Search found 98 matches

by babelproofreader
Mon Nov 15, 2010 5:12 pm
Forum: Data Providers and other non testing software
Topic: Convert ASCII tick data to ASCII 5 minute data ?
Replies: 2
Views: 2333

There is some MATLAB/Octave code here

http://tradingwithmatlab.blogspot.com/2 ... chive.html

which, with some tinkering, should do want you want. You can get Octave from here

http://www.gnu.org/software/octave/
by babelproofreader
Sun Nov 07, 2010 6:22 pm
Forum: Money Management
Topic: How to manage position sizing better?
Replies: 10
Views: 5296

Two ideas - first, try to develop some method of identifying when markets are ranging, independent of your BB system signals, and only take your BB signals when this method indicates a ranging market. Second, add some kind of filter (candlesticks?) to tell you that price is reacting positively to th...
by babelproofreader
Mon Oct 18, 2010 5:16 pm
Forum: Testing and Simulation
Topic: ODD Data in DX
Replies: 7
Views: 3732

If a man speaks in a forest and his wife isn't there to hear him, is he still wrong?
No. He is 100 % right for speaking outside of said wife's earshot.
by babelproofreader
Fri Oct 08, 2010 4:24 pm
Forum: Testing and Simulation
Topic: Moving Median: a better indicator than Moving Average?
Replies: 4
Views: 5359

It doesn't surprise me at all that a moving median performs worse (Jez Liberty's blog post) than a moving average, in terms of a crossover system; the whole idea of robust in the context of a median is that it is resistant to change despite changes in the underlying data. This being the case, why wo...
by babelproofreader
Wed Sep 15, 2010 12:57 pm
Forum: Custom C++ or Java Platforms
Topic: C#
Replies: 0
Views: 3277

C#

Those people interested in coding in C# might find this site http://www.forexcodesource.com/index.php/Main_Page of use. It has open source code for numerous strategies, indicators & functions as well as 1 minute historical forex data.
by babelproofreader
Wed Jul 21, 2010 7:58 am
Forum: Testing and Simulation
Topic: Correlation Matrix:
Replies: 11
Views: 6178

by babelproofreader
Fri Jun 04, 2010 6:55 am
Forum: Testing and Simulation
Topic: CURVE FIT OR GENIUS?
Replies: 15
Views: 7376

Following on from techtrade89's post, another "right way" to test might be i) start with a hypothesis about how markets behave, drawn from observation, theory or experience ii) use Monte Carlo techniques to create synthetic data that have this property and then develop, test and optimise your system...
by babelproofreader
Sun May 16, 2010 9:11 am
Forum: Testing and Simulation
Topic: Compute risk when not holding stops
Replies: 2
Views: 1995

If you are using an average crossover system you could compute the price tomorrow that would give a reversal signal. This price could then be used to calculate risk.
by babelproofreader
Tue May 11, 2010 4:20 pm
Forum: Money Management
Topic: Ralph Vinces new Leverage Space Model?
Replies: 6
Views: 5742

Roscoe said
I am working on it at the moment. Could take a while though, don't wait up.
Collaborate with these people?
http://r-forge.r-project.org/projects/lspm/
by babelproofreader
Wed Apr 28, 2010 5:45 pm
Forum: Testing and Simulation
Topic: Editing CSI files
Replies: 5
Views: 2860

Perhaps you could write an executable script file to alter your .txt file after it has been updated?
by babelproofreader
Tue Mar 16, 2010 6:40 pm
Forum: Money Management
Topic: Losing is fate if Winning ratio is 50%?
Replies: 5
Views: 4385

You appear to be confused by the mathematics: if your wins and losses are equal then a 50% winning probability is break even, anything less than a 50% winning probability will obviously be a net losing situation. Similarly, if your wins are twice the size of losses a 33% winning probability is break...
by babelproofreader
Wed Jan 13, 2010 6:01 am
Forum: Custom C++ or Java Platforms
Topic: Dreaming up the ultimate contract stitching software
Replies: 13
Views: 10127

The code is written in Matlab .... and there really isn't a graphical user interface to change the various settings. Right now I simply edit the source code and flip a bunch of "switches" to tell the program what to do I use Octave, which is the open source equivalent of Matlab, and so the code for...
by babelproofreader
Mon Nov 16, 2009 4:13 pm
Forum: Trend Indicators and Signals
Topic: How Do You Push A Good Holding Out to Make Room for Better?
Replies: 5
Views: 5456

Maybe some form of maximum favourable excursion analysis? If testing shows that a profitable trade that has been open for 'x' period of time normally has potential for 'y' further gains, whereas a new trade on average has potential for 'z' gains, then if z > y replace the trade, if z < y don't repla...
by babelproofreader
Thu Oct 22, 2009 5:41 am
Forum: Testing and Simulation
Topic: Ladies & Gentlemen: Please prepare your responses.
Replies: 8
Views: 3858

The study makes the claim that profits accrued from TA studies are statistically indistinguishable from profits that could be expected from the null hypothesis investment strategy. It does not claim that TA studies are actually unprofitable.
by babelproofreader
Tue Sep 22, 2009 10:57 am
Forum: Money Management
Topic: Managing various accounts
Replies: 1
Views: 2530

You could simply unitize the total value of all investments and allocate units to investors in proportion to their initial investment(s). It would then be very easy to keep track of everything in a spreadsheet.
by babelproofreader
Wed Sep 09, 2009 3:06 pm
Forum: Testing and Simulation
Topic: Excel as a position/money manager
Replies: 3
Views: 2254

You could use the macro recorder to record a VBA routine to simply automatically copy and paste the contents of the live updated cell into another column and then save. If you use the COUNT or COUNTA functions, the new values could be appended to the bottom of this column, thereby giving you a perma...
by babelproofreader
Tue Sep 01, 2009 8:17 pm
Forum: Testing and Simulation
Topic: Exits not more important than entries?
Replies: 7
Views: 4888

As a follow up to my original post I thought I would put up another graph with a slightly different entry. The signal to enter is exactly the same (the indicator lines both being > or < previous levels) but instead of entering at the open the next day the entry is on a stop placed 1 tick above the 2...
by babelproofreader
Sun Aug 23, 2009 2:52 pm
Forum: Testing and Simulation
Topic: Exits not more important than entries?
Replies: 7
Views: 4888

Roger,

Unfortunately there is no spreadsheet available as I do all my development/coding etc. in Octave. I gave up using spreadsheets (Excel) for trading purposes some time ago.
by babelproofreader
Sun Aug 23, 2009 1:46 pm
Forum: Testing and Simulation
Topic: Exits not more important than entries?
Replies: 7
Views: 4888

Exits not more important than entries?

I am sure many are familiar with the adage that good exits are more important than entries, even to the extent that a random entry coupled with a good exit can be a viable entry/exit system. Personally I have always thought that a good entry is something worth working towards in the belief that a go...