Search found 69 matches
- Tue Jul 26, 2011 6:40 pm
- Forum: Testing and Simulation
- Topic: Traders, learning to write computer programs
- Replies: 20
- Views: 13404
As a novice in programming where would you begin - c++ for dummies ? A script based language is much easier to learn and also much faster to write code in. You only need languages like Java and C++ if you need ultra-high performance code. I recommend either using the R statistical package (it uses ...
- Sat Jun 18, 2011 1:23 pm
- Forum: Forex
- Topic: Obtaining forex intraday data
- Replies: 8
- Views: 11318
Update for anyone else interested in this: If you sign-up for SierraChart, it lets you download and export a few years worth of FXCM forex data with 1 second resolution for free. SierraChart's own costs are pretty minimal. For anything longer term (or more authoritative), Jez Liberty's recommendatio...
- Mon May 23, 2011 7:33 pm
- Forum: Testing and Simulation
- Topic: Has anyone tried using Fractal properties for testing?
- Replies: 5
- Views: 4072
In my experience different timeframes are similar in the sense that prices move up, down and sideways on a chart of any time resolution. However, once you get to the point of actually exploiting a particular price behavior via a trading system, you find that the similarity is often purely superficia...
- Fri May 20, 2011 4:31 pm
- Forum: Testing and Simulation
- Topic: Anyone using MatLab, Octave, SciPy, the Language R
- Replies: 22
- Views: 19411
- Thu May 19, 2011 6:37 pm
- Forum: Testing and Simulation
- Topic: Anyone using MatLab, Octave, SciPy, the Language R
- Replies: 22
- Views: 19411
I've been using R for all of my trading model development and analysis and have been very pleased with it. One major caveat: if you use looping in your code, then as with most scripting languages, this is going to be slower than molasses. R is only fast if you are able to vectorize your code. Fortun...
- Sun Jan 16, 2011 4:51 pm
- Forum: Forex
- Topic: Obtaining forex intraday data
- Replies: 8
- Views: 11318
Another option (which I have used) is to download historical data from the forex trading company they are associated with: OANDA. How was the quality of the Oanda data? I had previously looked at FXCM data and saw some unexplained time gaps in their data. I've also seen that some providers (both FX...
- Sun Jan 16, 2011 1:46 am
- Forum: Forex
- Topic: Obtaining forex intraday data
- Replies: 8
- Views: 11318
Obtaining forex intraday data
Does anyone know of a good source to purchase quality intraday (1 min resolution or less) historical data for the various forex pairs? I've been using Tickdata as my primary intraday data source, however, they only have currency futures and not spot forex. Currency futures have historically been pre...
- Sun Feb 05, 2006 4:24 am
- Forum: Data Providers and other non testing software
- Topic: ;-)
- Replies: 2
- Views: 4401
- Wed Oct 19, 2005 1:35 pm
- Forum: Stocks
- Topic: Short SPYders or the SP 500 futures?
- Replies: 4
- Views: 7638
- Thu Apr 21, 2005 3:49 am
- Forum: Testing and Simulation
- Topic: 20/10 Channel Breakout Results In Mechanica
- Replies: 5
- Views: 6272
- Wed Mar 16, 2005 8:15 pm
- Forum: Testing and Simulation
- Topic: Encoding geometric patterns
- Replies: 5
- Views: 5550
- Wed Mar 16, 2005 6:27 pm
- Forum: Testing and Simulation
- Topic: Encoding geometric patterns
- Replies: 5
- Views: 5550
Encoding geometric patterns
Has anyone seen any good algorithms for identifying various geometric formations on price charts? In particular, things like spotting minor/major support and resistance levels, identifying consolidation channels, etc. Basically things that are pretty easy to spot on a chart through visual inspection...
- Wed Mar 02, 2005 4:42 am
- Forum: Data Providers and other non testing software
- Topic: SierraChart and SCMagic
- Replies: 0
- Views: 3900
SierraChart and SCMagic
Does anyone have experience with the "tick data" backfill service from SCMagic for SierraCharts? The actual data they provide is just basic OHLC-volume with 2 second resolution, which is not exactly tick data. I'm curious if anyone has compared the resulting chart with real tick charts, to...
- Fri Feb 25, 2005 2:56 am
- Forum: Testing Software
- Topic: Charting historical intraday data?
- Replies: 2
- Views: 4582
- Sun Sep 19, 2004 10:57 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 150994
Also, if I may indulge with a follow-up, assuming that the oft-quoted statistic that 90% of options expire worthless is broadly correct, This 90% number strikes me as entirely meaningless unless we know the net value of those that expire worthless vs those that are in the money. Imagine an option s...
- Sun Sep 19, 2004 12:14 am
- Forum: Testing and Simulation
- Topic: Historical tick-by-tick stocks data
- Replies: 3
- Views: 4573
- Thu Aug 26, 2004 5:02 pm
- Forum: Testing and Simulation
- Topic: Toby Crabel's methodology
- Replies: 8
- Views: 14378
One observation I've made while testing patterns, is that when you dont have a very large sample size to work with, it's sometimes better to simplify your data rather than looking at raw trade results. For instance, initially I spent some time algorithmically searching for patterns on one sample set...
- Thu Aug 26, 2004 3:07 pm
- Forum: Trend Indicators and Signals
- Topic: has anyone studied Toby Crabel's ideas?
- Replies: 6
- Views: 9097
One of the main challenges that I see with Crabel's methodology, is that he looks to create a list of price patterns, that he in turn uses to confirm his main setup. However, many of the patters have so few trades, that it's not clear how anyone can verify them statistically with any degree of certa...
- Tue Aug 24, 2004 2:33 am
- Forum: Testing and Simulation
- Topic: Toby Crabel's methodology
- Replies: 8
- Views: 14378
Toby Crabel's methodology
I was recently rereading Toby Crabel's book, and here's how I see his methodology. 1) Identify a relatively common trade setup with a positive expectation (in his case Opening Range Breakout) 2) Analyze the preceeding price action to see if some price patterns are more likely to result in the primar...
- Tue Jul 20, 2004 3:34 pm
- Forum: Money Management
- Topic: portfolio management
- Replies: 2
- Views: 4536
Figure out the correlation between your two strategies, and then you can figure out the proper size allocation. Of course all stock indexes are highly correlated during extreme moves, so if your systems tell you to go long in both at the same time, I would reduce the amount allocated. As to how much...