Recent content by SystemTrading

I think you guys may be interested in the site below. It looks similar to what you are doing. www.CapturingTheta.com

Go to View>Data Window. In the data window, you will have the option to save.

What a great idea. Thanks for sharing.

I actually just did the same testing a few months ago. I did everything in Matlab. What will you be using? As opposed to the method mentioned above, I simply estimated how may times per day I wanted to issue trades (n). Then divide the number of bars in a day (b) by this number, and you will...