Search results

  1. A

    Applying slippage to historical equity curves.

    To establish whether I have understood what you are trying to do... You want to adjust historical simulated equity curves for factors that you believe will make them look more like the real curves you might have obtained if you had really traded them? If the foregoing is not correct, then...
  2. A

    burutrader.com full auto

    Can't really read much from what is stated (unless I have missed something). ... There is no mention about how many trades this involved. Was this one lucky trade? Or was it 1000 trades? And what were the actual returns per month? Was each monthly return close to the average claimed...
  3. A

    Strategy Analyzer

    Have you tried contacting support@ninjatrader.com, or posted to the NT support forum...? Probably make more sense than posting here at ET ... Yes. Clicking the "backtest" button will run the strategy, with the parameters as you specify them, over whichever instrument/group of instruments you...
  4. A

    Programmer for Hire?

    You're probably going to need to tell potentially interested people which programming languages are required ...
  5. A

    Strategy Analyzer

    NinjaTrader?
  6. A

    Transferring energy (signals) through temporal anomalies (time) as holy grail

    I hear there are some good temporal anomalies at SN 1979C. The 50 million light year distance is the killer, though.
  7. A

    Jokes 2

    LOL
  8. A

    Theoretical Risk/Reward Profile

    Next thing to try would be to forward test it for a while (i.e. use NinjaTrader connected to your real time data feed, but without doing real trades), and see how it does ... or maybe that's what you mean when you say you have already used NT 7's "simulator"? ... if you are still happy with...
  9. A

    SPY and ES

    Fair enough. I wonder if ES "leveragedness" outweighs ES "clunkiness"? And what ES slippage did you use for your backtest? For SPY, I don't feel I need more than max $0.01 during regular trading hours.
  10. A

    Mean reversion. To be, or not to be ...

    No, that reference was just to answer your question about what is a MR strategy ...
  11. A

    Jokes 2

    There is still no cure for the common birthday.
  12. A

    Mean reversion. To be, or not to be ...

    From a web search http://www.wilmott.com/messageview.cfm?catid=38&threadid=70887
  13. A

    SPY and ES

    Thanks.
  14. A

    SPY and ES

    Many thanks, daniel_asimov. I am unclear about one part of your response: Do you mean that one of the relative "pluses" about SPY is that it will allow you to trade in smaller size (i.e. one could trade 100 shares, but not 1/5 of a contract)? And that one of the relative "minuses" is...
  15. A

    SPY and ES

    I have an automated intraday strategy that seems to behave well on SPY. I want to look at how it would do on the ES. Before I roll up my sleeves and test things for myself, I would be grateful for shared insights from anyone with experience of something similar. How good is the...
  16. A

    Super-Cycle Leaves No Economy Behind Before Davos Summit - Bloomberg

    American Market Preferred in Global Poll on New Confidence http://www.bloomberg.com/news/2011-01-24/american-market-preferred-in-global-poll-showing-new-confidence.html
  17. A

    Super-Cycle Leaves No Economy Behind Before Davos Summit - Bloomberg

    For only the third time since the Industrial Revolution, the world may be entering a long-term growth cycle that will lift all economies simultaneously, driving bond yields and commodity prices higher...
  18. A

    F#

    Thanks, rosy2 and NetTecture!
  19. A

    F#

    ”Functional programming is appropriate for applications that exhibit one or more of the following characteristics: require significant computation (compute-bound) as they can be parallelized easily, are themselves parallel in nature, can benefit from asynchronous calls, need to be provable, or...
  20. A

    Mean reversion. To be, or not to be ...

    Excellent! Many thanks!
Back
Top