Recent content by NachiketJoshi

Try ExRem function for taking only the very first buy signal and ignore all until a sell comes.

R can handle large datasets well. Its limitation will be defined by your hardware. Generally, R should have twice the amount of memory of your dataset. Learning R is not really a big task. Try "SWIRL" it makes things a lot easier. It's not exhaustive but should get you started. Like, 2rosy has...

We do HFT in India. Does that resemble daytrading?

Even I had faced a similar question. When I backtested, I got better results and when I ran Monte Carlo, I got results not as good as the backtest. The reason I thought could be, because Monte Carlo picks up trades completely randomly which might not be the case actually. There's not a...

I have backtested a strategy on two different symbols. For both of them time frame is different(I backtested them one after the other). One trades on X min time frame and the other on Y min time frame. I wanted to run a simulation on how this would go when traded together. I couldn't find a...

EclipseTrader or MarketCetera would be a good choice if you want an open source trading platform.

I think they have a contact number for India. Couple of my friends are trading form India. $1000 deposit.

Put down your buy/sell rules as: Buy = TimeNum()>090100 AND (your buy/cover rules) AND TimeNum()<105900; Sell = TimeNum()>090100 AND (your sell/short rules) AND TimeNum()<105900; This will keep your strategy alive within the timeframe 9.01 and 10.59. Ideally it should be a little less than...

I used it to trade on NYSE from 7800 miles away with a latency of a few milliseconds. May be there's some problem with the data feed your friend is using.

Takion is fantastic! There are some minor 'outages'(charts are missing/there's some delay receiving the quotes/order placement issue)mostly at the time of high volatility but the tech support is very fantastic. Problems get fixed in no time.

I worked there as a trader.

Nearly half of what you'd pay per ticket goes to the firm. Profit sharing arrangements go to the firm. At a shop where I worked, newly hired traders would share almost 70% of their profits to the firm in the forms of risk management and actual profit shared (30 % of profits shared and 40 %...

Thanks a lot. Appreciate it.

No No no, I wasn't clear earlier. Not the OOS file of AmiBroker report. What I want to accomplish is to export the PnL file(The ones that we get after the custom backtest procedure provided by you) as a single file for all of the walk-forwards just like we get the trades list in the OOS...