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Try ExRem function for taking only the very first buy signal and ignore all until a sell comes.

R can handle large datasets well. Its limitation will be defined by your hardware. Generally, R should have twice the amount of memory of your dataset. Learning R is not really a big task. Try "SWIRL" it makes things a lot easier. It's not exhaustive but should get you started. Like, 2rosy has...

We do HFT in India. Does that resemble daytrading?

Even I had faced a similar question. When I backtested, I got better results and when I ran Monte Carlo, I got results not as good as the backtest. The reason I thought could be, because Monte Carlo picks up trades completely randomly which might not be the case actually. There's not a...

I have backtested a strategy on two different symbols. For both of them time frame is different(I backtested them one after the other). One trades on X min time frame and the other on Y min time frame. I wanted to run a simulation on how this would go when traded together. I couldn't find a...

EclipseTrader or MarketCetera would be a good choice if you want an open source trading platform.

I think they have a contact number for India. Couple of my friends are trading form India. $1000 deposit.

Put down your buy/sell rules as: Buy = TimeNum()>090100 AND (your buy/cover rules) AND TimeNum()<105900; Sell = TimeNum()>090100 AND (your sell/short rules) AND TimeNum()<105900; This will keep your strategy alive within the timeframe 9.01 and 10.59. Ideally it should be a little less than...

I used it to trade on NYSE from 7800 miles away with a latency of a few milliseconds. May be there's some problem with the data feed your friend is using.

Takion is fantastic! There are some minor 'outages'(charts are missing/there's some delay receiving the quotes/order placement issue)mostly at the time of high volatility but the tech support is very fantastic. Problems get fixed in no time.

I worked there as a trader.

Nearly half of what you'd pay per ticket goes to the firm. Profit sharing arrangements go to the firm. At a shop where I worked, newly hired traders would share almost 70% of their profits to the firm in the forms of risk management and actual profit shared (30 % of profits shared and 40 %...

Thanks a lot. Appreciate it.

No No no, I wasn't clear earlier. Not the OOS file of AmiBroker report. What I want to accomplish is to export the PnL file(The ones that we get after the custom backtest procedure provided by you) as a single file for all of the walk-forwards just like we get the trades list in the OOS...

Thanks a lot. That did it. Is there a way to get the out of sample summary report as a one file?

How do we call Equity Monaco from Amibroker?

Can you explain how did you arrive at the number 3000?

There's this Yahoo! Group called Gann study group. https://groups.yahoo.com/neo/groups/gannstudygroup/info You can browse through the archives.

Population is taken to be the total number of trades in your backtest. Although having large population set increases the accuracy of results, it's not essential(Law of large numbers).

Thank you! Appreciate your inputs.