Search results

  1. I

    Neural Network

    A couple of years ago I built and tested several NN based models for stocks. I tried many variations regarding network topology, input data normalization, point of insertion of the network into the system and algorithms for weight updating. Since I was not satisfied with the ubiquitous back...
  2. I

    IB supplied data

    Ok.
  3. I

    IB supplied data

    I was referring to intraday data. 6 months seems a bit too much in that respect. GS
  4. I

    IB supplied data

    I think you should look into the API specification section. If memory serves me you can backfill up to 10 days. GS
  5. I

    Please evaluate this strategy

    Thanks. GS
  6. I

    Please evaluate this strategy

    Hi, May I ask you what is your source/provider of intraday data? Best of luck GS
  7. I

    If there is a quantitative measure for Edge, what is it?

    Maybe. However if I used little or no backtest at all, trading with my own money I'd risk to run out of it or spend too much time before I find profitable strategies. I try to regard backtest just as a preliminary phase in system development. Personally I used to believe much more in it than I...
  8. I

    If there is a quantitative measure for Edge, what is it?

    Jack, Unfortunately even that is not enough. It's a good starting point indeed, but the market may change the moment you go live with your brand new system. You test, test, test, then go live and the things are almost never as bright as your tests told you. Everyone loves certainty but we...
  9. I

    The most expensive lesson you have learned in this business...

    Still no single lesson so painful as to be remembered as "the most expensive". Several small not-so-expensive-but-annoying lessons though, such as sloppy typing on the keyboard while entering orders, bugs in my own software which caused minor losses etc. GS
  10. I

    How safe is it to be online without a firewall/antivirus

    Don't do it. Don't diasable the firewall for more than a few seconds just to perform some quick test. If you have to allow for some ports, then do it in the most restrictive way as possible (I don't know Norton AV/F), for example only for specific programs or source sites. Maybe you better...
  11. I

    Black Monday

    Some of you guys are speaking about a housing bubble. I don't know US facts as well as residents of course but if we were speaking about Italy, where I live, I'd say there is probably no bubble at all. Houses prices went to the stars here in the last years, but then what would you have expected...
  12. I

    Money can't buy happiness

    They have a proverb in Brasil: "Money doesn't buy happiness: it has someone else go buy it for you". GS
  13. I

    Are most traders married?

    Please everyone also visit: http://darksun.com.pt/mirage/misc/faq_tre.html for a more detailed explanation of love and marriage. Too bad the actual "Treatise of Love" link is no longer accessible. GS
  14. I

    Top programmers still in Eastern Europe..

    I always thought in eastern Europe live many logically-talented people. On the other hand, you have a clear demonstration that intelligence alone, without a political system which guarantees freedom, can't produce wealth. This is history. For the future we'll see, but you'll have to work at it...
  15. I

    which virus software to us?

    http://www.free-av.com
  16. I

    Position sizing question

    You're mistakenly assuming that RISK and POSITION SIZE are the same. This is not what is usually intended. To say that you have a 1% risk means, generally, that whatever your position size is, you will close it when it goes against you more than 1% of your total equity. So for example you...
  17. I

    turning a computer into a server

    Well, what do you expect a server could do for you? Or do you just what to know what a server is? GS
  18. I

    One Touch Backup?

    Better yet, *outside* the working site. In my case, I carry them at home. GS
  19. I

    One Touch Backup?

    Quote from jumper: RAID 1 has saved me many times. And, its very easy and you don't lose a step. I thought it should have been this way. But, as I said, one drive got physically damaged and the other one logically. I arrived at my office in the morning and the screen was all blue. I...
  20. I

    One Touch Backup?

    I think one of the best methods for backup is partition backup. I use Acronis TrueImage software on removable hard drives. While it is not actually a 'one touch' backup system, TrueImage has a scheduler that allows for pre-programmed backup activities. What is really useful in partition...
Back
Top