Search results

  1. A

    What is the correct way to think analyse this?

    Thanks for the excellent response Stoxtrader There are 2 variables that could be optimized (compared to many other systems I have wroked with, it's rules are very simple ... they easily pass the back-of-an-envelope test). It's a third party's system that I read about, and am testing for...
  2. A

    What is the correct way to think analyse this?

    I am investigating a systematic strategy (stock swing trades). Over 10 years, the most the strategy trades is 100 times for any given NASDAQ 100 stock, and for some NASDAQ 100 stocks it trades as little as 25 times (over 10 years). With some NASDAQ 100 stocks, the strategy backtests as...
  3. A

    New High New Low Data?

    Sorry if I gave the impression you'd simply get what you wanted served up on a plate; I'm afraid there is work to do. But you could start by reviewing the indicators in the support forum to see if there is anything you might make use of. For example, here ...
  4. A

    New High New Low Data?

    Download NinjaTrader (www.ninjatrader.com) and set up a connection to Yahoo for your daily data. Both are free for what you are trying to do.
  5. A

    NNs for optimizing 4 variables

    I may not have understood what you are after, but it seems to me you might get what you want from NinjaTrader... Go to http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html and search for "Multi-Time Frame & Instruments". Does this cover what you seek?
  6. A

    Jokes 2

    A man returns to his home after a day at the office to find his wife sobbing uncontrollably. “What’s the matter?” he asks. “Remember before we were married?” she replies. “That evening my father found us making love in your car? My father told me that I’d shamed him so much...
  7. A

    Jokes 2

    ......?
  8. A

    Automatic Order Execution Rules

    Many thanks.
  9. A

    So...do you risk the same on all trades?

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=206251&perpage=6&pagenumber=1
  10. A

    Automatic Order Execution Rules

    Some questions from a stat arb ignoramus: - What automation software do you use? - Is assessing stationarity of a pair of instruments part of your process, or is this irrelevant? If you do assess stationarity: o Do you use the cointegrating augmented Dickey-Fuller test (which I have a...
  11. A

    computer says big downward move coming

    In which instrument?
  12. A

    Historical intra stock/future data

    I did purchase the data, and I use it everyday. As to "reliable", I have never tried to calibrate the data against other sources, so I don't have an answer to your question.
  13. A

    Any pure mechnical traders or system traders?

    I'm sure you do. Actually, it's what I suspected all along ... [Apologies AD ... more entropy...]
  14. A

    Historical intra stock/future data

    http://www.pitrading.com/
  15. A

    I am being SQUEEZED!!!! by the ES

    A problem shared is a problem halved ... so they say ...
  16. A

    I am being SQUEEZED!!!! by the ES

    Don't tell the missus ... She'll 'ave yer b@lls on a stick.
  17. A

    1-min NYSE $TICK data for NinjaTrader

    Can any NinjaTrader user send me an export of 1-min data for NYSE $TICK for pre-July 2009? I have an extensive multiyear NinjaTrader database of 1-min data for most DOW, NASDAQ and S&P stocks, and for many US ETFs, and I’m more than happy to trade some data you need for what I need. Thanks.
  18. A

    Any pure mechnical traders or system traders?

    Goodbye Mr/Mrs/Miss/Ms./whatever feng456... I'm done with this thread. Good luck.
  19. A

    At London Metal Exchange, Mystery Buyer Holds 50-80 % of Copper

    Damn, I must have entered the wrong position-size parameter in that automated swing trade I have been running. Thanks for letting me know; I’ll override the system manually and see if I can get myself out over the next few days without crashing the market. I’m learning that you just...
  20. A

    Any pure mechnical traders or system traders?

    Looking back on your responses ... If each month results in approx 15 trades, generating a total of about 6 pts, then your average trade is approx 0.4 pts. For the sake of argument assume that your target and stop offsets from entry are somewhere in the range of 0.5 pt to 2 pts...
Back
Top