Search found 143 matches
- Thu Jan 06, 2011 8:27 pm
- Forum: Testing Software
- Topic: Hard Disk Backups
- Replies: 5
- Views: 7302
Hi PaulZ! I am starting to think that having a backup to the cloud makes a lot of sense. I manually encrypt and upload my trading systems and tools to some space on my ISP's server as well as a free Yahoo e-mail account, but that is only when I think that I need to do it. My only reservation with th...
- Sun Oct 17, 2010 11:48 pm
- Forum: Testing and Simulation
- Topic: Continuous Data Building Software
- Replies: 19
- Views: 12942
- Fri Oct 15, 2010 3:33 am
- Forum: Testing and Simulation
- Topic: Continuous Data Building Software
- Replies: 19
- Views: 12942
But perhaps we can start a Roll-over Tribe on this forum; we have illuminated :idea: :idea: :idea: members I'm in. But who shall lead us? Brother AFJ is a sage-like figure, while Brother Sluggo speaks oft times in parables. Perhaps you Brother Kianti? Or the venerable Brother RedRock? We will need ...
- Fri Oct 15, 2010 2:04 am
- Forum: Testing and Simulation
- Topic: Continuous Data Building Software
- Replies: 19
- Views: 12942
- Thu Oct 14, 2010 5:47 pm
- Forum: Testing and Simulation
- Topic: Continuous Data Building Software
- Replies: 19
- Views: 12942
Continuous Data Building Software
Every once in a while I come back to this topic - I get sidetracked onto something else and lose myself in that and then I come up for air and look at my TODO list and think "Damn, forgot about that". So here I am again - I want to acquire or build software that would allow me to construct...
- Sun Sep 12, 2010 9:32 pm
- Forum: Money Management
- Topic: Ralph Vinces new Leverage Space Model?
- Replies: 6
- Views: 7193
- Wed May 12, 2010 7:42 pm
- Forum: Money Management
- Topic: Ralph Vinces new Leverage Space Model?
- Replies: 6
- Views: 7193
Indeed I am, and have been for some time in fact.babelproofreader wrote:Collaborate with these people?
http://r-forge.r-project.org/projects/lspm/
- Wed Jan 13, 2010 7:15 pm
- Forum: Custom C++ or Java Platforms
- Topic: Dreaming up the ultimate contract stitching software
- Replies: 13
- Views: 14293
N00b question here if I may: I have no idea about Octave or MatLab but I can do things in C++ - is there any chance that the code would be relatively transportable to C++ or is that unlikely? TIA. Edit: I do use R a bit if that helps. On the surface it seems to do some of what Octave does.
- Sun Dec 27, 2009 9:40 pm
- Forum: Custom C++ or Java Platforms
- Topic: Dreaming up the ultimate contract stitching software
- Replies: 13
- Views: 14293
I would absolutely LOVE to have software that does that!! These would be some options that I would want: Standalone stitching application (maybe in C++?) Specify input files location and naming convention Specify output files location and naming with an option to change the output filename (this is ...
- Mon Nov 09, 2009 10:27 pm
- Forum: Testing and Simulation
- Topic: Backtesting alone, or all in (things that make you go, hmm)
- Replies: 8
- Views: 4790
My personal take on this owes a lot to the work of Ralph Vince, and can be briefly summarized as follows: 1) use simple robust systems that have a positive mathematical expectation and exhibit a low variance between trades then 2) use a money management strategy to leverage the results . I have post...
- Wed Aug 26, 2009 7:08 pm
- Forum: Testing and Simulation
- Topic: portfolio question
- Replies: 12
- Views: 8108
- Tue Jun 23, 2009 7:16 pm
- Forum: Money Management
- Topic: Ralph Vinces new Leverage Space Model?
- Replies: 6
- Views: 7193
- Wed Jun 17, 2009 3:20 am
- Forum: Data Providers and other non testing software
- Topic: pinnacledata.com is down
- Replies: 4
- Views: 4470
- Tue Jun 16, 2009 7:33 pm
- Forum: Data Providers and other non testing software
- Topic: pinnacledata.com is down
- Replies: 4
- Views: 4470
- Mon Mar 23, 2009 8:21 pm
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10634
I would paraphrase the original question as: given the results I have, obtained from testing in a specific market environment, how confident can I be that draw down of 12% is normal, or is over or understated for these market conditions? IMO and given the limited information available my confidence...
- Sat Mar 21, 2009 10:24 pm
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10634
Hi maildigger, and welcome aboard. You have just asked the BIG question. I found my answer in the book Mathematics of Money Management by Ralph Vince, specifically the Weighted Geometric Mean. That, along with quite a few statistical checks, can get you a handle on the goodness (or otherwise) of a g...
- Sun Mar 08, 2009 3:49 am
- Forum: Testing and Simulation
- Topic: Portfolio size
- Replies: 8
- Views: 5863
Re: Portfolio size
What 's an optimal portfolio size for such a system? I seem to recall Ralph Vince giving the math to find the optimal portfolio size, and the optimal number was actually quite small. Try his most recent book for detail. In my testing with starting account size of $1M I came up at 12 MarketSystems a...
- Sun Feb 22, 2009 10:01 pm
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16602
- Sun Feb 22, 2009 7:19 pm
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16602
- Mon Feb 16, 2009 10:39 pm
- Forum: Money Management
- Topic: Drawdown Reduction Threshold:
- Replies: 18
- Views: 14383