Strategy Building

Topics include NinjaScript, ThinkScript, EasyLanguage, and Excel scripting, as well as backtesting and optimization, etc.

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  1. How should we summarize the turnover rate in a portfolio?

    Started by mizhael Feb 24, 2010
    Replies:
    0
    Views:
    769
    mizhael
    Feb 24, 2010

  2. Normalizing Neural Network Inputs.

    Started by Craig66 Feb 18, 2008
    Replies:
    17
    Views:
    17,373
    RedRat
    Feb 25, 2010

  3. My market model

    Started by Lojanica Feb 25, 2010
    Replies:
    2
    Views:
    977
    Lojanica
    Feb 25, 2010

  4. Backtested FX Carry trading systems?

    Started by mizhael Feb 25, 2010
    Replies:
    2
    Views:
    1,023
    mizhael
    Feb 26, 2010

  5. How do you find regimes-switching?

    Started by mizhael Feb 24, 2010
    Replies:
    1
    Views:
    870
    Stoxtrader
    Feb 28, 2010

  6. Is this a good strategy ? $200K profit in 5 months

    Started by zanek Feb 25, 2010
    Replies:
    22
    Views:
    5,118
    DanFenner
    Mar 1, 2010

  7. Any fellow New Yorkers here?

    Started by mizhael Feb 26, 2010
    Replies:
    2
    Views:
    914
    mizhael
    Mar 1, 2010

  8. Which book has Amibroker sample codes?

    Started by mizhael Mar 1, 2010
    Replies:
    4
    Views:
    1,704
    mindtrade
    Mar 1, 2010

  9. Any EE engineers here tried spectrum based trading systems?

    Started by mizhael Feb 23, 2010
    Replies:
    18
    Views:
    3,137
    bnichols
    Mar 2, 2010

  10. advise platform to backtest system

    Started by stasbz Mar 3, 2010
    Replies:
    3
    Views:
    1,032
    stasbz
    Mar 3, 2010

  11. How do you round your positions from the backtest results?

    Started by mizhael Mar 4, 2010
    Replies:
    0
    Views:
    724
    mizhael
    Mar 4, 2010

  12. How is the Sharpe ratio in Walk-Forward Optimization computed?

    Started by mizhael Mar 4, 2010
    Replies:
    0
    Views:
    895
    mizhael
    Mar 4, 2010

  13. Amibroker expert: please help ...

    Started by mizhael Mar 4, 2010
    Replies:
    7
    Views:
    2,513
    mizhael
    Mar 5, 2010

  14. MetaTrader BackTesting, Reliable or Not??

    Started by stasbz Mar 4, 2010
    Replies:
    3
    Views:
    1,245
    goodgoing
    Mar 6, 2010

  15. Amibroker AFL programmer - please advice!

    Started by stasbz Mar 4, 2010
    Replies:
    3
    Views:
    2,455
    Hittfeld
    Mar 9, 2010
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