Search results

Well, so I asume you were talking about many US stocks. The difference between backtesting and real trading is that when backtesting and you start out with US$100.000 and use 5% per each signal from your over all capital you might be quickly going up to US$200.000 then you trade US$10.000...

Problem is really that the period of the backtesting is not long enough. Also when back testing there might have been a mistake in the way it is programmed. Since you have done real time trading by now, we might exclude the programming error. A common error here is an open range break out system...

@newesttrader @maxpi All the newer software have the feature that you can receive the historical intra day data from eSignal or QCharts on your computer. It will be stored and you can use it for your testing. It is strange that you need to buy additional software for such a standard "service".

Are you talking about back testing or real trading? You shoul use the percentage methods as described below for your backtesting. When real trading starts you might switch to Dollar and adust it from time to time (in relation to your overall capital). Are you talking about stocks or futures...

Gordon. I am not sure whether you still follow this thread after your painful experience. Since I am coming from the system testing site you might want to hear some of my findings, after testing thousands of different strategies on many portfolio containing hundreds of stocks from different...

Hi, thats how I got into system testing 25 years ago, followed by the roulette wheel and ending up in the stock and futures markets. I think it would be interesting to run a NN on the past numbers. I don't know how Texas lottery works. But I guess there is no way to predict the futures...

I apologize for not reading all postings of this thread, so I might have informed you already. For those long threads it would be good to have a “search the thread” function. Anyway, here are a couple of scripts (systems) that do what you might be looking for, I am not posting the code...

@ges Thinking about the speed, TechniFilter must be extremly fast I did a quick test of the code below on the 30 Dow Jones stocks. I tested 1000 bars of each stock, it took me in the 'slow' mode 12 seconds. That is using money managment on the portfolio level. The system was doing very good. I...

Hallo All. Here are a few thing I would like to add. @Gordon Gekko If you see a result in TS or any other software you have to know whther this has been tested WITH a decent money managment rule. Comparing aplles with apples, means to trade 4 S&P contracts when the S&P was at 300 and...

IB has an interface that allows you to do that with Excel. I haven't used it. I know what you are trying to do. Scan 100 stocks for that simple rule, copy the orders into IB and send it of instead of keying in all this numbers. After a while we are getting even to lazy to do that :). Try...

I think it sounds like a driver problem. I run Matrox G400 and it gives me NO problem. If you press tha advanced button you can see you BIOS information and under Adapter - Properties you should see the driver version. Check on the web if there is a later one. Volker

Unfortunatly real time does not work on the web site yet, but we are working on it. I think it will be possible shortly after or arround the release date of version 3 until then you have to buy WLD2 for intra day data testing (which isn't bad for us too :).

As for the charting I would like to inform you that we are planning to includein version 3: EquiVolume EquiCandle Kagi 3-Line Break Out P&F and it is looking good. :) Volker

If you are just looking for standard indicator and predefined filters then there might be more comfortable web sites. But if you like to develop your own stuff (or use some prefedined) then you can use the wealth-lab site. Volker

Since you guys are in sharing system code, here is one that I have published on the US page. Unfortunatly you can not test it there (yet), because you need intra day data, but for those who have WLD2. The system waits until the close of an intra day bar is above/below the first 30 minute range...

Here is my correction: The only difference is that I made you .....BuyAtStop ( Bar + 1, .....). I think you need to know first if the ADX is below a certain level. Then on the next bar you can take the action. Else I think the code looks ok. If you have any further questions please let me know...

I am not sure whether I understood you correctly, but you know that you can do a similar thing with the Alert manager in Wealth-Lab if you have a real time feed? You can have an automatic sort that will always have the symbol that is nearest to you entry at top. Volker

I tested it on the 30 stocks that are in the DAX 30 for 5 years. Starting capital was 100.000 Euros and I invested 10% of the overall capital in each signal. If signals appear while there is no cash available the trade is scipt. All Trades Long Trades Short Trades Buy & Hold Starting...

As I said, with third party solution provider it is possible already (only interactive brokers)! Also I know of a company who is working on a connection to PATS. Last but not least, hey systems for Black Jack I know...... this is out since E. O. Thorp. But I think it is not really making big...

Our next version will have automated trading execution included. At the moment we were informed of a third party company that offers ATE from WLD2 in to Interactive Brokers. So, how does that sound? For further information on this and other developments please check here...