Normally a strategy uses historic price data for parameter optimizing - even if it's a parameter-free strategy that calculates them itself. We...
The forward step size is a compromise between test duration and test accuracy. As a rule of thumb, a step size should cover at least 20 trades....
I was not referring to trade strategy source code, but to other source code snippets. F.i. people on our own game programming forum have no...
The first idea is true, but unfortunately not the second. When the result is sensitive on small parameter changes, the strategy is certainly...
I understand that money plays a role, but programmers - at least in the area that I know, game programming - probably make a lot more money than...
I'm new to trading, so please correct me when I'm wrong, but I'm wondering why traders seem to make such big secrets of their strategies?...
You forgot: 21. You have no clue of trading and thus are unaffected by superstition, myths, faith in TA, or other trader misconceptions. ;)
Ah, ok, thanks.
What's the difference between pairs and stat arb?
Statistical significance can be partially addressed by generating more data from a price curve f.i. with a Monte Carlo method or other methods....
"We" is a group from game programming that went into trade system research and wrote the Zorro program last year. I do not really agree with...
I understand what you mean, but can not fulfill your request. I have no system that would run with the same rules for 10 years, and I don't think...
Yes, this is indeed a very good observation. 1 x ATR is too tight and when you multiply the stop distance by a higher factor, you'll get many more...
Sharpe ratio has flaws, but we found that the Sharpe ratio, together with the Ulcer index, are from all performance gauges we've tried the best...
Yes, we're confronted with the same considerations. The existing trade platforms have not very good tools for developing strategies. It starts...
I think Zorro works without admin rights. On the "What's New" page you can find an email address for a download link to the current version, which...
Selling tools that promise a dream is a sort of contradiction: if you have such a tool, and it works, you obviously don't need to sell it. I have...
To answer questions #1 and #2: yes, and yes. I think I said it already about 20 times in this thread: This is not a tradable strategy. Do not...
Sure, here's the performance sheet: BackTest Workshop5_1 EUR/USD - performance report Test period 04.05.2008-30.12.2011 Lookback...
By the way, here's another such simple strategy with a filter function. It's a highpass filter this time, with a filter frequency that...
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