Search found 57 matches
- Tue Jan 23, 2007 2:45 pm
- Forum: Testing and Simulation
- Topic: Continuous Spread File
- Replies: 0
- Views: 3096
Continuous Spread File
Finally I did it, I had never been able to find anywhere a data provider that can give me a continuous spread file. A lot of book tell us that when a spread go into inverted mode this is bullish, for the commodities at least, and I had seen and experiment a few of thoses. Sugar, Copper, Orange juice...
- Mon Jan 22, 2007 6:01 pm
- Forum: Testing and Simulation
- Topic: Optimization what it is.
- Replies: 8
- Views: 7673
Maybe Corn will not trade always like Corn, but it seem to me that market do not trend all in the same manner. Some will tend to have shorter Burst, like the Grain and soft. However when I look at Currency and Interest rate they tend to have much longuer and smoother trend. And Back testing also mak...
- Sun Jan 21, 2007 8:25 pm
- Forum: Testing and Simulation
- Topic: Optimization what it is.
- Replies: 8
- Views: 7673
Optimization what it is.
I am building a system, it is the same signal for all instrument that will be traded. But I would like to introduce parameter on a per instrument, ex: Average Length or Channel Length or size of bets on per instrument basis. I have been able to do that fairly easily with Tblox by reading the paramet...
- Sun Jan 21, 2007 7:41 pm
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26022
When I had my software company, The processor speed was incrementing faster than we could potentially keep up in trying to make our software faster. You can maybe, increment the speed of the software by 30%, but the cost in producing it and the potential increase in price to justify the man work hou...
- Sat Jan 20, 2007 3:37 pm
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26022
interesting benchmark on Quad core test.
I think that this could multiply by a factor of 2 - 4 the speed of testing, even without anything else.
Just pure additionnal processing power.
http://www.tomshardware.com/2006/09/10/ ... age11.html
Denis
I think that this could multiply by a factor of 2 - 4 the speed of testing, even without anything else.
Just pure additionnal processing power.
http://www.tomshardware.com/2006/09/10/ ... age11.html
Denis
- Sat Jan 20, 2007 3:31 pm
- Forum: Testing and Simulation
- Topic: Trick in finding Support/Resistance point
- Replies: 3
- Views: 4506
- Sat Jan 20, 2007 10:51 am
- Forum: Testing and Simulation
- Topic: Trick in finding Support/Resistance point
- Replies: 3
- Views: 4506
Trick in finding Support/Resistance point
In designing a long term trading system, I was looking for a way to identifie the Support price point once I was in the trade. I had decide that a resistance point could be identifie when a number (n) of Bar in both side of a past bar had a Higher Low. So if I am looking for a support with 4 bar on ...
- Thu Jan 18, 2007 9:48 am
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26022
Well from what I understand in Intel documentation, this is just a way (THe QUad COre) to boost the processing speed, it is not a Quad independant CPU. Also when I look on my DUal COre PC, on the CPU performance Graph, I clearly see that both CPU are use when I do a back testing. I guess we should e...
- Thu Jan 18, 2007 8:40 am
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26022
Anybody using Quad Core Machine for testing
I am currently using a Dual Core Pentium D930, with 2 Gig Ram and 400 Gig Harddrive.
I am seriously thinking to upgrade to the a Quad Core machine. If someone had experimented with it, Does it really give you a boost in processing time?
Denis
I am seriously thinking to upgrade to the a Quad Core machine. If someone had experimented with it, Does it really give you a boost in processing time?
Denis
- Sat Jan 13, 2007 5:17 pm
- Forum: Data Providers and other non testing software
- Topic: Trade Depot
- Replies: 0
- Views: 3576
Trade Depot
Anybody using Trade Depot to manage a Pool or Fund. Are you happy, does it do the job. Any comment would be welcome. What I like about it, it is suppose to read directly BRoker daily reports, MAN Futures, Refco or Interactive Broker. Or do you have any suggestion on a Software to manage a Pool accou...
- Mon Jan 01, 2007 12:05 pm
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 10972
Started the year with 7906$ in my account. Ended with 28329 in profit for a balance of 36235. In February, after catching the Sugar and Copper move, I was up to 77,000$. But thank's to too much agressiveness and poor money management I ended with where I am now. This year I was trading with no Syste...
- Mon Dec 11, 2006 8:49 pm
- Forum: Money Management
- Topic: Testing Optimal f
- Replies: 7
- Views: 10602
Testing Optimal f
Well I was curious to program a system that would calculate the unit size using the "optimal f" calculation. It appear that it look good when you apply it to your system when you know what was your biggest losing trade. However In trying to apply it in an ongoing trading journey, as per th...
- Thu Dec 07, 2006 8:11 am
- Forum: Testing and Simulation
- Topic: Nice Toy if you use two computer
- Replies: 0
- Views: 3576
Nice Toy if you use two computer
I used a laptop and my desktop computer, sometime, I go out in a coffee and like to bring all my testing stuff with me on my laptop. Use this to synchronize everything. Work very well And it's free from Microsoft. http://www.microsoft.com/windowsxp/using/digitalphotography/prophoto/synctoy.mspx Denis
- Wed Dec 06, 2006 11:21 pm
- Forum: Testing and Simulation
- Topic: Slippage - Interesting figure
- Replies: 23
- Views: 21542
Slippage - Interesting figure
Tonight, I was playing with Trading Blox, Using the standard Donchian system, that ship with Trading Blox, I was testing different strategy of portfolio and Money management. Then I decide to play around with the minimum slippage$ I expect that if I would trade this system for 100nd of contracts on ...
- Tue Nov 14, 2006 12:46 pm
- Forum: Testing and Simulation
- Topic: Correlation Table
- Replies: 3
- Views: 4070
I did remove the grey button.
So now you can enter either weekly or daily and the number of bar that you want. without registering.
Denis
Denis
- Thu Nov 09, 2006 3:30 pm
- Forum: Testing and Simulation
- Topic: Correlation Table
- Replies: 3
- Views: 4070
Correlation Table
For those of you interested, I did put on my web site, a dynamic correlation table creator. Use it at will, the undelying data is updated everyday. So you can produce any number of correlation table, based on both daily and weekly data. http://www.denisdesk.com/correlation.aspx Thank's Denis.
- Tue Oct 03, 2006 12:54 pm
- Forum: Testing and Simulation
- Topic: Historical Back Adjusted data vs Non Back Adjusted data
- Replies: 2
- Views: 3120
Historical Back Adjusted data vs Non Back Adjusted data
I would like to hear other people comment about the following. I have this question when I look at back adjusted price vs Non back adjusted price. As I do understand that the back adjusted is necessary to eliminated the price gab in between contract so that our trading simulation reflect more accura...