Recent content by ticktrader

Forward testing is not an efficient approach as you have concluded, rather use a conceptual approach across the development, including conceptual strategies. Time to market is key.

The answer to this question is different than 10 years ago. Markets has become more efficient, it takes much more today to develop profitable strategies. Markets change behaviour more frequently, meaning you need to adjust strategies much more often, or even develop a new set of strategies...

Going to integrate a development platform to the markets, which API would you recommend to start with? Focus is on futures, options, perhaps some FX.

But question is if back-testing and thereby automated trading makes sense in the daily time-frame ?

We are still in a 11 year stock bull market, any strategy will output long only strategies. To pick which ones to go long each week, I think more easy to mirror Warren Buffetts portfolio than to try adjust a portfolio on a weekly basis. Probably better to correct once a month/quarter, where a...

A development method/platform has to be complete, no limit, to make any sense. It also need to be fast. Many have tried to solve this problem but so far none have succeeded. Part of the reason is one need to replace programming of everything: - of custom indicators since they are input to...

- www.wealth-lab.com - www.tickcom.com - www.saxobank.com ( trade commander )

I ran though this thread, and cant resist posting some comments. After 4 years in R&D, making my own ATS, complete with charting, back testing, even visual development of my algorithms – back testing 10.000´s of ideas, adding more features, I want to comment: If you post your ideas in...