Search found 7 matches
- Wed Nov 16, 2011 8:51 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27370
I am taking a different approach and am testing systems on accounts at the $30k and $50k levels. Initially I built portfolios of markets with margins of less than $5,000. From there I tested various parameters across the whole group and then started weeding out those markets that had lower profit fa...
- Wed Oct 26, 2011 8:17 am
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 96028
- Tue Oct 25, 2011 8:37 am
- Forum: Futures Markets
- Topic: Trading Global Markets: Up all night?
- Replies: 1
- Views: 2090
Trading Global Markets: Up all night?
Those of you that trade global markets--how do you do it?
Are you up at all hours or do you just let a computer auto-trade?
Are you up at all hours or do you just let a computer auto-trade?
- Tue Oct 25, 2011 8:32 am
- Forum: Testing and Simulation
- Topic: Suggestions on the backtesting process
- Replies: 4
- Views: 3523
Yes, I saw that, thank you. Was just reading a post by AFJ about how dramatically the results can change just by changing one parameter such as earn interest from on to off. That's exactly what I've experienced. Being a nube, the the fact that there are so many parameters that can have an impact and...
- Wed Oct 19, 2011 8:13 am
- Forum: Testing and Simulation
- Topic: Suggestions on the backtesting process
- Replies: 4
- Views: 3523
Suggestions on the backtesting process
Couldn't find any posts related to this. If there are threads related to this just let me know.. It's easy to test a gazillion parameters with TB. Any suggestions on the best way to track/process the results? For instance, using a spreadsheet the shows the system, parameter settings, date range, etc.?
- Wed Oct 19, 2011 7:59 am
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 96028
New Turtle System
You said: IF (order.IsEntry != TRUE) THEN IF (FindString(order.executionType, "Stop") != -1) THEN ' order.Reject( "So called stops are not honored" ) ENDIF ENDIF Sluggo reminded me today that the 3rd line of the Can Fill Order Script of the Thermal BBBO RM Blox needs to be "...
- Fri May 29, 2009 9:06 am
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 16927
intraday data
I have been wrestling with the issue of intraday (1 min) data for years. I subscribe to IQFeed and IB and use QColletor. That allows me to download as much data as I want. The IQFeed data only goes back about a year and a half, so I've tried to come up with ways that I can create an intraday data wa...