Publicly Known Strategies

Quote from vikana:
If you set Length=80 and ignore commissions, slip and roll, and test on continous futures contracts, you'll find that the backtest is surprisingly close to the commercial aberration system.
More...

I've not received tradestation yet (I have amibroker now and tradestation on the way). Is there any way to account for slipage in these programs or is that always going to be a problem? (They seem to include commissions.)
 
I would take a look at www.pro-option-profits.com. They rank the top auto-trading services if that is what you are looking for. Yes, the individual services that they are verifying are paid services but at least you can weed out the ones that do not fit your risk profile.
 
Here's one for you,
http://www.strategybuilderfx.com/forumdisplay.php?f=47

All (retail) forex, 99% TA, and from my experience roughly that percentage of BS.

I agree with the sentiment of trader psychology being over-marketed as the be all and end all.
About last year this time I was offered a position at one of the leading retail forex websites, not going to say who, but the experience left me cold. The company is one of the most respected non-BS sites around, but the quality of the people they allowed to lecture newbies was of a shocking nature. There was one trader who might be worth his salt (although I am no real judge, didn't see his P&Ls) but the rest where fly by night no-hope PhD (Econ.Bs) grads.

After working at a leading IB, I've really come to realise what a world of difference there is between a trader and crap merchant.
You've just gotta ignore pretty much everything out there and work it out for yourself. Unless your one of the incredibly lucky few who knows a profitable trader who will mentor you, its all your own personal mission ( any mentors out there :D , I'm still looking )
 
Quote from August:

I've not received tradestation yet (I have amibroker now and tradestation on the way). Is there any way to account for slipage in these programs or is that always going to be a problem? (They seem to include commissions.)
More...

Tradestation allows you to specify commissions and slippage....see attachment...
 

Attachments

"I am wondering if someone can't point me to a group or individual publicly known strategies so that I can see the kinds of structures of these strategies and use them as a foundation for building my own."

Here's your homework. Don't start developing strategies until you've read them. Sorry, there’s no short cuts. These books cover the process of strategy development. They have dozens of strategies with detailed explanations of how and why they were developed and include discussions on how to optimize, test, and evaluate them.

Stridsman, T., "Trading Systems that Work"
Stridsman, T., "Trading Systems and Money Management"
Pardo, R., "Design, Testing, and Optimization of Trading Systems"
Pruitt, G., Hill, J., "Building Winning Trading Systems with TradeStation"
 
Quote from Copernicus:

this site is in Polish...
More...

The original Copernicus was Polish, so should be no problem for you unless...you are an imposter....:D (....its greek to me)
 
Quote from quantzack:

The original Copernicus was Polish, so should be no problem for you unless...you are an imposter....:D (....its greek to me)
More...

:-) simply showing concern for other ET members...

if you can read this one, another good one for discussion purposes is www.derywaty.com
 
Quote from WolfVector:
Here's your homework. Don't start developing strategies until you've read them.
More...

No problem in reading - I'm finishing up my fourth trading book this month already. Maybe I'll have to put one of these in front of the other... .which of the ones you mention here would be the FIRST one to read?

All but the tradestation one are at the local library even, nice.
 
You must log in or register to reply here.
Back
Top