Search found 12 matches
- Thu Sep 29, 2016 6:16 am
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15393
Re: Harmony Search Algorithm
If anybody is interested, I tried this out and it seems to work fine.
- Fri Mar 11, 2016 8:24 am
- Forum: Testing and Simulation
- Topic: Walk Forward Analysis
- Replies: 4
- Views: 6449
Walk Forward Analysis
I've been doing some reading about walk forward analysis. I think I have understood the principal behind it but I thought I would come here to get confirmation on whether I have understood everything properly. 1. The principal behind walk forward analysis is to see whether a system can be more profi...
- Wed Feb 24, 2016 8:49 am
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15393
Re: Harmony Search Algorithm
Care to share how you go about designing a system and then optimizing it? I'm a relatively new to all this, so any advice on how to improve and test my system design would be much appreciated.and have not found genetic or brute force optimization strategies very useful
- Tue Feb 23, 2016 6:21 am
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15393
Re: Harmony Search Algorithm
I just recently started using TradingBlox and came across this Topic. Considering that TradingBlox hasn't implemented Genetic Testing (or similar) yet I found this post very interesting. I just ran a stepped test using 5 parameters that meant about 9600 cycles. It my machine about 36 hours to do. Ne...
- Tue Feb 23, 2016 4:37 am
- Forum: Testing and Simulation
- Topic: Optimization - Independently testing parameters
- Replies: 1
- Views: 5004
Optimization - Independently testing parameters
In my current test I have 5 different parameters. I have been wondering whether it is wiser to test each parameter independently and compare it to a base system or whether to carry out a Brute Force backtest with all parameters stepped. Of course the brute force test would take a long time to comple...
- Wed Jan 13, 2016 5:45 am
- Forum: Testing and Simulation
- Topic: Backtest Metric
- Replies: 1
- Views: 4612
Backtest Metric
When running your backtests which metric do you use to compare backtests? CAGR, MAR, Profit Factor? And why? I am kind of new to this and I'm trying to figure out which metric works best. My understanding is that for example the MAR is only valid if all your backtests have the same timeframe. CAGR a...
- Tue Dec 29, 2015 8:51 am
- Forum: Testing and Simulation
- Topic: In Sample vs Out of Sample Run
- Replies: 7
- Views: 11511
Re: In Sample vs Out of Sample Run
Ok. So is your mid-line factor calculated per stock or for the entire market? Does each stock have it's own mid-line factor floating value or does e.g. the entire SP500 have just one mid-line factor floating value? If I understood correctly you use the mid-line factor defines whether you enter a pos...
- Tue Dec 29, 2015 4:17 am
- Forum: Testing and Simulation
- Topic: In Sample vs Out of Sample Run
- Replies: 7
- Views: 11511
Re: In Sample vs Out of Sample Run
Hi, This is a really interesting thread. I have long been looking for a market timer to help me reduce my drawdowns. I currently trade US stocks and fab1usa1 your system seems interesting. I will have to look further into it. You say you are a swing trader. How long do you hold your stocks for on av...
- Mon Dec 14, 2015 3:50 am
- Forum: Testing and Simulation
- Topic: New to TB and TMA
- Replies: 2
- Views: 4462
Re: New to TB and TMA
I ran a quick test based on your post for US stocks (NYSE and NASDAQ) for this year. The system gave a CAGR of -97%. So not a good system. Of course there a lots of parameters/variables that you will need to change and test to see if you can get a good system out of it. System development and backte...
- Mon Dec 14, 2015 3:46 am
- Forum: Testing and Simulation
- Topic: New to TB and TMA
- Replies: 2
- Views: 4462
Re: New to TB and TMA
No I don't have such data. But the great thing about using TB is that you can test it yourself and then also customise the system or make a completely new one based on the results.
- Mon Nov 23, 2015 1:52 am
- Forum: Data Providers and other non testing software
- Topic: eSignal vs IQfeed
- Replies: 0
- Views: 15845
eSignal vs IQfeed
Hi,
Both eSignal and IQFeed provide intraday historical data. Does anybody have an opinion on which works better with TradingBlox? They both are avaible using QConnector. It seems IQFeed provides substantially more historical data for stocks. Minute data all the way back to 2007.
Both eSignal and IQFeed provide intraday historical data. Does anybody have an opinion on which works better with TradingBlox? They both are avaible using QConnector. It seems IQFeed provides substantially more historical data for stocks. Minute data all the way back to 2007.
- Fri Nov 20, 2015 3:38 pm
- Forum: Testing Software
- Topic: Software performance questions
- Replies: 3
- Views: 12310
Software performance questions
I looking for some good backtesting software and I came across TradingBlox. Seems like the ideal solution for an individual trader who wants to use rule based trading. However before I take the time and effort to get into the system I have some questions that hopefully some of you with experience ca...