Wouldn't this be akin to adding a filter to you system, and thereby changing it?maybe look at the qqqs to see if a technical indicator on the general market may tip me off...
Search found 98 matches
- Mon Sep 26, 2011 10:34 am
- Forum: Money Management
- Topic: When To Start Your System?
- Replies: 28
- Views: 25544
- Mon Aug 22, 2011 8:05 pm
- Forum: Futures Markets
- Topic: Historical Futures Charts
- Replies: 3
- Views: 3280
Maybe something from here can help you.
- Fri Aug 12, 2011 3:36 pm
- Forum: Testing Software
- Topic: Anyone here familiar with MT4?
- Replies: 10
- Views: 14265
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.
- Thu Aug 11, 2011 12:55 pm
- Forum: Testing Software
- Topic: Anyone here familiar with MT4?
- Replies: 10
- Views: 14265
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...
- Thu Aug 11, 2011 11:57 am
- Forum: Testing Software
- Topic: Anyone here familiar with MT4?
- Replies: 10
- Views: 14265
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...
- Thu Aug 04, 2011 6:53 am
- Forum: Money Management
- Topic: How to take profit?
- Replies: 7
- Views: 8311
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...
- Thu Aug 04, 2011 6:35 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27513
- Wed Aug 03, 2011 10:18 am
- Forum: Money Management
- Topic: How to take profit?
- Replies: 7
- Views: 8311
- Tue Jul 26, 2011 7:43 pm
- Forum: Testing and Simulation
- Topic: Traders, learning to write computer programs
- Replies: 20
- Views: 13341
- Fri Jul 15, 2011 1:09 pm
- Forum: Testing and Simulation
- Topic: CTA performance data
- Replies: 28
- Views: 19469
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...
- Fri Jun 24, 2011 12:31 pm
- Forum: Testing Software
- Topic: "Raw" results data export from TBB / automated dai
- Replies: 7
- Views: 6963
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.
- Sat May 21, 2011 9:48 am
- Forum: Testing and Simulation
- Topic: Anyone using MatLab, Octave, SciPy, the Language R
- Replies: 22
- Views: 19277
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...
- Fri May 20, 2011 10:47 am
- Forum: Testing and Simulation
- Topic: Anyone using MatLab, Octave, SciPy, the Language R
- Replies: 22
- Views: 19277
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...
- Thu May 19, 2011 3:01 pm
- Forum: Testing and Simulation
- Topic: Anyone using MatLab, Octave, SciPy, the Language R
- Replies: 22
- Views: 19277
- Mon May 16, 2011 6:40 am
- Forum: Testing and Simulation
- Topic: Reverse Engineering System Parameters
- Replies: 11
- Views: 6431
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...
- Fri May 06, 2011 7:22 pm
- Forum: Testing and Simulation
- Topic: Reverse Engineering System Parameters
- Replies: 11
- Views: 6431
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...
- Sat Apr 09, 2011 2:11 pm
- Forum: Forex
- Topic: Obtaining forex intraday data
- Replies: 8
- Views: 11149
Just learned about http://truefx.com.
- Mon Jan 31, 2011 8:18 am
- Forum: Data Providers and other non testing software
- Topic: Trading Record Keeping Software
- Replies: 8
- Views: 8286
- Mon Jan 17, 2011 3:36 pm
- Forum: Forex
- Topic: Obtaining forex intraday data
- Replies: 8
- Views: 11149
- Tue Jan 04, 2011 5:27 pm
- Forum: Testing Software
- Topic: Hard Disk Backups
- Replies: 5
- Views: 7181