Recent content by Vince1

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    Clean historical tick data

    www.tickdata.com
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    Books/References

    The Encyclopedia of Trading Strategies http://www.amazon.com/Encyclopedia-Trading-Strategies-Jeffrey-Owen/dp/0070580995/ref=sr_1_1/102-6094812-2734569?ie=UTF8&s=books&qid=1192537209&sr=1-1
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    Which is the most important stat to you?

    You can leave out the risk free rate in the formula if the point is just to compare systems (see Schwager, A Complete Guide to the Futures Markets). Also, you may want to calculate a stat from the number of trades, the "observed" average P/L and "observed" standard deviation of P/L to see if...
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    ESTX50 slippage

    Seems so... "Stop orders are only triggered upon reaching the stop limit. In this case they are automatically entered as market orders in the Eurex order book, where they are executed according to the price-time priority principle" "If several market orders are booked in the order book...
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    ESTX50 slippage

    I also had a rare 2 or 3-tick slippage on a stop last year - also on an event. Today, Trichet was speaking++
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    help with backtesting software please

    The trial version is fine. You can always post your code here so we can fix it++
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    help with backtesting software please

    In WL, the chartscript wizard (obviously) differentiates between: condition 1 AND condition 2, and: condition 1 OR condition 2. There should be no issue at this stage++
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    Recommendation on historical intra-day service?

    <url>http://www.tickdatamarket.com</url> <url>http://www.tickdata.com</url> <url>http://www.pinnacledata.com</url>
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    Pinnacle CLC Database

    I did. Very happy with it. Recommended in the Encyclopedia of Trading Strategies.
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    Help with Monte Carlo Drawdown analysis

    http://www.schindlertrading.com/include/content/uploads/drawdown%20analysis.pdf http://office.microsoft.com/en-us/excel/HA011118931033.aspx?pid=CL100570551033 These might also help++
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    Software for Non-programmer

    http://www.wealth-lab.com
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    future data for backtesting

    Better go with (tradable) ETFs if you do not have futures data++
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    Ebta

    Somehow you have to choose the approach you are the most comfortable with. It is easier to get non-realistic expectations with non-tested strategies. But it does not mean you cannot succeed that way. http://traderfeed.blogspot.com/2006/10/can-there-be-objective-basis-for.html
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    wyckoffs book

    None. Rollo Tape was the pen name Richard Wyckoff's used when he first published Studies in Tape Reading++
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    BackTesting for Non-programmers

    Wealth-Lab has a "Wizard" where you select signals and orders rules without having to do the slightest programming. However, the learning curve is not that steep and well worth it++
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