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When this great thread start? What I can see is from 06-04-04 12:12 AM,could anyone send me a full version,please? Thanks in advance. PS: please PM me

Well,100% return per month just an example to magnify the effect of calculation.

In order to eliminate the gaps,at first,I planned to build an index data from those basic real market futures data,that's,multiplied price with open interest each bar,the result are every bar's open capital -- capital stored in market in each bar,then sum all contracts in the same market up each...

I meet dilemmas when I'm developing futures trading system,they are problems of data proceeding. We all know that each futures contract has a starting date and a expiring date,for example,Cu contract usually starts in July and expires in Jan.when we chain all the contracts with the same...

I met a weird annualized rule: as usual,in order to annualize a monthly return,one should multiplies this monthly return with square root of 12,but when a guy compounds his capital,this rule become weird: Suppose a system's monthly return is 100%,so his yearly return should be (100%+1)^12-1=...

this is a package including results of A & B's mc simulations

I have two systems and I perform them on the same market groups in the same period with the same position sizing rules. And run the monte carlo simulations with their relating data separately.Thus I have two performance reports and two monte carlo simulation results. the problem is there is...

It's very strange for me,it shows that there are 2 replies in this thread,but I only can read the original one,could anyone who could read the second one quotes it in this thread,please?

There are seveal monte carlo methods,including scattering trades,or equity with discrete and continuous distribution,what's the pros*cons of each of them? I found many guys discussed monte carlo methods,but none talked about it,it should be useful for the monte carlo beginner as me to tell...

OK,I'v sent a mail.Thanks

Hi,TruthTeller,thanks for your help,I'm very interested in invest/RT,but could you please give me some more clue about how the WFO in Invest/RT selects the "best" value of the paratemer(s),is best = max,or best = the most stable? That's,how Invest/RT calculates the stability in the case of more...

Thanks,I'll learn and study it.It seem very complex.

TSGannGalt,you mean......program it line by line? It's my first opinion,but......I withdrawed later because of my poor program ability,then my friend told me that a member named Bolter in WLD's forum decided to make a WFO progress,some of their thoughts and concepts are great ,address is...

hmmm....It seem that's a powerful software,but it doesn't say how to pick the best ( = superior and the most stable ) parameters among the parameters combinations from the optimization,especially when parameters are more than 3. The WFO should be repeated several times,for example,the whole...

My purpose is to conform whether the result of a system on some contracts are robust,the theory of walk forward optimization ( WFO for short),is to test a system on a period of data,and verify it on another period. For example,I test my 20/50 cross SMA system on the period of...

It's hard to find the software for walk forward optimization,including seeking the most robust variable combination and other analysis,some suggestion please? PS: bolter tried to develop in WLD,but the project suspended because of the instability of WLD's debug circumstance.It's realy a pity!!

this is the 1st pic.

This topic is initially from Trader's Roundtable forums,and have puzzled me for a long time,any suggestion is appreciated. Several weeks ago, when I test my system on a basket of stocks,I met a problem which puzzles me till now: The 2nd Pic is the result of that system performed on 100...

I heared from others that,picking the most priority stock/commodity after special rules,such as 1. re-select all the stocks in which priceclose(bar) > sma(bar,close,10) into a basket everyday. 2. order the stock in the basket which gets the max RSI(bar,#close,5). actually was a...

Open an account in Chinese Bank? I heard that it's still forbidden to trade currency marginly in china.