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Crap I already clicked on it, what should I do?

I searched and could not find the answer to this. What symbol do I need to put into the OTHistCSV command directory in order to get my data separated by tabs? I tried /t, \t, /\t and //t.

^^^I will look into that book. I have Pardo's but have not had the time to finish it yet as my finals just ended yesterday. I guess I probably should have finished it before I came on here, but I have gotten some good advice.

It is odd to me that there is no telecommunication sector index for the S&P, just the Dow. Weird. Thanks again for the help.

Thanks. I am not worried about what percent of the S&P each one is. I am looking for these to use as an indicator for whether the individual component stocks are likely to rise or fall. For example if the financial sector (xlf) is rising that means that the entire financial sector of the S&P...

Ah, I believe that will do it. I am looking for something to use that will indicate the direction of each S&P 500 sector as a whole during the trading day. Thanks for your help.

This might be a really dumb question, but are there index's that cover each individual sector of the S&P? If so where might I find the ticker symbol of these? I have been looking on Yahoo finance and can not seem to find anything.

I am still pretty new at this but wanted to avoid over optimization. In theory the system should work the same regardless of which stock is being traded so I optimized with just one stock (which actually had data from December 2006 to December 2007 because of when I started) then tested on...

Thanks, I think that is probably best approach. I was hoping someone could give me a number of if its over 10% take it out, but anything that is less than 10% if it is really over only about 100 trades that were profitable, could be left in. I think that is probably the number I will use, 10%...

Yea, that is a good point. The other thing to consider is that since all of my entry and exit points are based on the stock hitting certain prices, if I have limit orders on the books in some instances I would be creating the signals that I am using to determine whether to enter or exit a...

Just a quick bump to see if anyone has any thoughts on how many basis points to use for slippage depending on the # of shares traded daily.

Thanks for the tip on OpenTick. I guess I also should have gone a bit into my strategy, it is a long/short system purely based on average daily trading range varied by the direction of the market and the sector.

I searched and could not find these exact answers anywhere so I was hoping one of you could help me out. I am backtesting an automated trading program of my own design that I hired a programmer to create. I am backtesting over the S&P 500 and have been calculating 5 bp slippage. I have been...

How far back does that data go?

Two things. One, do any of you have any recommendations for a book that would guide me in the process of backtesting an algorithmic trading system better than Pardo's? Secondly, I am curious about the "dice having memory"; how do you propose that the third roll of a dice or flip of a coin has...

I am glad to hear that you feel he has relevant/important things to say. Thanks also for the other names, I think I will buy a book by perry kaufman as well as Pardo. I wouldn't mind Toby Crabel's book but do not think I can muster up $700 at the moment since pretty much all my spending money...

Well, it turns out I got a little confused. I found a preview of the book that only has about 1/3 of the actual pages and none of the important information. When I first looked at I just reviewed the table of contents and assumed the entire book was there. Here is a link to what I found...

Never mind, found it. I was looking for Design, testing, and optimization of trading systems by Robert Pardo.

I discovered these forums this morning and spent about an hour lurking on my schools computers. During that time I came across a recommendation for an ebook that I looked at and it appeared to be very informative. Unfortunately I was too dumb to write down the name thinking I would be able to...