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    Backtesting fundamentals

    I used TC2000 for data. Fundamental and technical scan results were archived and performance data computed from 1 day to 12 months into the future after the scan criteria were met. I developed the statistical analysis software in Delphi that also allowed me to included entry/exist strategies...
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    Backtesting fundamentals

    Fundamentals should have an impact on price. But at this moment a stock is worth only the price it last traded at and not what it’s free cash flow or PSR numbers are. I done a study on fundamentals verses technical indicators and TA win hands down. The problem is there may be many companies...
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    Trading Plans

    Here’s an abridged outline of one of my plans. 1 Strategic Plan 1.1 Economic Goals 1.2 Market A (e.g. Equities) 1.2.1 Trading Objectives 1.2.2 Capital Allocation 1.2.2.1 Total Equity at Risk for this market 1.2.2.2 Maximum Allowable Drawdraw 1.2.3 Trading Timeframe and Holding...
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    Odds Czar: Simple Biases in the Futures Markets 2005

    "And on the others, you optimized by discarding some rules and actually reversing some others to get a decent return. I just don't see how any kind of stable system can be developed here. What am I missing?" ------------------------------------ Inquisitiveness; desire to explore, test...
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    Odds Czar: Simple Biases in the Futures Markets 2005

    I guess it wouldn't let me attach the gif file. I'll just paste the results in text format: System: Baseline Rule 1: 1 Rule 2: 1 Rule 3: 1 Rule 4: 1 Rule 5: 1 Rule 6: 1 Rule 7: 1 Rule 8: 1 Total Net Profit $14,842.42 Max Intraday Drawdown ($15,630.97) Percent Profitable 61.35%...
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    Odds Czar: Simple Biases in the Futures Markets 2005

    Great Thread Art!! I programmed your bias rules and tested them on 10 years of SPY (Buy/Sell next day at open with commission based only on bias rules, no protective stops). I know your bias rules are for futures, but I trade stocks so I tried them on SPY. Your basic system was...
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    Tradestation & Simulated Trading???

    “Does the present version contain any features to simulate realtime trading?” This depends upon what you mean by “simulate realtime trading.” If you mean testing a strategy against past data the answer is yes (its called backtesting). Both TS8 and TS2000i backtest and provide a...
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    Most Useful Technical Indicators

    Posted by Investorsources on 10-12-05 11:19 AM: “What, in the opinion of the people on these boards, are the most useful technical indicators that when they are all saying the same thing will most likely result in profitable trading.” Four key points to learn: 1. Stock prices are...
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    TS2000i vs TS8

    I have TS2000i and wouldn’t consider it obsolete and use it all the time. True they no longer support it but I don’t need support, but TS has a user support forum for it. Most TS8 strategies and indicators will run on 2000i (in some cases key words will have to be changed (e.g., “Sell...
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    generic strategies

    “This doesnt make any sense.. mean reversion is the opposite of trend following . . . To incorporate both in a single doesnt really make sense.. goes against the grain of what each style is supposed to do..” If one analyzes a mean reversion system one will find that it has more losing...
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    Neuroshell

    I have both NST and TS. I use NST mainly for realtime trading and TS for experimenting with new ideas. I’ve ported many of my TS strategies over to NST using DLLs. In some respects NST is state-of-the art (Genetic algorithms (GA), neural networks (NN), fuzzy logic plug-in, automatic...
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