Recent content by Swarm

@Laissez Faire, many different types of strategies were automatically constructed that when reviewed could be classified, by a human, as breakout, mean reverting, trend following etc. over a full range of market conditions as appeared in that data. @logic_man, I agree that 7 billion is only...

I approached TA very analytically and built some very sophisticated software that created and backtested candidate strategies built from traditional TA primitives like MA's, oscillators but it also had the sophistication to create new indicators from scratch out or price and volume. I tested...

You need to be very careful that your test data doesn't show any bias e.g. EURUSD has a distinct upwards trend over the last ten years and so your positive results may merely be a reflection of a slight buy bias that happens to suit the data set. You need to ensure that you test across a...

250 pips at 0.1 lots = $250 which is 5% on the nominal $5k account. as stated. It was 30% of the overall profit at the time which is what ZuluTrade shows. 250 pips is the stop size that the strategy uses. Hence on a $500 account, the lot size needs to be 0.01 to maintain the 5% risk ratio...

I recently posted my experiences as a signal provider with Zulutrade :- http://www.elitetrader.com/vb/showthread.php?s=&threadid=213635&perpage=6&pagenumber=6 You might find it interesting. You need to be extemely careful when selecting providers on any of these sites but particularly on...

Well when I take my first sip from my pint of beer I know that supply is finite and at some point it will run out. When it's full, I'm not concerned, towards the bottom disappointment sets in. What evidence to you need ? Very little new oil has been discovered since the 1970's, existing...

Interesting discussion. I have experience from the other side of the fence in that I am a signal provider on ZuluTrade and formerly on Collective2 :- http://www.zulutrade.com/TradeHistoryIndividual.aspx?pid=20470 I've spent a couple of years developing a generic EA that runs on MetaTrader...

I've used MT4 to automate Forex strategies and it's fairly straightforward and pretty reliable. The only gotcha with MT4 is that it cannot process two or more orders at the same time and the 2nd will fail. If you are trading two or more instruments at the same, particularly if at the same...

Peak oil is virtually here :- http://www.guardian.co.uk/business/2011/feb/08/saudi-oil-reserves-overstated-wikileaks Recent news snippets are all softening us for the bad news that will probably come either this year or next. There's a lot of debate by economists that the oil price spike...

It can but it is excrutiatingly slow. When I backtested my forex strategy on OpenQuant it took 40 seconds against 10 years of hourly data (~ 60,000 bars). My C code, can do 300 backtests per second with the same strategy and data. Must be another example how C# and .net is faster than native...

I'm surprised that functional languages aren't more popular with quant traders since they are a much better fit than OO and Matlab. I use Haskell whenever I can as it is just so much faster to try out ideas than Java or C++. It also has very good numeric support so can be used for many of...

MetaTrader is good and fairly reliable as an automated trading platform. It also provides free access to historic data and the backtesting tools are adequate for most types of strategies. I've found it to be considerably better than tools like OpenQuant which costs far more. The downside is...

Thanks for all of the replies. I think the main message was don't look too short term. I had a play with Renko and Heiken Ashi bars which seem to offer a much clearer view of trends than traditional candles, but I don't like the idea of parameters in renko which could easily be wrong and provide...

It seems to me that creating bars on arbitrary time periods like 1min, 5min, 1 hour etc. is missing most of the action. I have a strategy that trades off hourly bars and takes decisions every 3 hours whiich works to some extent but I can't help thinking that the time delays are reducing the...