Search results

Thanks! I gave XX as an example.... Perhaps you can get info from the TS forums. I can't access them anymore.

Thanks for the info... Another question for you, for these continuous contracts how long back does the tick data go? When I had Tradestation, they used to go back 2+ years... Thank you!

Could someone with Tradestation decipher the rollover rule for the following symbol : @XX=102BN ? Thanks...

Thanks Anton, I took a look at that thread. It looks like with some extra coding it'll be possible to patch historical data with the new incoming data. And make sure that there are no gaps and extra overlaps in the combined data. Thanks.

Hi Anton, Is it possible to seamlessly integrate historical tick data with incoming real-time tick data? For instance, I have saved tick data in ASCII and would like to integrate that with tick data coming in real-time from E-signal... Can I chart the combination of these two data sets in one...

I'm thinking that if they can't backtest their own ideas then their 'system' will probably won't be any good anyway :) The guys who run that business are very smart he he :D

If the system is viable, wouldn't they use the idea :p

Not really ;) As I said, it depends on the risk adjusted returns. I worked at a hedge fund recently. The risk adjusted returns were great, little bit better than what I wrote above. There were TOO MUCH money coming in from big institutions. The fund had to stop accepting money for a while ;)

http://people.ucsc.edu/~tbabb/programs/pokerodds/

I think in terms of parameter fitting if your system works reasonably well with one parameter set on many markets, then most likely you have a robust idea. I believe that most of it will depend on how you factor in volatility, how you position size and manage your stops and profit targets...

Is there a free charting software that can use opentick as a non-real time feed and plot charts from csv files? THanks...

Some of you probably have seen this in the Futures market. I'd like to post it here since this thread has some intelligent discussions in it. The trader profiled has been around a while and he mentions couple of things which I think are are vital to long term survival. Enjoy ;)

Yes, I think 'the answer' lies in that ;) I'm in the process of figuring out how to calculate the odds in my case.

Perhaps this will inspire more discussions... Here's a great little calculator for Texas Hold Them... Given your two cards and/or 3-5 open cards on the table and number of players, it simulates poker hands up to 1 million times and gives out the probability of your hands being better than...

Ohh I see your point ;) Well if it comes to that maybe!

I don't think that'll happen from Anton's response ;) Well we'll see I'm sure there is a way to refer to 'future' bars in backtesting ;)

The way I'd like to do it gives me a more realistic view of what can happen. All of my orders are limit orders...Otherwise I have to figure out how to estimate slippage for this situation. For instance I have to figure out the probability of trades being missed out and then estimate a slippage...

Anton, Do you have any suggestions for this ;) Thanks.

****Limit entry simulations***** I have a system generating limit entry orders (using OnBar). I'm trying to get more realistic backtesting results by not entering at the High/Low of the next bar. For instance, if I send an entry buy limit order, I don't want the simulator open a position...

Maxpi and Sky123987, I found the answer to my question here : http://www.smartquant.com/forums/viewtopic.php?p=17831#17831 ...OpenQuant simulates the entire FIX message chain when you submit or cancel an order. This guarantees that the order management system works identically in the...