Search found 58 matches
- Fri Mar 03, 2006 12:42 am
- Forum: Testing and Simulation
- Topic: Has anyone tried "MetaServer RT" with IB data on T
- Replies: 29
- Views: 26354
- Tue Feb 28, 2006 1:51 am
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 10997
I had similar bad experience with Lind-Waldock. I put market-on-open and stop-loss orders for floor traded commodities through that account with bad fills and I decided to close that account. Now I trade electronic futures only through Interactive Brokers. Fast and cheap but markets are limited. Inc...
- Mon Feb 27, 2006 2:23 am
- Forum: Testing Software
- Topic: Margins in Foreign Markets
- Replies: 6
- Views: 7438
- Sat Feb 25, 2006 9:54 pm
- Forum: Testing Software
- Topic: Margins in Foreign Markets
- Replies: 6
- Views: 7438
- Tue Feb 21, 2006 10:46 pm
- Forum: Testing and Simulation
- Topic: Recent Trend-following system performance
- Replies: 11
- Views: 12222
Just received Attain Newsletter - R Mesa 5 drawdown currently at 94% and Attain is using drawdowns of over 100% to evaluate the stop-trade levels. Potential investors in Attain's systems beware - you should fund your account properly and prepare to lose at least the developers' recommended account s...
- Mon Feb 20, 2006 10:58 pm
- Forum: Testing and Simulation
- Topic: Recent Trend-following system performance
- Replies: 11
- Views: 12222
Further to my post above, I would like to add that if the price pattern relationship with time is indeed as in (1.1) above, then there is serious consequences in terms of our trading practice. Consider the following oversimplified scenario: if we have a 100 year or more trading period and we divide ...
- Mon Feb 20, 2006 5:05 pm
- Forum: Testing and Simulation
- Topic: Recent Trend-following system performance
- Replies: 11
- Views: 12222
Wow! This has suddenly become very interesting after your sharing of the thoughts from you experienced guru. I would like to share my thoughts as follows (I have to stress again that I am not an experienced system developer or great trader): 1. As we may suspect, system performance changes with time...
- Wed Feb 15, 2006 3:13 am
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 16931
- Sun Feb 05, 2006 7:41 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
- Fri Feb 03, 2006 7:58 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
ZZ double We don't have any argument here. I am convinced that TBB is powerful and worth the money. It's just that if my existing systems could not be ported into TBB, there is no immediate need for me to rush in. Before I give up coding my long term trading systems (I still code my intraday systems...
- Fri Feb 03, 2006 6:39 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
Turtle40, I always admire those who could design good systems, especially those who put their money where their mouth is. Good luck with your trading and I wish you every success. Tim My black box developer said he would look into this and see whether he could work something out. I have sent you a P...
- Fri Feb 03, 2006 1:36 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
For those of you wondering why I would like to stick to my black box systems for now, I would like to post the following hypothetic results: These are not results from the developer but rather my own test result under the following conditions: 1. Start equity 384,000 2. Period 1 Jan 1981 to 2 Feb 20...
- Thu Feb 02, 2006 11:33 pm
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
- Thu Feb 02, 2006 6:23 pm
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
It's not exactly the money for the 2 different platforms. It's the time that I have to spent to come up with something. At present I am using the 3 black box systems for long term trading. If I use TBB, I think I may come up with something to trade at least one year later - doing research, backtesti...
- Thu Feb 02, 2006 4:58 pm
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
- Thu Feb 02, 2006 8:48 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
Thanks AFJ. Judging from the response of users like you, I think I am convinced that it's worth the investment (time and money). I am still waiting for my black box developer to see if his systems support this platform - and price. In the meantime, for those who have reserve on my decision and those...
- Thu Feb 02, 2006 7:14 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
Thanks guys for your valuable comments. I have had a look at the user guides and have these initial feelings: 1. I have been using Tradestation Easy Language, VB and EXcel for testing at portfolio level. Using these generic tools are time consuming (for the coding part) but could barely do the job. ...
- Wed Feb 01, 2006 7:15 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21349
Update on backtesting platform please
I have abandoned developing my own long term trading systems a few years ago. I am now using 3 black box systems and would like to start testing my own ideas again. I have been using Tradestation, VB and Excel for backtesting. I am looking at Veritrader, Trading Blox and Tradersstudio. I have search...