Hi, The GA is defnitely not the limiting factor: it runs incredibly fast (probably less than 0.01% CPU time). The limiting factor is clearly the evaluation of...
... Without arguing whether TradeStation is fast or slow, I would offer the below comments from the TradeStation forum: John ^^^^^^^^^^^^^^^^^^^^^^^ 04/22/2004...
Jeff, Thanks for getting back to me quickly and clarifying the CPU impact of the C-Trader Pro genetic optimizer. I can tell you for a 3rd party add on genetic...
jhess314, Thanks for the extensive research on TradeStation in terms of how it works. I am an experienced TradeStation user and fully agree with all that you...
It would be interesting to know the results of some benchmark comparisons between the various testing programs - C-trader, Tradestation, Multicharts,...
Hi, When I said interpreted I meant in the sense of most "Basics" where there is a parsing into tokens which are then interpreted at runtime. I do not know...
Hi, a couple of newbie questions please. 1. I am trying to calculate Average on (High + Low + Close)/3 Is there an easy way to do it? 2. I haven't seen any...
Hi, May be somebody has already implemented the convenience functions that handle trades from the old Ctrader's TRAPS TRSIM202 - like: buylimit, sellstop, etc....
Jeff, the textbook formula for the Sharpe ratio is the excess return of the system over the risk free return divided by the std dev of the excess return. My...
Hi, The ratios are calculated without interest (i.e., the interest rate is set to 0). When comparing system A against system B, and for the purpose of ...
Hi Jeff, witch program should i use to debug the C-Trader ?? Sorry to come with a so junior-question …. But I coldn´t figured that out ! Thank´s Vitor ...
Hi, depends on which operating system you use :) for Mac I recommend XCode, for PC and Linux I'm not really up-to-date with good debugger frontends....
Thank you Barnabas, it´s for PC - Windows .... But thank´s anyway ... De: scientific-traders@yahoogroups.com [mailto:scientific-traders@yahoogroups.com] Em...
Hi, what target function(s) do you use in your optimizations? I currently use the "default" C-Trader's SharpeW but have a feeling that there should be some...
Hi, I am looking for some soft to plot the trades generated by C-Trader on an intraday bar-chart for the visual verification/analysis. Can you recommend some...
... Usually I debug new code using simple fprintf/printf statements and highly-familiar test examples and data-sets. For debugging memory usage (e.g., invalid...
Hi, I am eventually going to add this capability to the code in tropsgx.c -- this should not be excessively difficult to do. I do not know when I will get to...
I really liked the fitness function in C Trader Pro, which looked for the equity curve to be as close to a simple line as possible, maybe you can mix in more...
Hi, Writing you directly, no time to restore the pass to the group. Could you please explain which fitness function are you talking about ? As fas as I can...
I am using Metatrader 4 to plot and verify things, such as indicators etc. The tester / optimizer of MT4 is really screwed and unusable, but for quickly...
Hi, I just checked my default code and there's SharpeW as well. You can mix in pf.psi.rvalue and pf.pso.rvalue to the equation, but checking out my stats on a...
Roman, This is the fitness function in CTrader Pro which you have cut and paste. It takes the minimum of the weekly Sharpe ratios on the in-sample period...
Understood, thank to both of you guys. Regards, Roman. ... From: nick.fairbank To: scientific-traders@yahoogroups.com Sent: Tuesday, August 11, 2009 5:01 PM ...
Yes, you could write it out to a file, then read it from an MQ4 script. This is how I use it. If I'll have time, I'll extend C Trader Pro, but that's a few...
"On the one hand, the Sharpe and Sortino ratios are computed based on the sole knowledge of the two first moments of the distribution. The Sharpe ratio...
Nick, I would very much agree with you about rewarding for the relatively high number of trades. At some point I used a log(tradesN) - dont remember the...
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