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Pointers to ETF short term trading strategies that are backtestable?
- Thread starter mizhael
- Start date
Try this
http://www.elitetrader.com/vb/showthread.php?s=&threadid=44092
and this
http://www.elitetrader.com/vb/showthread.php?threadid=10237&perpage=6&pagenumber=30
What platform are you going to use for your back testing?
http://www.elitetrader.com/vb/showthread.php?s=&threadid=44092
and this
http://www.elitetrader.com/vb/showthread.php?threadid=10237&perpage=6&pagenumber=30
What platform are you going to use for your back testing?
Quote from Retief:
Try this
http://www.elitetrader.com/vb/showthread.php?s=&threadid=44092
and this
http://www.elitetrader.com/vb/showthread.php?threadid=10237&perpage=6&pagenumber=30
What platform are you going to use for your back testing?
Cool let me take a look. Thanks a lot!
I use Matlab to do back-testing. Any thoughts?
Look at Murray Ruggiero's recently reopened thread on Toby Crabel's opening range breakout. A surefire winner for easy money! Rake it in!
http://www.elitetrader.com/vb/showthread.php?threadid=72968
http://www.elitetrader.com/vb/showthread.php?threadid=72968
Quote from Arthur Deco:
Look at Murray Ruggiero's recently reopened thread on Toby Crabel's opening range breakout. A surefire winner for easy money! Rake it in!
http://www.elitetrader.com/vb/showthread.php?threadid=72968
Thanks a lot! My collaborator doesn't like Breakout strategies... he said that's pretty much data-mining...
I am not sure... any thoughts?
Have you read all of Murray's threads? He is the real deal, you know. Giving away millions in strategy profits for free. Spend some time with him. ET is THE place for free strategies. Don't overlook Jack Hershey and Joe Ross here, either. Much good advice to be had from them. ProfLogic has several long-running threads here as well on his approach. Best of luck!
P.S.: Also look at NoDoji's approach as detailed in her many posts in the ES Journal. Some hot ideas there.
P.S.: Also look at NoDoji's approach as detailed in her many posts in the ES Journal. Some hot ideas there.
Quote from Arthur Deco:
ET is THE place for free strategies.
Or was -- before Surf was rusticated.
[ In case there are illiterates reading -- "rusticated" in sense #2 http://www.thefreedictionary.com/rusticate ]
Thank you for the new word. Although I would have said "masticated."
Quote from mizhael:
Cool let me take a look. Thanks a lot!
I use Matlab to do back-testing. Any thoughts?
I have never used Matlab, only Amibroker. Stay away from anything involving Jack Hershey. He has never made any money trading. He has an interesting style of writing and is quite a cult leader, but you can't believe anything he posts.