Hi! Jeff: I got into the group finanlly. I test your demo in tradestation, it work really good at in sample result but the out sample reslut not looks good at...
A relational database can provide a lot of power. It can also slow things down and make data much larger. Much depends on the size of your data and the number...
For the record I would like to add that I have found the problem why I got the error message: "The analysis technique attemted to reference data past the...
Greetings, Does anyone know if it is possible to chart a virtual tick in Trade Station? If not, is there a work-around? Is there a reccomended competitor that...
You need to use a global variable. There are 4 choices (all free): - Global variable - PushPop - ELX (EL Extension) - ADE (All Data Everywhere) I know that...
IMO, the best way to do this type of analysis which requires "Tick Precision" is to forget about Tradestation. TS does not support sub-minute timestamps on...
Hi Jeff, I purchased C-Trader about a maonth ago. I read here we have to request the intraday version, so whenever possible please send it to johnyx2@......
Hello, I would like to buy some books for trading systems development and thought about the followings: 1- Virtual Trading: How Any Trader With a PC Can Use...
Hi Gil, I have book 2, "Design, Testing and Optimization of Trading Systems" by Robert Pardo. It is supposedly a 'classic' in this area. His examples are in ...
The encyclopedia of trading strategies is very good. Never more than an arms reach away. You'll need to know C to benefit from it very much though. Kelly ... ...
You are absolutely right, I got this book too. I am now looking for others books in the field. Gil ... Systems" by ... examples are ... thought ... for ... ...
A book in a similar vein to the one's that you listed is 'Neural Networks in Finance and Investing', which I do think is worthwhile. Trippi is (was?) a ...
I found a paper via Google Scholar titled: A piecewise linear model for trade sign inference I couldn't get the pdf but I did get the html from the Google...
That is interesting but, why isn't the genetic search that Jeff uses good enough? What is missing that has made you look for a different search technique?...
Good questions, and I am not sure of the answer. Although research by computer scientists appears to be continuing, so I don't think everything is discovered....
From the few I got to read about PSO, it looks like another good way to imitate the nature to get good results. Also it's pretty new (1998) and Jeff's book was...
More on the difference between Swarms and Genetic Optimization from BioComp at: http://www.elitetrader.com/vb/showthread.php?s=bae660d2e87a317202bc195af79b9 ...
Greetings, I've been looking into Pairs Trading and it appears to be a robust strategy--and that's got me worried! I would be pleased to hear from the members...
Bill, Welcome to the group. Have you been using Jeff's CTrader code to do your pairs trading investigation? Pairs trading isn't something I've studied myself,...
Thanks Progster, I haven't used anything except Tradestation and a couple of indicators I've slightly modified. I've taken a course or two but I'm hardly a...
Hi All, I am need of a good backtesting software package. Does anyone know of the following products? Lower End AmiBroker (I have Tradestation, but how does...
Rob, It is possible that folks here will chime in with opinion on some of the packages you mention, but it's a pretty good bet that most of the members are...
Progster, Thanks so much for your response. I am here because I have read Jeff and Donna's book as well, which was awesome, by the way. I have been referring...
There is a pairs trading strategy in the book "Professional Stock Trading" and some code available in the Acme samples on tradestation forums. There were some...
Hello Bill, Pairs trading is a form of statistical arbitrage, so the whole idea begins with arbitrage pricing theory. The basic idea is to find two assets...
... Robert, IMO, your thinking was clear on this point. Already written code can be put to use right away, while a gleam in your eye can take a long time to...
Hi, CTrader has been compiled with code for evolving rules baes on Genetic Optimization. I've loaded the portfolio that contains the only symbol. Then I've...
I have recently bought the C-Trader toolkit, and after some trial and error I've been successful in building the simulator (and the related JKLIB2 and NRC206...
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