Search found 230 matches
- Thu Nov 26, 2015 7:34 am
- Forum: Data Providers and other non testing software
- Topic: Portara & CQG Datafactory - Professional Data Service
- Replies: 17
- Views: 19734
Re: Portara & CQG Datafactory - Professional Data Service
Congratulation Arthur -- really terrific!
- Sat Nov 21, 2015 9:48 am
- Forum: Testing Software
- Topic: Software performance questions
- Replies: 3
- Views: 12307
Re: Software performance questions
I guess "all line up" was a bad choice of words. How about "if all conditions are met":
Code: Select all
IF instrument.time > 1000 AND instrument.time < 1100 AND instrumentDaily.rsi < 10 AND instrument15.rsi < 5 THEN
broker.EnterLongOnOpen
ENDIF
- Fri Nov 20, 2015 4:52 pm
- Forum: Testing Software
- Topic: Software performance questions
- Replies: 3
- Views: 12307
Re: Software performance questions
1. Yes that is fine. I run 30,000 stocks without issue. 6000 stocks of daily data over 2 years is a few minute test. Plus a few minutes to load the data first run -- it is cached in memory after that. If you want to use 1 minute data over 2 years for 6000 stocks then you might need more memory. I wo...
- Fri Jun 05, 2015 12:21 pm
- Forum: Testing and Simulation
- Topic: Exit All Units on Close
- Replies: 4
- Views: 6571
Re: Exit All Units on Close
You can always compute the close at which the moving average will equal a set value x and place the stop close order at that price. Or you could use the After Instrument Open script to place your order (for back testing only). In this script you have access to the current OHLC. n = days in moving av...
- Tue Apr 28, 2015 9:20 am
- Forum: Testing and Simulation
- Topic: Percent Profit Factor
- Replies: 4
- Views: 5469
Re: Percent Profit Factor
I understand using past data no guide to future profit contribution Exactly. Test a basket of 50 markets from 1990-2000 and pick the top 10 based on some criteria like Percent Profit Factor. Then test these 10 markets from 2001-2010. Compare this to having traded all 50 from 2001-2010 or a random s...
- Tue Mar 31, 2015 12:56 pm
- Forum: Testing and Simulation
- Topic: Dual Momentum Gary Antonacci
- Replies: 15
- Views: 33139
Re: Dual Momentum Gary Antonacci
I am wondering why one would want to dissuade people from asking for help in this forum, isn't it part of its function ? No one is obliged to respond. Yes I agree with you, I don't see the advantage, purpose, or greater benefit of the types of responses you have seen in this posting. The forum was ...
- Tue Jan 06, 2015 2:11 pm
- Forum: Stocks
- Topic: Splits - Deriving from CSI
- Replies: 5
- Views: 8572
Re: Splits - Deriving from CSI
We have the actual split data as part of the dividend files from CSI, so we could theoretically use that instead of the "stock split ratio close/uclose" that we use now. However we have not found a reason to as of yet. The close/uclose when adjusted for floating point variations seems to b...
- Tue Jul 01, 2014 8:30 am
- Forum: Stocks
- Topic: CSI Dividend Info
- Replies: 4
- Views: 7639
- Mon Jun 30, 2014 2:42 pm
- Forum: Stocks
- Topic: CSI Dividend Info
- Replies: 4
- Views: 7639
Check the UA/Archives/S folder and open the a0001000.txt file and see if you see something like this: Version 101 1052,20140528,Div,280 1049,20140528,Div,750 1168,20140516,Div,150 1030,20140516,Div,250 1157,20140514,Div,1300 1048,20140514,Div,300 1192,20140507,Div,620 1121,20140507,Div,471 1100,2014...
- Thu Aug 15, 2013 8:25 am
- Forum: Trend Indicators and Signals
- Topic: How to determine Rate of Change from MACD?
- Replies: 14
- Views: 17575
- Thu Aug 15, 2013 7:46 am
- Forum: Trend Indicators and Signals
- Topic: How to determine Rate of Change from MACD?
- Replies: 14
- Views: 17575
- Thu May 30, 2013 7:43 am
- Forum: Stocks
- Topic: Is there a place for fundamentals in trend trading?
- Replies: 16
- Views: 28543
- Sat Jan 12, 2013 6:16 pm
- Forum: Testing and Simulation
- Topic: where is the Customer Support forum
- Replies: 4
- Views: 4824
- Wed Jul 25, 2012 9:27 am
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6307
- Sat Jun 09, 2012 9:58 am
- Forum: Testing and Simulation
- Topic: When do you roll over ?
- Replies: 5
- Views: 4333
I've tested lots of roll over strategies. You setup CSI UA to rollover early, or with OI/Volume, or late, etc. and then test your developed systems with these various back adjusted data sets to see how the choice of rollover affects the system results. It's critical that you choose a roll over strat...
- Thu Feb 09, 2012 8:59 am
- Forum: Testing and Simulation
- Topic: Kitchen Sink Portfolio Creation
- Replies: 4
- Views: 4252
- Mon Nov 14, 2011 10:21 pm
- Forum: Testing and Simulation
- Topic: Technical Paper on Monte Carlo Simulation by Mark Johnson
- Replies: 4
- Views: 7707
- Sat Nov 12, 2011 4:13 pm
- Forum: Testing and Simulation
- Topic: Testing and automate Trading strategies
- Replies: 7
- Views: 5231
the daily download of CSI data generate daily orders within Tradingblox in case of new orders automatically send an email Yes, many customers do this. You can rent an online windows server from GoDaddy or other source, and setup CSI UA and Trading Blox to run on a scheduled basis. The orders can be...
- Fri Aug 12, 2011 9:52 pm
- Forum: Testing and Simulation
- Topic: Newbie question about equity
- Replies: 1
- Views: 2001
By default the system is only checking available equity as the orders are placed and it does not know hoe many of the orders or which ones will be filled. There is an optional block that checks the equity again as the orders are filled and rejects all new entry orders once the available cash is used...
- Wed Jul 13, 2011 2:30 pm
- Forum: Money Management
- Topic: The turtle sizing rules are flawed
- Replies: 8
- Views: 8394