Search results

I think high speed traders do have a effect on why we get more intra-day volatility. I think you will see if from 1 hour down to tick level, You might even see this effect for on as long as 90 minutes. I think it has some but less of a effect on daily data. The change is the markets will make...

Let's start talking about data. Understanding how data effects testing and developing trading systems is very important. One example is how futures contracts are rolled over. There are many ways to do that. First rolling on volume , open interest and then volume and open interest. We...

When developing trading system there are many issues to address 1) Data 2) Selecting what to trade 3) A good premise 3) Understanding the science behind what you are doing 4) converting a premise to code 5) Testing your premise 6) Judging system reliability...

I can't really talk about returns because I act as an educator CTA. I can't publish returns publicly and hold myself out as a CTA. So if you would like the returns data, please send me a private message here on Elite Trader with your email address, phone number, etc. and I will provide you with...

Thanks

Wow, too bad you don't know what your talking about. First CTA can not show Hypothetical track records once they have six months of real results. That why I will show it on a need to know basis from one of my clients. I think it more important to show how the system has done longer term and...

Sorry had some personal issues and fell behind will start up again next week. I had some family medical issues.

Yes, lame excuse , supply real people trading with real results. I do have one client who will share his brokerage statement, of course with his personal information blacked out. He also will talk to serious inquirers on the phone. End of day systems don't need intra-day data and features...

I have real clients who have been trading these systems since summer 2010. One problem in this record is due to the MF Global issue, the results have a break in them. If anyone wants to contact me PM I will give them contact information to verify these systems are not curve fitted and have real...

yes

The manuals can be download along with the demo's

Just a update, the bond system has moved the stop for the long trade to 146 27'

I will put seasonal analysis on my to do list for ET this summer.

This is a PC based Application , but we have some client running in windows mode on the Apple Mac

I will be working on more tutorials soon

Thank you Kiwi, Here is a link to a tutorial on using the equity curve as a system filter in TradersStudio. http://tradersstudio.com/Tutorials/EquityCurveFeedback.aspx Here information for getting a free demo version of TradersStudio...

http://getsplithistory.com/list?c=A This is for splits , but would require a lot of work to make usable.

Yes, it was a neural network which was embedded into a spreadsheet. I have nothing to do with Forum member Braincell.

We rolled to September today It's 26th day of the month prior to expiration

TradersStudio has built in analysis for handling splits and dividends. You need to use three data streams unadjusted,Split adjusted and dividend only adjusted. It will correctly handle splits dividends and allow orders at real prices. This allows correct money management for stocks and ETF's...