Newguy, If you only tried changing it from 1:2 to 1:1 then it's statistically very unlikely that you'll be affected significantly by curve...
pbb, There are plenty of blogs where you can see what people have tried, such as maxdama.com. I went through the quest to find a pre-made trade...
haha
Psytrade, The backtester appears to be under development. I agree that there are things missing but I'm just saying that it looks like they're...
The Marketcetera team has made very rapid progress. It's worth checking out. Regards, Max
Trader922, I've been working on Matlab-based systems too, I'm using it with Interactive Brokers. I'd like to join your "group". The code...
Chvid, Unleveraged ETFs also compound on the short side- that's the big difference. And the unleveraged short ETFs still have excess leverage,...
Chvid, What Trvlwanderer said about compounding removing the profits is not actually true, I've thoroughly analyzed the ultrashort downward...
Ok thanks.
Estim, Thanks, this is exactly what I was hoping for. I also started with MatlabTrader and looked at ExchangeAPI. I would like to see the...
Hi all, I wrote a tutorial on connecting Matlab to Interactive Brokers. I was wondering if anyone has experience using Matlab through IB's...
Tampa, I think this is the result you're looking for: [img] And here's the formula [img] If you wanted the "Y" on the other...
Exception, It sounds like we are using very similar strategies. Except mine uses a support vector machine instead of a neural net and I'm using...
dtrader and intradaybill, Thanks for the criticism. You both brought up variations of the three criticisms/assumptions, and added a few more,...
I'm interested in using Catalan numbers (Wikipedia) to model the risk of maximum drawdown for the sake of optimization. Basically, what I've found...
mokwit, Thank you very much. The SMF add-in is easy to use and the functions download data very quickly. Regards, Max...
That would be really useful actually if anyone has a good source. Like the Yahoo finance key statistics page, but including past values too....
Corey, Recognizing a false belief is always a challenge, you did that for me. I don't mind searching on my own. Advice from someone...
BlueOcean, See my previous post for the process to download historic data from Yahoo. If you are asking whether Excel can open a csv file, yes...
Corey, Thanks for the reply. I was really hoping for good results especially after how long it took to set up so I'm eager to test your...
Separate names with a comma.