Recent content by gorgonzola

Here is a list of providers I have found so far, which I am considering. All of them are sources for professional-size websites: QuoteMedia: 125 per month for delayed snap quotes FRI Interactive: 400 per month for delayed quotes XIgnite: around 250 per month for delayed quotes Comstock...

I am building a financial website. I have seen multiple providers out there that will give you real-time or delayed stock quotes for display on your website for hundreds of dollars per month. I don't want to pay hundreds of dollars per month :). Therefore, I'm willing to go direct to the...

So I am planning on developing a website that performs automated technical analysis. It would also be nice to be able to integrate financial news and fundamentals as well... but most important is to be able to display a chart, volume, etc. Anybody have a CLUE where these financial websites we...

Have you tried using this method on weekly charts? i.e. 2-week ROC? I'd be interested to know if similar results could be obtained on that time frame... I may do some testing on my own if I have time and if I come up with anything, I'll let you know.

By the way, about the question "how is it going in the markets?" I'm still sitting on the sidelines for now. I'm not going to jump in until I've had more opportunity to study the problem, but then again I've only been applying significant time to this problem for the last 2-3 weeks (although...

Thanks for the pointers, Lefty. You may have given me enough information to get headed in the right direction on this. I have a Ph.D. in applied science and work on intelligent analysis of signals for a living, just got a wild hair up my ass to try applying some of the techniques to stock...

More on my strategy: I want to focus on two things: gapping stocks, and ETFs. I want to determine if I can swing trade the ETFs (like QQQ, SPY, etc.). I'm not sure about the ETF's yet, but I have a strategy for gapping stocks that looks good when backtesting on historical data from Yahoo...

Thanks for the replies. My timeframe per trade is around 2 days to a couple weeks, and usually on the shorter end of that scale. Also I don't really understand what Lefty means when he says "in sample/out of sample" testing is ineffective. Are you suggesting that backtesting itself is...

Oh yeah, one more thing I wouldn't mind your opinion on, since you're interested enough to discuss it... How much different in your mind should "A" be from "a" to be properly considered "out-of-sample?" For example, I'm not going to train my stock-trading algorithm on seismic data. But could...

What you say in your second post makes a lot of sense... however I still fundamentally disagree with what you say in the first post. What I provided to you was an example, easy to criticize when you have a level of expertise that you now are demonstrating, but provided to one that did not appear...

If a trading algorithm is "trained" on 1000 stocks, and is afterwards "tested" on an additional 1000, the additional data is something the algorithm has not yet "seen." The first 1000 make the sample, the second 1000 make the "out-of-sample," and almost by definition the out-of-sample data is...

I am trying to develop a strategy for trading, and I want to get some opinions on what some of you think about what constitutes "sufficient" backtesting. I will supply my own ideas and perhaps that will help elicit some feedback. How many years back to test? I think roughly 5-7 years is good...