Parameters are not necessarily trading "indicators". (Personally, I believe indicators generally useless for trading and, obviously, the more...
Hi DustyFoot, fighting overfitting is the greatest single concern a strategist has. So before metrics, it is important to make sure that the...
Because it's not worth, in my humble opinion. You would pay a fixed amount for something not necessary, and, what is worse, even "conceptually"...
Hmmm, taking "several" as >= 2. That would be >= 20 ticks per seconds. I am following market realtime and i am not seeing that. For instance, for...
Superhuman patience and persistence over years and some brain. :-)) Tom
My basic recipe is first find a profitable strategy and, then might perhaps begin to think if your latency really might represent a problem. I...
That's true. If not even the creator of the program is able to provide a profitable strategy, how could one expect the the final user, who has...
Right .NET is perfectly fine for the purpose. Some of my "users" are still wondering how i can process so fast amount of data like 100 or more...
I have a purely "mechanical approach" and have been sharing a lot in various threads here on ET. With both live and simulated results, under...
CT LS results (no hedgers) (running from wed) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3065553" />
CT T LS E results (running from wed) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3065471" />
CT T LS results (running from wed) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3065436" /> (image reduced from 1680...
Hi friends, I have to give a corrected version of my (random) simulations. In fact, i found an error in the generation process. That was due...
Thanks auspiv and rew. Very interesting contributions indeed. :-) Well, without arriving to logical paradoxes where 2 losers are turned into a...
Right rew, thanks a lot for the interesting insight. It's true that this is build as a <b>memoryless</b> process and that "If you are at a new...
Hi drm7, thank you for the inspiring input. Yes you are right. Coordinating the two components CT and T (trend system) is actually what...
My friend, those are not "combinations" of strategies. Perhaps my english is not much refined, but i think i have made clear that each one...
Hi friends, thanks a lot for your support and much interest. I think that exploring also the results obtained with random walk has been useful...
I have completed a first round of experiments with the GBM. This is a first set of strategies with corresponding performance assessment on GBM:...
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