It looks like from your posts, the speed of a genetic algo can vary. So what about Brute Force? Is there a way to calculate the amount of time it would take for a test to complete with the chip and memory given above?
I was wondering if it is possible to measure how much faster a genetic algorithm is compared to something like brute force optimization. Is there a ratio or approximate ratio of one compared to the other in terms of speed? Going along with this same type of thinking, is there a way to get an...
For all you contractors / military overseas in the gulf:
Iâll be heading over to Iraq (or somewhere else in the gulf)as a contractor sometime after the 1st of the year and was interested in hearing about your setups for trading. Iâm mostly interested in hearing about where you get/got...
Sorry took so long for me to post back, I work the nights. Anyhow, I am referring to backtests for stocks only and each of the strategies compared may share similarities to each other or be completely unique amongst the group. For the purposes of this discussion, letâs not worry about if a...
Hi all,
How do you compare or rate your strategies against each other when backtesting? It seems to me you would have to take into account the amount of trades made, time span of the backtest, annualized ROI, draw down, etc. to get the answer.
To give a little more background as to what Iâm asking, Iâm wondering if a trading system like method 1 might be more stable because it has a diverse selection of stocks to trade from. I know it would generate more signals, but would this make it more robust? Besides the number of signals...
Hi all,
Iâm trying to compare three different trading methods and would like opinions on the pros and cons of such an approach. Each method involves filtering on the daily chart and then implementing a strategy intraday. At this point the filter method and strategies are not so important...
Ive been playing with statasearch. I havent gotten very far with its screener yet, but Im wondering about historical screening. Can you tell it to backtest over the last 5 years any stock that has had RSI(14) >70 etc? I havent seen anything about walk-forward optimization. As for AMIbroker...
I have not seen it. Everything Ive looked at does not contain all theses features. Almost all the stockscreen services are pulldown menues or canned in some way or another. I looked at the software suggeted by others in this post and I still havent seen anything with the same features I am...
It looks like a lot of programmer-types have responded to this post, which Iâm glad of. Iâll respond to a few comments made recently and add a few new things of my own. I am working late nights now (itâs about 1am here in Hawaii) so forgive me if Iâm long-winded or donât make lots of...