Search found 49 matches
- Wed Feb 16, 2011 8:41 pm
- Forum: Testing and Simulation
- Topic: Blending noncorrelated (or anti-correlated) equity curves
- Replies: 50
- Views: 47835
- Fri Jan 21, 2011 8:34 pm
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15368
- Wed Jan 19, 2011 1:57 am
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15368
Ditto. Also interested in Sluggo's comment about appropriate goodness function when using an adaptive search method. Makes some intuitive sense but can't profess to understand all the logic links. Also, curious what the concept is behind (RAR * %BarsProfitable/StDev) and what is meant by %BarsProfit...
- Sun Jan 16, 2011 3:17 pm
- Forum: Forex
- Topic: Obtaining forex intraday data
- Replies: 8
- Views: 12332
Check out DTN IQFeed. LINK
- Mon Nov 08, 2010 8:03 pm
- Forum: Testing and Simulation
- Topic: Many systems + few instruments? Or, Few Sys + Many Instr?
- Replies: 14
- Views: 13222
Many systems + few instruments? Or, Few Sys + Many Instr?
Assuming Sluggo trades his 156 market “kitchen sinkâ€
- Mon Oct 18, 2010 3:59 pm
- Forum: Testing and Simulation
- Topic: ODD Data in DX
- Replies: 7
- Views: 5078
- Thu Jul 01, 2010 8:47 am
- Forum: Testing and Simulation
- Topic: Being clever about which contract to pick? (roll yield)
- Replies: 10
- Views: 10270
Why not trade Spot Brent or WTI directly? Scroll down to end of http://www.gft.com.au/sheets/cfd/commodities.asp
- Mon Jun 21, 2010 10:44 pm
- Forum: Testing and Simulation
- Topic: Using TB For forex trading
- Replies: 6
- Views: 4113
- Mon Jun 21, 2010 8:56 pm
- Forum: Testing and Simulation
- Topic: Using TB For forex trading
- Replies: 6
- Views: 4113
- Tue Jun 01, 2010 3:55 pm
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10381
- Mon Mar 15, 2010 11:30 pm
- Forum: Testing and Simulation
- Topic: Can Expectancy be positive and CAGR negative?
- Replies: 3
- Views: 3505
- Mon Mar 15, 2010 10:15 pm
- Forum: Testing and Simulation
- Topic: Can Expectancy be positive and CAGR negative?
- Replies: 3
- Views: 3505
Can Expectancy be positive and CAGR negative?
Noticed some test results with negative CAGR but slightly positive expectancy - initially thought formula/calculation must be wrong but now believe it is possible as shown in the attached simple example.
Any thoughts on why it is possible?
Any thoughts on why it is possible?
- Tue Nov 24, 2009 1:40 pm
- Forum: Testing and Simulation
- Topic: What is the use of the Semideviation ratio?
- Replies: 9
- Views: 6164
- Fri Nov 20, 2009 4:54 pm
- Forum: Testing and Simulation
- Topic: What is the use of the Semideviation ratio?
- Replies: 9
- Views: 6164
- Thu Nov 19, 2009 3:16 pm
- Forum: Testing and Simulation
- Topic: What is the use of the Semideviation ratio?
- Replies: 9
- Views: 6164
- Mon Nov 16, 2009 6:35 pm
- Forum: Testing and Simulation
- Topic: What is the use of the Semideviation ratio?
- Replies: 9
- Views: 6164
- Mon Nov 16, 2009 2:59 pm
- Forum: Testing and Simulation
- Topic: What is the use of the Semideviation ratio?
- Replies: 9
- Views: 6164
- Sun Nov 15, 2009 5:16 pm
- Forum: Testing and Simulation
- Topic: Does TBB support walk-forward tests?
- Replies: 10
- Views: 9763
- Fri Nov 13, 2009 5:45 pm
- Forum: Testing and Simulation
- Topic: What is the use of the Semideviation ratio?
- Replies: 9
- Views: 6164
What is the use of the Semideviation ratio?
[MOD]: In reaction to this piece of code in the Blox Marketplace : Semideviation Ratio performance statistic , bobsyd comments: Not sure I understand the point of having the threshold. Notice you set the default at 15. But what if you set the parameter to 0 or to 30. The calculated numbers would ob...
- Tue Nov 10, 2009 6:21 pm
- Forum: Testing and Simulation
- Topic: Does TBB support walk-forward tests?
- Replies: 10
- Views: 9763