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The general consensus seems to be that, in fact, full confidence is placed in the ability to code correctly the first time and that no visual confirmation is done? I may not be the number 1 programmer but in my experience I have always had to visually confirm that trades are placed as I...

I would imagine variable spreads and bid/ask would make this somewhat difficult, no?

OK, so how do you determine if there are any errors in your code. I'm not talking about compiling errors, that your code is placing buys/sells in the appropriate location?

Come on, I know some people use MatLab here! How do you debug your code and visually check your trade entries/exits?? thanks

Nuke, You are no Jack Hershey. This is a COMPLIMENT!!!!

My improvements but keeping R:R at 2:1 utilizing ATR: Nuke, would be interested in throwing around some ideas when I have more time.

Back-tested version of your strategy utilizing only ATR and a 2:1 Risk to Reward.

With tradestation and wealth-lab it is quite easy to review trades for a specific strategy and visually inspect the chart to double check that trades are placed as expected and the strategy is coded properly. I am relatively new to MatLab and was wondering what/how is the best way to do this...

Can you explain WHY you believe the CVB are more/less choppy then price charts? Have you looked at the statistical properties? In your example, utilizing your given indicator as a signal generator, the CVB charts results in 16 different changes in signal as defined by color whereas the price...

Apologies Lou, the question was directed to ProfLogic - I should have been more specific. But since we're far off topic anyway I hope you don't mind if I ask YOU this question regarding stationarity: System A is in drawdown; in order to determine if the underlying market conditions have...

What software system do you use to chart and backtest CVB?

De-Trended prices so either log price or lag(X) price change...

By creating the CPDF on detrended data, this would be the actual distribution right? Now I just compare the most recent distribution to intervals in my look-back interval and look for deviation?

This idea came to me but likely has been explored by experienced systems traders in the past: System A is in drawdown; in order to determine if the underlying market conditions have changed or this is 'normal' behavior can one create a cummulative probability density function over a...

As a beginner I think Tradestation will offer a good start. You have a long way to go but start there, read forums, etc. It's probably not the software though its the user that screwed up, try to find some information on creating a good test and be prepared for lots and lots of testing work.

OK, so uniformity allows for proper comparison, your comparing apples to apples with constant volume bars, is my thinking correct? However does this create any new bias or noise. Or are your replacing one error with as yet (unknown to me) error? Has creation of constant-volume bars...

Very interesting ProfLogic and would be quite interested in reading your material, please let us know where/when it would be available! You state noise is created in time based charts due to instability. I can buy this as if you break down a 5m bar into 1m you'll likely see something...

BlueLou, First the signal to noise ratio on ET is very low so you'll need to do your own filtering.... Second, I can only attempt to understand your question at this point; you are saying you are finding that your De-Trended data does not replicate a white-noise series and that you have...

I went down to the County Clerks office to file a 'DBA' Doing Business As for a sole proprietorship I would like to set up to open an IB 'Friends and Family' account. According to IB and many other resources, registration is not required for under $25M in AUM and I believe in NY 5 clients max...

Bespoke, Could you provide a little detail as to your logic behind activating/deactivating systems? Would you describe this as trading your equity curve?