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SocalTrader can you please post a sample screenshot or two of the backtesting? IMHO I don't think you should herd us all through the paypal setup just to get a little peek. :)

I was refering to the second article, didn't read the first one. I hate registering for news sites.

I'm surprised there's no mention of the Canadian mad cow fiasco in that article. With only young cattle being imported from Canada currently - supply is artificially low at least to some degree.

Cuba is very underrated, and your money will go so far it's rediculous. The Cubans are proud, crime is nothing by american standards - and they hate the US >government<, not the people. Oh, and the place is a freakin paradise!! I'm sure about internet access however.. it wasn't on my mind...

t0yland good luck with the scoring.. keep in touch ok? I'm in at the opens and out on the closes of stocks with minimum price*volume of 80 million. Looking to invest $100,000 each time.

Commissions are fixed and perhaps I should have excluded them from my question, I assume 0.1% of my return will go to commissions. What about slippage? I have analyzed many 16s tick files and found that a similar 0.1% eachway slippage is accurate - but I would like to hear from experience as...

t0yland, I made the software myself.. the real key to portfolio backtesting is to give all your indications/recommendations a score based on the whatever formula you use. Then you optimize the system with a range of portfolio "slices" ie 1-10 and a minimum score required to enter a trade...

hypostomus, the multiple positions smooth the equity curve dramatically

The commissions would eat me alive. I traded a system about a year ago with $20,000 Canadian the problem was that at the time commissions were C$29 each way - and ate my profits. Granted I now have an Ameritrade account but my improved system utilizes multiple positions so it's a similar...

Sorry forgot to answer the 13 times question.. no far more trades than that - over 3000 since the start of 1997

0.7% per trade average trade length 3 days I don't think the system will work on an index future The max DD was of all-time, it was back in 1998 nothing over 10% since

Great points: > degrees of freedom in the BT >"softness" in the equity curve to a modest range of change in the key parameters I'd say the system is "highly" optimized though the avg return variations relate very logically to the adjusted parameters and there is a large very profitable...

I have two parties which are seriously interested in licensing a system I've been working on for quite some time. One is a private investor, the other is a prop firm. (please no heckling) IMHO the results are fantastic and before my next presentation I want to make sure I'm using conservative...

right on, thanks!

because percentages are relative, dollars are not. a $1 commission is reasonable for 100 shares but not 10,000 - same goes for slippage

Perhaps I should have requested nothing off-topic.. like this.

Nothing matters more than price - any decent computer shop knows what to give someone who asks for "top of the line" - Pentium 4 3.2ghz - boxed, ready to go warranty in hand. Mess around components and you're paying off too many resellers if you ask me.

you did not include the price? When it comes to PCs often you can get a mass-producted top of the line system with all the right stuff - cheaper than building your own. PC makers are very compeditive nowadays.

Just curious, what distribution of proceeds do you account for when evaluating new strategies? ie. average historic return +0.70% less commissions -0.10% less slippage* -0.25% ----------------------------------- actual return +0.35%...

Maybe you misread vanilla2: "I know from an aquaintence/specialist on the amex that firms like sesquahanna do just that, mimick their best customers' activity. it is his full time occupation, monitoring his highest performing customers' activity for proprietary use." That is what I...