+ Reply to Thread
Page 14 of 14 FirstFirst ... 4 12 13 14
Results 131 to 134 of 134

Thread: System from scratch!

  1. 9th November 2011 #131
    andronichuk
    andronichuk is offline
    Junior Zoner!
    Join Date
    Apr 2011
    Location
    London, UK
    Posts
    23
    Points: 2,138, Level: 27
    Points: 2,138, Level: 27
    Level completed: 92%,
    Points required for next Level: 12
    Level completed: 92%, Points required for next Level: 12
    Overall activity: 2.0%
    Overall activity: 2.0%
    Say Thanks!
    2
    Thanked 10 Times in 7 Posts
    Quote Originally Posted by doczero View Post
    Hi Andronichuk - firstly, thanks for joining my thread!

    Yes I own both those books - Ohhh man and what an awesome question! There are soooo many books (My library is a bit crazy), but here are some good ones:

    Quantitive trading systems - Howard Brandy (this is an excellent reference book - basically made for amibroker, but I keep this next to my bathroom to pickup anytime I need ideas)
    Anything and everything Van Tharp (Mainly on money management - but awesome books, when im building a system probably 30% of my time is testing different MM tactics).
    New Trading Systems And Methods- Perry Kaufman
    Thomas Strideman - Trading systems that work
    Chuck lebeau / Lucas - Technical traders guide to computer analysis.

    However ... I believe more importantly than books is getting a hold of system building software (I use Forex Tester 2 - basically a $200 purchase, so it cheap - however it is the most critical part of system development for me) Why? I can build / test / optimize quickly and efficiently in this - without risking a cent.

    You will have to learn how to code (Delphi is the language or C++ - but I use delphi) and then spend the time writing down every idea, then testing it.

    Currently im running an optimization run across 1 year of data (2005 - as this was the worst year my working system performed in), this job has taken currently over 96 hours (if you do the math on the variables above you'll find its doing 120,000 tests across that year!) - and it is barely half way. Basically what I am trying to do is optimize the system without curve fitting. Finally i'll run a monte carlo test - the idea behind this is to take the chance that "the system got lucky" away. What it does is restructure the trade sequence to get a different result - and it may do this 1000 times to get a range of results. Therefore if your worst case scenario is a robust system, then you can start to forward test this system across live data.

    Anyway definately send me any question you want or jump in with some ideas

    Thanks for this, I have wanted to look into learning how to write trading code for a while now... but never really knew where to start...
    Are there any online resources/tutorials you could point me towards?

    Really appreciate all your help
    Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiTweet this Post!
    Reply With Quote Reply With Quote  
  2. 9th November 2011 #132
    doczero
    doczero is offline
    Genuine Zoner doczero's Avatar
    Join Date
    Jul 2010
    Location
    The Black Stump
    Posts
    303
    Points: 16,415, Level: 82
    Points: 16,415, Level: 82
    Level completed: 13%,
    Points required for next Level: 435
    Level completed: 13%, Points required for next Level: 435
    Overall activity: 9.0%
    Overall activity: 9.0%
    Say Thanks!
    46
    Thanked 147 Times in 84 Posts
    Well, that depends on what language you need to learn, and ultimately on the software you use to test / and the platform you use to trade with.

    For example - My software (Forex Tester2) I code in delphi, However my broker's (Dukascopy) platform (Jforex) is coded in Java (it can accept mql4 and c++, however neither of which I can work in), thefore I pay a programmer to convert my script to work with the Jforex API.

    So I guess to answer your question - i'll need to know what software you plan to use and what broker you are using (which accepts computerised trading signals).
    "None of the software, seminars, videos, EA's or other materials here can make you profitable... Food for thought!"
    Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiTweet this Post!
    Reply With Quote Reply With Quote  
  3. 11th November 2011 #133
    narn
    narn is offline
    Genuine Zoner
    Join Date
    Jul 2010
    Location
    Belgium
    Posts
    407
    Points: 7,861, Level: 59
    Points: 7,861, Level: 59
    Level completed: 56%,
    Points required for next Level: 89
    Level completed: 56%, Points required for next Level: 89
    Overall activity: 21.0%
    Overall activity: 21.0%
    Say Thanks!
    72
    Thanked 118 Times in 78 Posts
    Hé doc, small Q:

    Can you code your own indicators in Forex Tester 2?
    Can you test ES as well or is it strictly Forex?
    Trading is a business, threat it like that!
    Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiTweet this Post!
    Reply With Quote Reply With Quote  
  4. 11th November 2011 #134
    doczero
    doczero is offline
    Genuine Zoner doczero's Avatar
    Join Date
    Jul 2010
    Location
    The Black Stump
    Posts
    303
    Points: 16,415, Level: 82
    Points: 16,415, Level: 82
    Level completed: 13%,
    Points required for next Level: 435
    Level completed: 13%, Points required for next Level: 435
    Overall activity: 9.0%
    Overall activity: 9.0%
    Say Thanks!
    46
    Thanked 147 Times in 84 Posts
    Hi Mate,

    Yes you can code your own indicators - I havent tried it so far, but I dont think it would be too difficult. Over on their site there is a pretty good forum that has a lot of free code - definately a useful resource.

    As far as ES - I do not believe so , however I think you can load your own data into it.

    Forex Tester Software - Full data list Gives a bit more of an idea.

    Im hoping my system optimization run finishes this weekend - its been running for over 177 hours so far lol! Basically im at the finial steps to a finished product with this system. I need to select top 10 settings from this optimization, then do 10 year tests, then montecarlo runs and if I am happy after all that then I have a tradable solution.

    The next system im going to be looking into is more dynamic, I've put together a definiation of how to pick the market in a range or in a trend, and im interested in trialing a system that changes its personality depending on if the market is: trending long / trending short or ranged. I may even make that ranged (volitile) or ranged (quite). We shall see! lol
    "None of the software, seminars, videos, EA's or other materials here can make you profitable... Food for thought!"
    Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiTweet this Post!
    Reply With Quote Reply With Quote  
+ Reply to Thread
Page 14 of 14 FirstFirst ... 4 12 13 14
« A good system | Best Forex Systems The World Has Ever Seen? »

Similar Threads

  1. MT4 System 101 - Forex Cobra System
    By TradeMan in forum Trading Software Exchange
    Replies: 7
    Last Post: 5th March 2011, 04:39 PM
  2. DDFX Forex Trading system, The very best system
    By McGene4xpro in forum Commercial Trading Systems
    Replies: 24
    Last Post: 5th March 2011, 04:38 PM
  3. Clayburg Cyclone System S&P 500 Day Trading System ($3,000) - OpenCode
    By vincenthuber999 in forum Trading Software Exchange
    Replies: 3
    Last Post: 7th January 2011, 11:52 PM
  4. Clayburg Cyclone System S&P 500 Day Trading System ($3,000) - OpenCode
    By vincenthuber999 in forum Trading Software Exchange
    Replies: 0
    Last Post: 8th November 2010, 09:22 AM

Tags for this Thread

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Forum Rules



1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52