Search found 49 matches
- Tue Apr 27, 2021 3:59 am
- Forum: Data Providers and other non testing software
- Topic: CryptoCurrency Data
- Replies: 3
- Views: 2328
Re: CryptoCurrency Data
Requires a bit of reformatting, but seems doable - https://www.cryptodatadownload.com/data/binance/
- Tue Jun 11, 2019 7:08 pm
- Forum: Testing and Simulation
- Topic: Walk Forward Analysis
- Replies: 4
- Views: 6325
Re: Walk Forward Analysis
Hello Bob Read your book years ago and have been a big proponent of WFA ever since as you could see by searching walk forward and my name. Interested in your comment re “Another unspoken benefit of WFA is to turn the strategy off if it fails in the most current IS testing window.” TB has a great fac...
- Fri Jul 04, 2014 12:30 am
- Forum: Futures Markets
- Topic: How USDCAD relates to Silver?‏
- Replies: 15
- Views: 107776
- Tue Nov 06, 2012 3:27 pm
- Forum: Testing and Simulation
- Topic: Trend Follower Performance Data
- Replies: 16
- Views: 13303
- Tue Nov 06, 2012 5:12 am
- Forum: Testing and Simulation
- Topic: Trend Follower Performance Data
- Replies: 16
- Views: 13303
- Sat Oct 27, 2012 9:41 pm
- Forum: Testing and Simulation
- Topic: The last 7 years have been rough for LTTF
- Replies: 18
- Views: 14025
- Sun Jul 29, 2012 4:44 pm
- Forum: Testing and Simulation
- Topic: Exit Strategy and Profitability
- Replies: 13
- Views: 14335
Have a look in the User Guide at the Money Managers section of Built-in Systems and Blox. Also, re your questions in another thread on how to improve a system you might consider walk forward testing, which is a key part of Pardo's book mentioned in this thread. If your trial system is the latest ver...
- Tue Jun 19, 2012 9:17 pm
- Forum: Futures Markets
- Topic: Commodities: Longer Hrs to Widen Mkt Designed to Calm Waves
- Replies: 4
- Views: 4554
- Mon Jun 18, 2012 5:36 pm
- Forum: Futures Markets
- Topic: Commodities: Longer Hrs to Widen Mkt Designed to Calm Waves
- Replies: 4
- Views: 4554
Commodities: Longer Hrs to Widen Mkt Designed to Calm Waves
I found this interesting. I’m not a futures trader (yet), but would be interested to know if this rings true to those who are.
http://www.sfomag.com/SFOWeekly/Detail. ... 573F53C983
http://www.sfomag.com/SFOWeekly/Detail. ... 573F53C983
- Mon Feb 13, 2012 5:06 pm
- Forum: Testing and Simulation
- Topic: Complimentary system to Trend following
- Replies: 20
- Views: 12994
- Sun Nov 13, 2011 3:08 pm
- Forum: Testing and Simulation
- Topic: Testing and automate Trading strategies
- Replies: 7
- Views: 5221
- Fri Sep 02, 2011 4:20 pm
- Forum: Testing and Simulation
- Topic: Parameter Stepping Methods and Implications
- Replies: 14
- Views: 9215
- Mon Aug 29, 2011 9:11 pm
- Forum: Testing and Simulation
- Topic: Parameter Stepping Methods and Implications
- Replies: 14
- Views: 9215
Welcome and excellent first post Trend Rider! I'll probably have some comments on your post and others in this thread by the end of the week. In the meantime I've emailed Perry Kaufman in the hope that we can get some comment from him and will try to code up a blox based on Event Horizon's latest po...
- Sun Aug 28, 2011 7:03 pm
- Forum: Testing and Simulation
- Topic: Parameter Stepping Methods and Implications
- Replies: 14
- Views: 9215
Parameter Stepping Methods and Implications
A couple of the choices which need to be made in optimization testing of a trading system are which parameters to step, the min to max range and how much to step within the range. In regards to step size, most discussion I’ve seen revolves around the absolute size of the step. For example, if you ...
- Mon Jun 27, 2011 11:02 pm
- Forum: Forex
- Topic: Best FX Brokers
- Replies: 19
- Views: 21607
- Wed May 04, 2011 5:07 pm
- Forum: Testing and Simulation
- Topic: How to realise the system is obsolete
- Replies: 7
- Views: 5485
- Mon Mar 21, 2011 7:01 pm
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10704
- Sat Mar 19, 2011 9:09 pm
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10704
Attached is an auxiliary blox to assist in checking the performance of 12 Additional Goodness Measures, including Rabid Ric’s Hill Ratio. One way to assess the performance of goodness measures is to run Walk Forward tests where nothing is changed in each Simulation run except the Measure of Goodne...
- Tue Feb 22, 2011 3:11 pm
- Forum: Testing and Simulation
- Topic: Correlation Matrix:
- Replies: 11
- Views: 9052
- Sun Feb 20, 2011 9:31 am
- Forum: Testing and Simulation
- Topic: Blending noncorrelated (or anti-correlated) equity curves
- Replies: 50
- Views: 47773