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Can anyone help to convert some historical data from xpo and omz format to ASCII format? I need to do some more backward test with the data before 2001, while most data I already tested is in 2002. I found the data I need at http://www.medianline.com/ But I can not handle the file format.

The trading system is developed with the needs of the windows users in mind. All operations, including the backward testing and real time testing, can be done on a windows PC, with an easy to use GUI interface You are not required to know any thing about Linux at all. However, some more work...

Just setup FTP download for the 31M CD image file. Here is the download page. http://www.highland.widge.org/download.html

You don't need to install anything, you just boot from CD, and should see a greeting message and some instructions on the screen. Depends on what symbol. And the symbol must be active enough for intra-day trading.

IPO, the more signals a system generate, the easier it will be to verify that a system has an edge. Sometimes trading smaller time frame does not mean more profit, because you have to pay more commissions. But with more signals you can get a more robust and more reliable system. My system is...

And, for the size of the CDROM image, it is only 31M, with a tiny Linux OS on it. On a normal ADSL line, it can be downloaded in one and a half hour or so.

My trading system does not need any installation. And you don't need to have Linux installed on your harddisk. You just download the CDROM and boot form the it, every thing is ready for data feed. I'd been programming on Windows for a long time and experience a lot of blue screens and...

Can anyone here help me to clean up the writing of the web site? And may be I can help you to do some programming work in return.

Position sizing is fixed to one lot for testing. The exit is in some way partial dynamic.

Sorry for my English, I'm not native English speaker. My native language is Chinese.

You say re-optimizing, this might be one way to build an adaptive trading system, but it is really hard to do it efficiently. My trading system is not based on "continually re-optimizing", etc. It is more efficient than that.

Hi, every one, I am back. This is the follow up of the message I posed a year ago here in ET to tell the world that I had developed an Dynamic Self Adaptive Trading System, a trading system that does not require parameters optimization. The framework of the system was done one year ago, but it...

What is the proper slippage assumption for E mini sp backward testing? I've searched this forum on this topic, seems most people think the slippage should be 0.50, one tick when enter, and othoner tick when exit. Suppose you buy and sell one lot at the same time, both are filled, you net...