Search found 7 matches
- Wed Nov 16, 2011 8:51 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 48414
I am taking a different approach and am testing systems on accounts at the $30k and $50k levels. Initially I built portfolios of markets with margins of less than $5,000. From there I tested various parameters across the whole group and then started weeding out those markets that had lower profit ...
- Wed Oct 26, 2011 8:17 am
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 153655
- Tue Oct 25, 2011 8:37 am
- Forum: Futures Markets
- Topic: Trading Global Markets: Up all night?
- Replies: 1
- Views: 2991
Trading Global Markets: Up all night?
Those of you that trade global markets--how do you do it?
Are you up at all hours or do you just let a computer auto-trade?
Are you up at all hours or do you just let a computer auto-trade?
- Tue Oct 25, 2011 8:32 am
- Forum: Testing and Simulation
- Topic: Suggestions on the backtesting process
- Replies: 4
- Views: 5892
- Wed Oct 19, 2011 8:13 am
- Forum: Testing and Simulation
- Topic: Suggestions on the backtesting process
- Replies: 4
- Views: 5892
Suggestions on the backtesting process
Couldn't find any posts related to this. If there are threads related to this just let me know..
It's easy to test a gazillion parameters with TB. Any suggestions on the best way to track/process the results? For instance, using a spreadsheet the shows the system, parameter settings, date range ...
It's easy to test a gazillion parameters with TB. Any suggestions on the best way to track/process the results? For instance, using a spreadsheet the shows the system, parameter settings, date range ...
- Wed Oct 19, 2011 7:59 am
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 153655
New Turtle System
You said:
IF (order.IsEntry != TRUE) THEN
IF (FindString(order.executionType, "Stop") != -1) THEN
' order.Reject( "So called stops are not honored" )
ENDIF
ENDIF
Sluggo reminded me today that the 3rd line of the Can Fill Order Script of the Thermal BBBO RM Blox needs to be "commented out" for ...
IF (order.IsEntry != TRUE) THEN
IF (FindString(order.executionType, "Stop") != -1) THEN
' order.Reject( "So called stops are not honored" )
ENDIF
ENDIF
Sluggo reminded me today that the 3rd line of the Can Fill Order Script of the Thermal BBBO RM Blox needs to be "commented out" for ...
- Fri May 29, 2009 9:06 am
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 24372
intraday data
I have been wrestling with the issue of intraday (1 min) data for years. I subscribe to IQFeed and IB and use QColletor. That allows me to download as much data as I want. The IQFeed data only goes back about a year and a half, so I've tried to come up with ways that I can create an intraday data ...