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...
Hi all, I just subscribed to Pinnacle Data and downloaded. A conversion utility is included that produces continuous future data using two different techniques...
... AROA = Annualized Return on Account 25200 = 252 trading days per year (assumed) times 100 to make express the result as a percentage. Combining these...
Pablo, Thanks for your file contributions relating to building TRAPS2 with Microsoft Visual C++ Express. These will certainly be a help to those getting...
Thank you, I understood how AROA is calculated and what AROA is. But it is still not clear what is the difference between AROA and AnnualRet% ? Why AROA in...
Hi A bit off topic, but I wondered if anyone had any code for reading (and or writing) Tradestation's (Global Server's) XPO files, and/or ELD files. I have an...
Have done some spot checking on the data in CTrader's MINFO.DAT file. I am confused. If I look up Feeder Cattle (FC) on the CME website I get the following: o...
... Ignore the data format issue. I was not using the new version of CTrader. This version reads CSV files and can be used with the new Pinnacle format with...
I am going crazy trying to understand the makeportfolio command. The minfo.dat file has 49 entries. The integer at the top of the file reads 50 (meaning that...
Hello Drew, The markets included in the portfolio are controlled in the ' traps.c' file around line 578. This is where you actually specify the contents of the...
Hi Jeff and Donna, I bought in 2001 book and C-Trader on CD. Now I am ready to install this software and start to play. Should I install what I have, or I hope...
... across recently makes great sense. The idea is to use 'randomness' as the benchmark for your system's performance. Let's say that the average duration of...
I have been unsuccessful in running the exit examples (Chapt 15) provided in the software. When I run the first script (x21scr01.dat)I get a "undefined rule...
Drew, Thanks. I just glanced at the paper, looks very interesting. I've been meaning to add additional capabilities to my monte-carlo simulator, but haven't...
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