Quote from dtrader98:
Hi Did you use RExcel to do that?
How have you found it?
I thought about trying it but heard it really slows down VBA. Not sure it's worth the effort. Any observations?
It might be worth integrating if performance doesn't suffer. If it does, however, may be just better to run the tools separately.
Quote from bs2167:
No just regular R. I intended to learn through RExcel since thats where I feel most at home, but after a few minutes I decided that approach would drag out the process dramatically. Once I'm halfway proficient I'll test out RExcel - will let you know how it goes. I will say this about R though, its much easier to get up and running than I thought...its just the damn formatting and graphics that are tricky (for me at least).
Quote from Mike805:
To roughly answer your question: I usually look for a high net profit/drawdown ratio over about 5-10 years for intraday. Usually anything over 5 to 1 gets my attention and over 10-1 is where I may start forward testing live with small positions. The Net/DD ratio assumes fixed position size and zero money management.
Quote from xburbx:
so regardless of the situation, can we just let it die