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    anatomy of a backtest report

    It is a long only system and it buys extreme oversold stocks. Looks very good in testing, but I don't trust it because I can't account for what it might look like if all the crap was still in there...Enron, WCOM, etc. gs
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    anatomy of a backtest report

    ...that worries me about my systems... all the data I have access to has survivorship bias. All those stinker companies that have gone bankrupt or been merged or delisted are unaccounted for in my database (QuotesPlus). So, the tests are not really accurate. Does anyone know of a source of...
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    Keeping It Simple

    here you go... http://www.bracket-trader.com/ gs
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    The Ultimate Futures Trading Camp...???

    Maybe he is in the 1%. Vendors who have something to offer do exist, I suppose. But people who continually go to one overpriced seminar after another, buy all the overpriced services, subscribe to all the overpriced newsletters, etc. etc., are just wasting their time and money. If they have...
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    The Ultimate Futures Trading Camp...???

    Vendorland is populated with scam artists. I think there are better, and certainly CHEAPER, ways to get a trading education. I suppose not all vendors are scammers....just 99% of them. gs
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    The Ultimate Futures Trading Camp...???

    This is almost surely a waste of (additional money). Don't you have a charity you can donate to? :) gs
  7. G

    Problem with IB buy stops

    ...don't seem to work very well. I'm going to use stop, limit, and stop-limit orders from now on. I've had good fast fills with limit and stop orders (this is trading the e-minis), but the market orders suck. I've watched in amazement as the orders roll by and the market order at IB just...
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    I told U

    THROW THE BUM OUT!
  9. G

    Keeping It Simple

    There are countless ways to skin this cat. Too much information can be a problem, too. I think Banker's idea is an interesting one. Not a method I'd choose, but it wouldn't surprise me one bit if he didn't beat a whole lot of other traders who have all the best tools and all the best data...
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    Keeping It Simple

    Brilliant...appropos of nothing. If Banker makes money with his method, then all the critics 'wise' words are just hot air. Who knows if it will work long term. If it doesn't we probably won't hear from Banker about it. But if it works for him then all the worthless advice is just...
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    Keeping It Simple

    I had to laugh when I read this... Nothing matters but whether the method makes money!! All else is just BS. gs
  12. G

    anatomy of a backtest report

    It may have been the way I was trying to use WL. But in TF I am running complicated tests over 2500 stock symbols over a 10 year period and the test takes 6 minutes on my old 700mzh systemax laptop. This way I can do many iterations. Still...I do think WL is a great tool. gs
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    anatomy of a backtest report

    The real speed hit seemed to result from using WL's 'basket' trading ability, picking the 'best' signal from among many with various filters...it got to be agonizingly slow. Same tests in TF were many times faster. Otherwise, I am very impressed with WL. gs
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    Order Automation?

    moonwalker, Volker, Thanks. I think the VB option is probably just what I need. I'll PM Monnwalker and see what it might take. I don't mind learning VB if it will get me what I need. gs
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    Order Automation?

    What I want to do is fairly simple, and I don't want to invest in TS or something equally expensive. I already have my systems in place and can trade them as is, but I would like to automate some of the order entry stuff. I trade through IB. What I'd like to be able to do is have a simple...
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    anatomy of a backtest report

    I've used Metastock for years and gave up on it as a system development tool. I looked at the info on the new version and see they still haven't created a really useful testing tool. Better than the gawdawful POS the earlier versions were, but still not nearly as good as TechnifilterPlus...
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    anatomy of a backtest report

    I looked at Amibroker, but it was quite a while ago. I should probably look at it again. "Really fast" is relative. TF can churn through a huge database faster than anything else I've seen, outside of system written in C or some other compiled language. If I was more of a real programmer...
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    anatomy of a backtest report

    Here's another thing to watch out for... I trade portfolio or basket type systems. These systems sometimes give more signals than you can reasonably trade. In looking at the results, you must have a realistic way to filter out the excess trades. And when looking at the equity curve...
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    Challenge: Real or Random?

    I've been trading and studying charts for 5 years and I won't even hazard a guess. Maybe if I could take the data and put it into my charting program and really look closely. But just glancing through them...it's tough. gs
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    Is TA less profitable now?

    Having put countless highly touted TA methods through objective tests in TechnifilterPlus, I feel confident in saying that most of them are garbage, junk, crap, and deadly to your bottom line. Does TA work...not in the way many people believe that it does. Novices get screwed trying to...
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