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LOL. My wife does actually let me go to vegas once a year though.

Huh? Here's the scenario: 1. You bet $100 on a horse at 2/1 2. You trade 1 ES with 2pt stop and 4pt target. So enlighten me: what's the difference?

No

Betting $100 on Glue Factory and he loses = $100 loss Betting on a stock with a $100 stop loss = $100 lost. What's the difference? Betting on Frankel, instead of Glue Factory, not a guess, but not particularly profitable.

@bluelou: i used seer just for backtesting because that's not really ensign's strong suit. i use ensign for live charting (seer's charts not that great and i don't have an interest in autotrading) and i've developed my own applications within ensign.

@bluelou, it's been about 3 years since i looked at comparisons of backtesting software. at that time i looked at tradingblox (too expensive for what it was), Traders Studio, amibroker, tradestation and seer. I chose seer at the time, before it had an R interface, because i know perl and...

Haven't used the R funcionality, but I like it a lot. It uses perl as the main language and is pretty fast and well-designed. Main downside is the lack of prebuilt stuff so you will have to code most of what you want from scratch.

Take a look at Seer (Seertrading.com). It is a combination of autotrader and backtesting platform.

you don't need the qualifier.

Roger and Gyles, give Seer www.seertrading.com a go. They have a 30-day trial period with no limitations on functionality. This product is a work-in-progress (real-time version for autotrading in the works) but what it has is rock solid. I've been using it since January and love it...

featuring a very young Finchie <object width="425" height="350"><param name="movie" value="http://www.youtube.com/v/7zM6rRH8pDM"></param><param name="wmode" value="transparent"></param><embed src="http://www.youtube.com/v/7zM6rRH8pDM" type="application/x-shockwave-flash" wmode="transparent"...

time for more from the world's greatest band. <object width="425" height="350"><param name="movie" value="http://www.youtube.com/v/wygQmJ59E4Q"></param><param name="wmode" value="transparent"></param><embed src="http://www.youtube.com/v/wygQmJ59E4Q" type="application/x-shockwave-flash"...

Try http://seertrading.com/ I've been using this for last 6 months. it's amazingly fast. It has all the must-have features you require. Code is perl-based - you can use perl or c within the application. It is event-based, you can code your own functions, indicators, money management...

Take a look at . Seer can backtest multiple systems as part of the same portfolio. You can use the optimizer to specify which money management variables you want to optimize and then output the optmization into excel for further analysis. If your particular money management methods are not...

Who'd have thought MES could do such a nice song? One of my favourite Fall tracks. <object width="425" height="350"><param name="movie" value="http://www.youtube.com/v/ksO6rszABnM"></param><param name="wmode" value="transparent"></param><embed src="http://www.youtube.com/v/ksO6rszABnM"...

I coded that in Seer - wwww.seertrading.com It uses an event-driven Perl-based script so it's much faster to write code for than delphi-based tools like Wealthlab. Sorry about the lack of indentation - it was indented when I pasted it.

If anyone's interested, here's the code I used for testing: #Even Simpler Strategy my $Units = 0; #Entry Conditions #Entry Long if (Now(Close) > Previous(High)) { if (LongPosition) { return; } if (ShortPosition) { $Units = 200; } else { $Units = 100...

.... which means of course that the REVERSE strategy might be a good basis for a system. I tested the original strategy on a stop-and -reverse basis. Food for thought: if an idea fails miserably, turn it around and it might work.

Ok, I tested this as it is dead simple to do. I tested it on the DOW stocks from Jan 1 2001 - Jan 1, 2006. I didn't test 2006 because if it was marginally profitable, i would have modified it and used the last year as an out-of-sample forward test. Anyway, my testing showed 36% of trades...