Recent content by Keifer

EDB, I am using TS8 to code strategies and Optimax for faster optimizing. I am interested in learning Visual Basic to use with Excel to manipulate data on excel to search for price patterns. I don't have any programming experience besides Easy Language Can you recommend any books on visual...

Acrary, Thanks for all the help in strategy development. Could you make some comments about how to setup a research platform using excel? -Keifer

I new to system trading, I looked through all my trading books but no answer. How to compute the sharpe of 2 systems put together? add the 2 sharpe's together, or do you put all the trades from 2 systems together and figure the sharpe from the total data? Any help appreciated.:confused:

I have been following Acrary's posts, which are excellent, Could someone help me define the "edge test", From what I have read you take your net profit for longs and shorts separately and compare them to the net profits of random trades on same futures. For the random trades Acrary used the...