TradersStudio Thread

Please note that there are some files mentioned within the report and those need to be downloaded separately.

They can be found in this thread: System Developers Journal Thread: Revisited

For your kind convenience, I am reposting the zip files as follows:

  1. In this post Results_MACrossover.zip has been posted.

    It contains the following files:

    -> MA_Crossovers.xls
    -> optim_MA_Crossovers.xls
  2. In the next post TripleMACrossover.zip shall be posted.

    It contains the following files:

    -> p1&2_optim_MA_Crossovers.xls
    -> p2&3_optim_MA_Crossovers.xls
    -> p1&3_optim_MA_Crossovers.xls
    -> Copy of optim_MA_Crossovers.xls

If you have any queries, please ask. Thanks. :)
 

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Thanks Gyles for the informative and well explained report.

However, I have a few questions, as follows:

  1. Suppose we use the same set of parameters, same maxbars, but with different ranges of time period, how should we read the results?
  2. Do we take a long period of time, to remove all bias? Since, economic conditions of the world keep changing, so the way and reasons of the stock market is bound to vary, so how can be sure of the correct analysis?
  3. Moreover, how do we consider parameters, maxbars, and date period, as when I run with different sets, results are bound to differ, so how to be sure of which one is accurate and reliable?

If anyone of you has ever tried out different combinations, please clarify the above, thanks! :)
 
Quote from Derrick1983:

Will the moving average system work in another platform, besides TradersStudio?
More...

The moving average system is a "portfiolo based system". All you need is to have a platform which can handle porfiolos to test a basket system. You can use any of the following:

  • TradeStation and Rina
  • Trading Bloxs
  • TradersStudio
 
By the way, Gyles, since trend following does not work on stock index futures; do you have any stock index strategies which you can share with us? If so, then please also show us as to how they are currently working?
 
Quote from SuperCruz:

The moving average system is a "portfiolo based system". All you need is to have a platform which can handle porfiolos to test a basket system. You can use any of the following:

  • TradeStation and Rina
  • Trading Bloxs
  • TradersStudio
More...



Thanks, SuperCruz for the reply. :)

Any comments on above systems' performance on the "moving average system"?
 
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