... 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...
Hi, I have a question: If all the history collected only have closing prices can I develop a mechanical system? Can I use indicators like +DM, -DM, ADX and...
Congratulations on joining the exalted ranks of MBAdom. One additional note to my comments. Further research work on MCP has shown that testing cannot be done...
Hi Trey, I know you are busy but could you give me guidance on running the Chapt 12 Genetic Optimisation model for stocks. I have tried but never get any...
Hello Drew, What do you mean by 'no meaningful results', could you be more specific? It appears that you have them running, but they can be tricky. Maybe try ...
Thank you. I'm working on Finance/Investments. I didn't see that in the paper, but I think I can understand why MCP isn't reliable on the training data set,...
Thanks for the information Trey and Drew! I really appreciate the link to the book and thoughts on re-optimization. I have started working with weekly...
Here is a chart from a recent run showing an out of sample net profit by Profit Factor: Here is osnp by t-stat; Neither of these is too impressive. I think...
Hello, I'm currently reading The Encyclopedia of Trading Strategies and find it to be really excellent, especially the discussion on statistical significance,...
I m using IB to download intraday data : there are different softwares which allows to download IB realtime ticks and chart them. I use an italian one, which...
Thanks for the reply, Toni. I believe esignal gives 120 days of historical data for stocks, so maybe it's the same for futures, but I'm not sure. Will have to...
Or maybe interface to Medved like Bio-Comp's Tick Historian? http://www.biocompsystems.com/products/Dakota/RT/tickhistorian.htm Although it would seem that...
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