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Shouldn't be a problem for TS even on a moderate computer. I'm running about 20 systems from tick charts to daily bars. Mostly on ES though.

Double bump. Any TS developers here? Looking to merge several years of ES tick data for more robust backtesting.

I agree 100% Tiger. If it wasn't for pussy, I would be happy shopping at Walmart, and even happier with the purchase of a low end Toyota* * With extra breaking power.

The debate between tick charts vs. volume charts is something I've been mulling over the past two years. Here are some thoughts I have on ES (the only product I trade). I started using tick bars because I noticed the charts were cleaner. I trade using pattern recognition (100% automated)...

Have you looked into Multicharts? I know they offer portfolio level testing, not sure about the rest of your needs. I will offer this for encouragement: If it's tough for you to implement something, then there's probably a pretty decent edge there. Good luck to you. D

I've never bought a trading system that I currently use. I've bought several. Enough to buy a decent car. Did I learn anything? A bit I suppose. Think of it as tuition. It's difficult to figure this game out without a massive amount of experience. So buy all the systems you can afford and...

I've found that using a laptop with two different high speed connections became a perfect setup for home trading. If power goes out for too long, I can just drive to Starbucks.

For swing trading, you might want to look into finding what the IT trend is...and then trade with it. Most indicators are simply linear. The market is non-linear (meaning it's tough to trade with fixed values unless you have a good understanding as to what causes the SP500 to move from bear to...

Does it work OK on correlated markets like ES or NQ? If not, why (you don't have to tell me. Just think about it)? Perhaps looking into trading ES would avoid future problems with liquidity. If all goes well, you might just find that all your trouble to trade YM becomes trivial in the...

The main pitfalls would be time and cost. Instead of rebuilding the wheel, it's often a great idea to use an existing package as a foundation, and then use DLL functions to implement whatever you're trying to do (I'm assuming that you can't do what you're trying to do with Tradestation or...

A variation of signal/noise ratio You can see it and other equations here: http://en.wikipedia.org/wiki/Statistical_significance Dan

I suppose you never know, but it's worked for the past 9 years with no problems. Battle tested in two major bear markets.

Yes...also, there is time decay with ES and SP. Pull up a continuous chart of SP back to the late 80's and you'll see what I mean. I suppose this discussion needs to bring up fair value. Since the cost of owning all 500 stocks is much higher than owning futures, interest rates must be...

I saw a few comments on statistical significance. Here's a general rule to determine if a method has any statistical edge: profit factor * SquareRoot(number of trades) > 20 So if a strategy has a PF of 2 after commission and slippage, and there were 100 trades... 2 * 10 = 20 There...

I live in CA. Nice weather. Bloated system. The state is very liberal. Sometimes it takes a hurricane to come in and throw things into disarray. Only then does spending become controlled. We all want to help everyone, but it's just not possible. Socialism doesn't work. Ask anyone that has had...

Is holiday and basic calendar trading dead? Seems pretty simple to test holidays, day of the week, calendar day. Is it too simple to be an effective tool? 4th of July week was supposed to be up. Thoughts....

Good luck. I hope you succeed. Nothing negative to say. Will this get me banned?

Don't forget, you don't pay them to stay...you pay them to leave. The "model" that is. Not as sure how to get rid of the multitude of attacking posters on this board. Maybe a happy ending for everyone! Still waiting on that $100 million paycheck from Ms. Market to afford that. Damn you Richard...

Time based exits are yet another tool in the arsenal. I've never seen an intraday system (other than buying sometime during the trading day and selling at the close) work with time-based exits. I haven't tested everything though, so maybe you'll get it to work.

There's a work-around for portfolio level testing on TS. Use MSA from Adaptrade. It's fairly easy to use, although it would be great if this was a built in feature of TS. TS seems to be moving into the realm of the add-on companies -- you can now optimize using genetic algos. Makes things MUCH...