the iCSharpCode.NET Application. Will use it and post back any good/bad feedback.

Chris
by Chris Murphy
Wed Jul 30, 2003 9:21 am
Forum: Testing and Simulation
Topic: Long Term vs. Short Term Strategies
Replies: 8
Views: 7391

I consider the difference to be based on the number of trades in a given time t and the average length of each position held. For example. If in 360 days you place 30 trades with each trade lasting on the average 4 days that would be a short-term swing trading system. Swing trading just means that y...
by Chris Murphy
Fri Jul 25, 2003 12:45 pm
Forum: Money Management
Topic: Selecting Markets to Trade
Replies: 14
Views: 9661

Yes, that does. Is your market selection then subjective or do you have some general rules ( speaking of things more complex than simply enough liquidity and volume )?
by Chris Murphy
Fri Jul 25, 2003 11:50 am
Forum: Money Management
Topic: Selecting Markets to Trade
Replies: 14
Views: 9661

Bollinger, your response makes a lot of sense to me. You have to strike a balance between ROR, Volatility/Risk, and Margin requirements that you feel comfortable with. Because you can't trade everything under the sun you pick what markets have worked well in the past, not necessarily ideal but bette...
by Chris Murphy
Thu Jul 24, 2003 9:34 pm
Forum: Testing and Simulation
Topic: S&P 500
Replies: 14
Views: 9566

Yes, oddball. Thanks, got just what I was looking for...gonna have fun coding tonight :D
by Chris Murphy
Thu Jul 24, 2003 12:49 pm
Forum: Trader Psychology
Topic: Please Understand Me: Character and Temperament Types
Replies: 21
Views: 20873

Nathan, I agree on the "flip switching" but I have a name for it, "Work hard, Play hard." When I work I'm a total introvert and can study for hours on end but if I'm not working then I'm partying. There's no middle ground for me, this last year if it I wasn't studying for school or the CPA exam I wa...
by Chris Murphy
Thu Jul 24, 2003 11:07 am
Forum: Money Management
Topic: Selecting Markets to Trade
Replies: 14
Views: 9661

Damian, I see how my post was confusing. Let me clarify. My agreement was in terms of the stock market. The more stock you own the more you become the market and your performance will thus mimic the market. In terms of commodities I don't see how this applies unless it is being suggested that the mo...
by Chris Murphy
Thu Jul 24, 2003 10:22 am
Forum: Money Management
Topic: Selecting Markets to Trade
Replies: 14
Views: 9661

[quote]
I find “broad diversification to be a hedge against ignorance.â€
by Chris Murphy
Thu Jul 24, 2003 9:16 am
Forum: Money Management
Topic: Selecting Markets to Trade
Replies: 14
Views: 9661

I'm not recycling ideas Hiramon if thats what your suggesting. Just trying to raise a debate and view all sides of opinion, that is what this forum is for. Also, I've never said this is for my thesis, I'm doing a self designed course and am trying to decide on my topic.