Hi, I am working feverishly trying to get out the updates to everyone. There are the files you need in /mktdata/idddbmp which appears in the update. The...
Jeff, thanks for the update. I re-downloaded mktdata.zip but can't find the directory named idddbmp in there. keo On Mon, Jan 5, 2009 at 3:14 PM, Jeffrey Owen...
Hi all and thank you Jeff for suggesting this group for input. I am attempting to compile CTRDRPRO(Ubuntu 8 with 64 bit Intel Quad processor). The first time I...
Hi Is anyone aware of a platform that implements both backtesting and live trading of multiple strategies across multiple futures markets (in parallel)? My...
Hi, The platform does implement backtesting across multiple markets in parallel-- the ability to optimize on entire portfolios was designed into the platform...
Hi, Sounds very much like you are missing some header files, and so the functions are not correctly prototyped. I assume that you installed the 32-bit...
I don't have access to the code and just lurk here as a prospective customer... but It does look like you are trying to compile for 32-bit on a 64-bit OS ...
I wanted to pose a question for Jeffrey and others regarding the efficacy of using backtest results to validate future performance of trading strategies. Since...
I am succesfully compiling it to 64-bit on Mac OS X, (with -m64) there's no compiler error, however 64-bit longs will be 8 bytes instead of 4 bytes, that means...
hi, what is the exact meaning of the following numbers in the performance summary: SHARPE W, SHARPE M, PROB, AVG SIM P, MAX SIM P, R-VALUE? thanks! keo...
Hi Randy, regarding backtesting, I believe if you do walk forward test (and hence modify your backtesting function to do self-adaptive optimization of the ...
Hi, The new version of ~/mktdata will be emailed; It is not on the ftp server. I should have it out in the next few days-- just have been overloaded with other...
Hi, The software is not 64-bit portable (as yet), primarily due to the handling of files. At some point I will re-write the file handling libraries (libpff...
Hi, Here are the descriptions of the performance stats as they will appear in the updated manual: SHARPE-W The annualized Sharpe Ratio calculated using weekly,...
Setup: I develop a system in C-Trader Pro (although it could be in any platform, the question is mostly general). Development may involve coding of indicators,...
Hi, I seem to have been misread: I never said that TradeStation can optimize on a whole portfolio-- in fact, I do not believe that it can. What I did say is...
Hi there everyone, I would be interested in how can trendlines and major support / resistance lines be found, algorithmically? I know it's not an exact ...
Since you are using excel I recommend you to check in http://stockcharts.com .They have lot of information regarding indicator calculation with their excel...
Gil, Thanks for your answer! Certainly stockcharts.com is a resource that I use frequently. My question is a bit broader though: say you code everything in ...
Hi! 1. I started with C Trader Pro myself, but it was really messy at the first time, so I started with the old C Trader, which is a bit simpler. After that it...
Thank you Barnabas, you are right, the problem with the xdq was the xbars setting. About the buylimit etc. orders - they are not currently implemented in the...
Hi, seems like this group is a bit low on traffic nowadays :) anyway, I'll try to post a question: in a multi-instrument portfolio, how do you select the ones...
Barnabas, This is a wide open questions and most people will have different opinions for sure, but here are a couple of ideas of the top of my head. You might ...
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