Hello All, I loaded a histogram of crude oil futures prices, unadjusted, compared to a normal distribution, shown by the red curve. The green line is the...
Hi, The normal distribution is indeed a rough approximation and not something to bet your money on. It fits many distributions found in nature and in market...
Hello Gil, Neural Nets aren't my bag, but I'm familiar with some other non-linear models that are a mixture of distributions, but they weren't done on price. I...
Gil, By the way, what software are you using to run these RBF networks. I just found a library for R that contains an rbf function. I'll see what I can find. ...
1) In gopt (genetic algorithms), I am interested in relaxing the assumption of three chromosomes and increasing it to more. Is access to the original ga code...
Hi, I recently converted the GA code to accommodate a 6-year 15-minute GBP/JPY time-series. I am no expert in programming and it took me about a month to...
Trey, I'm using mostly MATLAB, however if it gets to slow I'm switching to c++. For simple stuff like price distribution modelling it's more than enough. To...
Does anyone have the data for Sept 17, 2007, the file: gx070917.zip I fell a little behind in my downloading and so lost access to the file for that date. ...
Hello, 1) Go to the file X16MOD01. You can change the number of cases and Rules but will probably have to make some other changes. 2) Find the file pinexd.c....
Hi, Matlab (or Octave) can be as fast as C++ (even faster, at least with Octave which uses the ATLAS libraries). The secret is to vectorize your code as much...
I was just wondering how many people here use 'R', Octave or Matlab? Or perhaps some other mathematical / statistical package, and why? I am trying to learn...
Hello Kevin, I haven't been using R for long but I really like it. The large number of libraries and help files are great. I've also been able to find a few ...
I recently bought the code. As I am stepping through the Genetic Algorithm part of the code there are a whole host of issues which some of you may have...
Ash, Look for the file, X16MOD01.c. The 'evolve' command is a genetic optimizer which can be used in place of the brute force command, 'mopt'. The genetic...
... Says who? Many successful trading systems are based on repeating patterns in the market. Most traders can't actually see the future. Lagging indicators...
Hi, does anyone know how to set up Excel (97) to read and write data files produced by Jeff Katz's superb Scsiserver? From within TS2000i I can get the Global...
Progress! After some research it turns out that there were some typos in the help file declarations ("ByVar" when it should have read "ByVal"). Fixing these...
I'm not sure if this will help, but there's a vb script in the C-Trader spreadsheets that will import .DAT files. However, I'm not sure how to get Excel to...
Dear Sirs: Would you please help me interpret the following data? I've calculated the T-test for my trading system and the T-test for the same system using a...
Hello, I only see 1 T-test and it seems to be a test of the difference in means, but I'm not sure. Are you testing the significance of the results or the...
Trey, I would appreciate any help you may provide! I've attached my excel spreadsheet. I'm an accountant by trade and not a scientist, so I don't know the...
Eric, You've asked the million dollar question. Finding anomalies is incredibly difficult. Unfortunately, there's no real answer as to how you determine if a...
Could somebody please clarify the distinctions of the different subdirectories. We have CTRADER and CTRADERX (I think one uses Numerical Recipes and the other...
Ashok, I've moved my directories around and I can't remember all the details about the original setup. Maybe CTRADERX handles intraday data whereas CTRADER is...
Hi Eric, Sorry it took so long to respond. I'm familiar with the Sharpe Ratio but I've never dealt with the Calmar Ratio and have to admit that I have no idea...
Hi Guys, Jeff and I have just finished sending an email out to all current users of C-Trader (on the Companion CD) but we've gotten some bounces. If you...
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