Search found 98 matches

by babelproofreader
Mon Sep 26, 2011 10:34 am
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 17533

maybe look at the qqqs to see if a technical indicator on the general market may tip me off...
Wouldn't this be akin to adding a filter to you system, and thereby changing it?
by babelproofreader
Mon Aug 22, 2011 8:05 pm
Forum: Futures Markets
Topic: Historical Futures Charts
Replies: 3
Views: 2247

Maybe something from here can help you.
by babelproofreader
Fri Aug 12, 2011 3:36 pm
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 10811

I found the Metatrader to R interface I mentioned above here. You might be able to cannibalise some of the code for your purposes; it's all open source.
by babelproofreader
Thu Aug 11, 2011 12:55 pm
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 10811

Can this conveniently be used as a substitute for CSI for order generation in Blox? I'm not a user of CSI or Blox, but I would say the answer is almost definitely yes. I have read online about Metatrader scripts to automate history export to ASCII files, which could then be imported to Blox. For en...
by babelproofreader
Thu Aug 11, 2011 11:57 am
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 10811

can I run a simple script to close x% of all open positions? I have seen scripts/EAs available online (Google gets many hits) to close all open positions/cancel pending orders etc. so I'm sure it would be trivial to change these to close X% of open positions. I too have recently looked at Metatrade...
by babelproofreader
Thu Aug 04, 2011 6:53 am
Forum: Money Management
Topic: How to take profit?
Replies: 7
Views: 6629

If you can identify when a market is trending and not ranging why would you want to take profits in a trending market? Why not just follow the trend with some form of trailing stop? The exception to this general approach might be if you can identify in advance when a trend will end, and if you can d...
by babelproofreader
Thu Aug 04, 2011 6:35 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 19559

I notice that you are in New York so this might not be possible for you, but you could investigate spread betting and CFDs.
by babelproofreader
Wed Aug 03, 2011 10:18 am
Forum: Money Management
Topic: How to take profit?
Replies: 7
Views: 6629

Before considering a "take profits" approach it is necessary to try to determine what type of market you are in. If the market is trending, an arbitrary "take profit" level will undoubtedly leave money on the table by getting out too soon. On the other hand, if the market is ranging a "take profit" ...
by babelproofreader
Tue Jul 26, 2011 7:43 pm
Forum: Testing and Simulation
Topic: Traders, learning to write computer programs
Replies: 20
Views: 9279

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 a language called "S", which is easy to learn and provides one with l...
by babelproofreader
Fri Jul 15, 2011 1:09 pm
Forum: Testing and Simulation
Topic: CTA performance data
Replies: 28
Views: 14364

Any good resources online that display CTA / managed futures performance? I recently posted this link on another blog as part of an attempt to contribute to that particular discussion, and which frankly was a waste of time. All I got were links to other parts of the blog which did nothing but pan o...
by babelproofreader
Fri Jun 24, 2011 12:31 pm
Forum: Testing Software
Topic: "Raw" results data export from TBB / automated dai
Replies: 7
Views: 4464

I think that many of the statistical tests you might want to perform would be included in the PerformanceAnalytics R package. If so, I am sure that it would be trivially easy to extract the necessary returns from TB for input to said package.
by babelproofreader
Sat May 21, 2011 9:48 am
Forum: Testing and Simulation
Topic: Anyone using MatLab, Octave, SciPy, the Language R
Replies: 22
Views: 14104

Qsquare Just curious, what kinds of things can Octave do that R can't? What I currently code in Octave I could do equally well in R. I just happen to use Octave because I was introduced to it first and have many .oct functions and scripts already written for Octave. However, like you, I can envisage...
by babelproofreader
Fri May 20, 2011 10:47 am
Forum: Testing and Simulation
Topic: Anyone using MatLab, Octave, SciPy, the Language R
Replies: 22
Views: 14104

Hi longmemory, Great name Thanks Have you read George Steiner's After Babel? No Connection to TBB: do you in any way move data between them? How? I do not use TBB, or any other trading software, in any way. Frankly; and I don't mean this as a criticism of either TBB or those who have paid for and us...
by babelproofreader
Thu May 19, 2011 3:01 pm
Forum: Testing and Simulation
Topic: Anyone using MatLab, Octave, SciPy, the Language R
Replies: 22
Views: 14104

I have been using Octave, R and Gnuplot, along with a few sed scripts, for several years now for all my trading related activities.
by babelproofreader
Mon May 16, 2011 6:40 am
Forum: Testing and Simulation
Topic: Reverse Engineering System Parameters
Replies: 11
Views: 4530

One way to practise one's reverse engineering skills, or to glean new trading ideas, is to go to the Collective2 site, choose a system which interests you, download the hypothetical track record which, by the way, explicitly gives times and dates of entries and exits, read the system description for...
by babelproofreader
Fri May 06, 2011 7:22 pm
Forum: Testing and Simulation
Topic: Reverse Engineering System Parameters
Replies: 11
Views: 4530

Whilst I think Sluggo's approach is eminently doable, I would ask to what purpose? Even if you knew the exact day and price of entries and exits you wouldn't be able to discern the logic behind them. Would you even be able to tell whether the trades were systematic or discretionary, technical or fun...
by babelproofreader
Sat Apr 09, 2011 2:11 pm
Forum: Forex
Topic: Obtaining forex intraday data
Replies: 8
Views: 8033

Just learned about http://truefx.com.
by babelproofreader
Mon Jan 31, 2011 8:18 am
Forum: Data Providers and other non testing software
Topic: Trading Record Keeping Software
Replies: 8
Views: 6307

I would recommend R. Since you already have a spreadsheet by default you also have CSV files that can easily be imported in to R. A series of R packages specifically for finance is outlined here
by babelproofreader
Mon Jan 17, 2011 3:36 pm
Forum: Forex
Topic: Obtaining forex intraday data
Replies: 8
Views: 8033