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It sounds rubbish but I'll let you make your own judgement of it's value.

Why do you need examples? The statement is clear, go and test it! That will offer more weight than any "example" might offer. Thx, D

Looking back do you think you should have developed TS from scratch in C# and C++?

You're being overly kind to dumbass analysis IMO James. The factors he ignores totally illegitimize his findings.

No it hasn't. You're equating a signal with a system again. This is not a system. I don't want to have to remind you again. Thx D

This is a valid observation but, i would suggest, a somewhat unfair criticism of James' system. I'll try to explain why. As you've realized this system is a counter trader and attempts to adapt to variations in market conditions. The notional capacity of a biocomp system to adapt is dependant...

I've not heard of it so it must be rubbish;)

10K trading two E-Mini contracts is not sufficient. What is the performance of this method over the lifetime of the e-mini contract?

What is AFL? Does Amibroker offers APIs for people to want to write code in C#?

Obama is no leftist. The "left" doesn't exist in the US. Obama maybe less rightist than many republicans would like but that doesn't make him leftist" by any rational defintion that most people would agree on. Anyway, noone knows how to fix this republican inspired mess. i hear lots of people...

Are you expecting something dramatically different from what you saw last time?

You know, I had a look at the performance of I-Master a while back and, having seen the performance of many systems, can say that in my opinion the system never actually failed. Indeed, any system that outperforms the way I-Master did is likely to regress to mean performance or even below for...

Given the type of simulations you appear to be interested in I don't understand, with accuracy in mind, why you don't look to do those tests on intra-day bars. What you're demanding to get implemented is a botch job which strikes me as senseless given my comments above. I disagree with both...

Maintaining the integrity of the backtest is always one of the prime directives of any credible backtest platform. You should be delighted that it is there. Murray's suggestion of using a tradeplan to separately manage the long and the short side sounds to me like it should work. That said...

It can be done. Tradersstudio is a COM application. So, non-COM code need to create a COM wrapper which can then be referenced as an add-in. Tradersstudio can provide you with a guide that serves as a kind of API for constructing such add-ins. I say "kind of API" cos it's not complete...but...

Well, there's a good chance that the market will go up to some degree. I suspect there'll be more up days than down days for a while but the down days will be much bigger than the up days. So, in summary the downside risk is still much greater than the upside. Only when the downside risk has...

Hi, What's the objective here? To codify and validate the concept by backtest? I hope so. There seems to be an assumption here that this works when it has yet to be shown to be likely to do so. Thx D

I agree with droskill but would add that you appear programming averse (am i right or thinking of someone else who's posted here?). Given that, AmiBroker is probably not the best choice for you. As I understand it, because I am not a user, it is capable but requires extensive programming to...

I couldn't give a stuff about the internet. I was asking you to explain where you're coming from when you throw out that buzz word. I sense you think I was having a dig at you when i was not. I know you're having a pop at me. So we'll leave it at that.

I hear where you're coming from but also detect a lack of objectivity. In order to explore what you're saying, can you explain what "canned-ness" means? When does a system become "canned" seeing as any system must be rule bound and therefore "canned"? If you know what it means then please...