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I believe that your business model is a non-starter mainly because you require that the system be run from your servers. Not only is there a security concern of a proprietary system being compromised, there are a number of integration issues you haven’t addressed: How does one integrate a...

There is no need for a relationship between the size of in-sample (used to develop the strategy) and out-of-sample testing. Although Pardo does recommends an out-of-sample size of 10-20% of the optimization data. This seems arbitrary to me. My approach is to specify the size of the...

You have listed at least four reasons why real trading may differ from backtesting/simulated trading: 1. “ If there are no major news I place my trades, if there are some major news I might or might not follow the recomendation.” 2. “Of course a lot of other factors get into play...

“I am betting on a swift reversal to the downside coming soon.” With options expirations this week, there should be some volatile moves. We are approaching overhead resistance in the SP-500: 1243: Sep05 High 1246: Aug05 High 1254: 0.618 Fib Retracement from Oct02 Low to Mar00 High...

Re: “A toy to play with maybe but not a real product.” My platform is not a toy; its capabilities far exceed your product – by light-years. There’s a reason that agile model driven software development and rapid application development are popular methodologies in the commercial...

Murray Ruggiero: It took only a few man-months (my man-months) to develop my platform. And most of that time was spent in requirement analysis, data modeling and object oriented design. Development was quick because I used Delphi for rapid prototype development and I had used as many...

Muhammad wrote: >> “Traders Studio allow programmers to make there own codes to run on portfolios and calculate any thing they want. None of the currently available softwares provide such power.” I’m a programmer and a user of TS2000i and TraderStudio doesn’t meet my requirements...

I’ve played around with the eSignal/Excel DDE interface. It definitely works for realtime data (displaying O, H, L, C, V, etc.). Each data cell in Excel gets updated when the value changes (similar to streaming data). After the market closes the values appear to be EOD. Their...

Out-of-sample performance:

In-sample performance:

>> “Is the Double Stochastic not the holy grail it appears to be?” By itself it is not a Holy Grail. It works great on deterministic signals with no noise (i.e., catching bottoms and tops). On noise (real price data) it’s problematic and its performance sucks big time. One can...

1. If you are using EOD data you can store the data in a 3rd party directory in MetaStock or ascii format. Then you don’t have to use the GlobalServer, just select ‘3rd party directory’ on the insert chart dialog box and scroll to select any symbol in that directory. Set your EOD data...

Set flags in the code when Buy or Short conditions are met. If both Buy and Short flags are set simultaneous don't place any order for that bar, otherwise issue Buy or Sell Orders depending upon which flag is set.

I wouldn’t call this market confusing. Sometimes markets move in straight lines; sometimes they rally then pullback, rally again, pullback, etc. Since we the Apr05 lows we’ve had a number of tradable rallies and pullbacks. Yesterday the QQQQ tried to break out of the August highs on...

HQuote, TickData, ANF all provide historical ascii data down to 1 minute resolution; TickData also provides historical tick data in ascii format. Search Google to find out more.

". . . and does TS2000i support ASCII data format?" Read my first post.

“Is there a command I can use within Easylanguage to access the entry price at which the trades get done?” Yes. It’s EntryPrice(0). It is available on the next bar AFTER the trade is made, not on the bar that you place the order. You can issue a stop loss prior to the trade based on...

I don’t know anything about CSI data. But you can import data into TS2000i in either ascii or MetaStock format. This doesn’t use the GlobalServer. You just place the data in directories and select the symbol from the 3rd Party Directory (click the 3rd Party Directory radio button on the...

I mainly use my own home grown platform that I developed. It’s features include a variety of data mining tools, GA optimization, customized optimization objective functions, automatic in-sample/out-of–sample testing with statistical analysis, portfolio optimization (optimize parameter...

I don’t know what the problem is. They define the format on the page you referenced. They clearly define what data format is. Each variable in contained in a fixed number of columns; all you have to do is parse the string into the fields that you want to use. Any language can be used to do...