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It looks like from your posts, the speed of a genetic algo can vary. So what about Brute Force? Is there a way to calculate the amount of time it would take for a test to complete with the chip and memory given above?

I was wondering if it is possible to measure how much faster a genetic algorithm is compared to something like brute force optimization. Is there a ratio or approximate ratio of one compared to the other in terms of speed? Going along with this same type of thinking, is there a way to get an...

wow, no traders working in the gulf?

For all you contractors / military overseas in the gulf: I’ll be heading over to Iraq (or somewhere else in the gulf)as a contractor sometime after the 1st of the year and was interested in hearing about your setups for trading. I’m mostly interested in hearing about where you get/got...

Sorry took so long for me to post back, I work the nights. Anyhow, I am referring to backtests for stocks only and each of the strategies compared may share similarities to each other or be completely unique amongst the group. For the purposes of this discussion, let’s not worry about if a...

Hi all, How do you compare or rate your strategies against each other when backtesting? It seems to me you would have to take into account the amount of trades made, time span of the backtest, annualized ROI, draw down, etc. to get the answer.

To give a little more background as to what I’m asking, I’m wondering if a trading system like method 1 might be more stable because it has a diverse selection of stocks to trade from. I know it would generate more signals, but would this make it more robust? Besides the number of signals...

Hi all, I’m trying to compare three different trading methods and would like opinions on the pros and cons of such an approach. Each method involves filtering on the daily chart and then implementing a strategy intraday. At this point the filter method and strategies are not so important...

Ive been playing with statasearch. I havent gotten very far with its screener yet, but Im wondering about historical screening. Can you tell it to backtest over the last 5 years any stock that has had RSI(14) >70 etc? I havent seen anything about walk-forward optimization. As for AMIbroker...

I have not seen it. Everything Ive looked at does not contain all theses features. Almost all the stockscreen services are pulldown menues or canned in some way or another. I looked at the software suggeted by others in this post and I still havent seen anything with the same features I am...

It looks like a lot of programmer-types have responded to this post, which I’m glad of. I’ll respond to a few comments made recently and add a few new things of my own. I am working late nights now (it’s about 1am here in Hawaii) so forgive me if I’m long-winded or don’t make lots of...

Here is more on what I’m looking to do: What I want developed is not an ATS nor would it be handling customer orders. It is a stock screening service that uses pseudo code to return stocks that match a user’s criteria. A user can then take this filter and backtest it over whatever time...

tradestrong, is ther any particular reason why you believe this? I have been told by others that what Im asking for isnt THAT hard to develop, especialy if open source is used to help with the costs. I am currently looking for partners and investors for this project, but I was under the...

Thanks for the replies. I’ll need to look at StataSearch more closely. On a side note, one thing some software packages offer is portfolio backtesting and optimization. With a normal portfolio you select a basket of stocks and then optimize that portfolio. But what if your portfolio of...

*************** The user can also just scan the market for the current day without having to type out a huge script: Example1: /* Percentage of stocks with RSI(14) less than 20 */ What percentage of stocks had an RSI(14) less than 20 over the last 100 days? Example 2: /* RSI(14)...

I am considering having some software written that will contain a number of features that I believe would be a leap forward in systems development (at least to me). Here is a small list of what I would like to accomplish with this software: 1) Stock Screening ---a) Custom...

RadarScreen has its uses but what I'm trying to do, it can't be used for. Here is an example: "Show stocks where RSI(14) crossed above 70.00 within the last 1 day And Average Volume(30) is above 1,000,000 And close is between $6.00 and $250.00" This simple filter looks at all the...

Sorry, Technical Analysis. I use StockFetcher so much I start to believe everyone knows about it is and what i'm talking about.

Hi, Just wondering if anyone uses stock screening websites to pick their trades. I use StockFetcher right now and I really like the language, back-testing, etc but StockFetcher has serious limitations. I use TradeStation for actual trading. Does anyone know of another solution that I...

What do you mean by liquidity in this formula?