Search found 10 matches
- Mon Oct 06, 2003 4:33 am
- Forum: Forex
- Topic: Backtesting and Accounting for Carry
- Replies: 17
- Views: 24755
Re: Backtesting and Accounting for Carry
Just history: http://www.forexhistory.com/History/HistoryArh97.htm http://www.forexhistory.com/History/HistoryArh98.htm http://www.forexhistory.com/History/HistoryArh99.htm http://www.gelium.net/History/HistoryArh00.htm http://www.forexhistory.com/History/HistoryArh01.htm http://www.gelium.net/Histo...
- Sat Sep 20, 2003 7:16 am
- Forum: Trend Indicators and Signals
- Topic: Butterworth Band Pass Filter
- Replies: 10
- Views: 13111
Re: Butterworth Band Pass Filter
http://www.dspguide.com/
The Scientist and Engineer's Guide to Digital Signal Processing by Steven W. Smith, Ph.D.
The Scientist and Engineer's Guide to Digital Signal Processing by Steven W. Smith, Ph.D.
- Fri Sep 19, 2003 9:08 am
- Forum: Trend Indicators and Signals
- Topic: Butterworth Band Pass Filter
- Replies: 10
- Views: 13111
Re: Butterworth Band Pass Filter
{***************************************** Description: 3-pole Butterworth type Lowpass filter Provided By: DT (c) 2000 ****************************************} Input: Price(Numericseries), Period(Numericsimple); Vars: Coeff_a(0), Coeff_b(0), Coeff_c(0), Filter(0); if Period > 0 then begin Coeff_a ...
- Fri Sep 19, 2003 8:59 am
- Forum: Trend Indicators and Signals
- Topic: Trend Strength
- Replies: 9
- Views: 19692
- Thu Sep 18, 2003 11:25 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 101239
- Thu Sep 18, 2003 9:25 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 101239
Re: Surprise
I am a little surprised there was no discussion of Monte Carlo Simulations, as they are great for determining max drawdowns, especially if you are going to use 20 years of data to find out trade distributions as c.f. recommends. freeware MonteCarlo (BootStrap) program for Excel- BootStrapIt!. :roll:
- Thu Sep 18, 2003 9:19 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 101239
just mine 0,2$
So I am curious what each of you uses to determine what makes a good system. - Forum Mgmnt Hi, c.f. Every measure that you said, came from inside of system , with "MM-optimization" i can make any numbers :cry: So we need something that not depend from system, I now only one thing - ZigZag...
- Thu Sep 04, 2003 12:10 pm
- Forum: Stocks
- Topic: A mechanical trend following approach with stocks
- Replies: 2
- Views: 8971
Re: A mechanical trend following approach with stocks
I wonder if you could give me an example of a system/strategy that would give me a base to work off, similar to the turtle system you outline for futures. Heres one: NRTR - Nick Rypock Trailing Reverse System. Basic Functions for Omega Trade Station 2000i Article about (in russian) http://konkop.na...
- Wed Jun 18, 2003 8:32 am
- Forum: Testing and Simulation
- Topic: Win/ loss ratio and system expectancy
- Replies: 16
- Views: 16875
Re: Win/ loss ratio and system expectancy
%Win*AverageWin=%Loss*AverageLoss
Just a picture
- Mon May 26, 2003 7:54 am
- Forum: Testing and Simulation
- Topic: R multiples & Expectency
- Replies: 8
- Views: 9665
Hey Damian, I have no idea what PGO is. Do you think we need a thread for people like us who want to share information and ideas about this? Some info :) The difference between the entry point and the stop loss point multiplied by the number of lots is the starting risk or 1 R2, independent of how ...