Profile Picture

4 Down, Buy on 5

Posted By davidfw1866 10 Years Ago
Rated 5 stars based on 1 vote.
Message
Posted Monday April 16 2007
I would like to get some input regarding the trading system "4 Down, Buy on 5," which I developed.

Any ideas to improve it would be welcomed.

Thanks.
5 stars.
phg
Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)
Posted Tuesday April 17 2007
Pretty cool system. Your start date is this February, 2/5/2007. Using Yahoo daily data on these sysmbols: anst, btj, falc, hlth and lhcg this shows a great APR: 62.89 %. More impressive, it is DnD only, testament to what can be done with that facility. Nice work.

Pete 

-Pete

See also Yahoo group about applying RE.

Posted Tuesday April 17 2007
Pete:

Thanks for the kind words, but I must confess that I created the system using DnD exclusively because I'm not a C# programmer. Wink

Indeed, the ability to create a full-fledged trading system using DnD only is one of RE's greatest strengths.

My next goal is to run the simulation against 5-minute historical data, but I don't have a good source for such data. Obviously, I can't use Yahoo! historical data, but I'm having trouble using 5-minute IB data (which is the subject of another post).

Do you know where I could get 5-minute historical data?

Posted Tuesday April 17 2007
Do you know where I could get 5-minute historical data?

Try OpenTick.
Posted Tuesday April 17 2007
Extesy:

Thanks.

Perhaps I should have phrased my question as follows: "Where can I get FREE 5-minute historical data." Rolleyes
Posted Tuesday April 17 2007
davidfw1866 (4/17/2007)
Extesy:

Thanks.

Perhaps I should have phrased my question as follows: "Where can I get FREE 5-minute historical data." Rolleyes

Have you really tried OpenTick? They do provide free 5-minute historical data.
Posted Wednesday April 18 2007
Extesy:

Yes, you're right: OpenTick does provide free 5-minute historical data.

I goofed. I was thinking of someone else.
phg
Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)Supreme Being (44,673 reputation)
Posted Wednesday April 18 2007
davidfw1866 (4/17/2007)
Pete:

Thanks for the kind words, but I must confess that I created the system using DnD exclusively because I'm not a C# programmer. Wink

Do you have a working knowledge of any programming language? If you run into a situation where the DnD doesn't seem to cut it, post the idea here. Particularly if it is not too complex, and especially if you can phrase it in 'pseudo-code', I'll bet you somebody on the list will step up and take a crack at it. Most interestingly, once you have the basic coding in front of you it is relatively self-evident how to tinker with it.

Pete

-Pete

See also Yahoo group about applying RE.

Posted Thursday April 19 2007
Pete:

I was deep into VB programming at one time, but I let it slide into near oblivion.

In any case, isn't one of the eventual goals of the DnD indicators
to provide as robust a solution as C#?

That would definitely be one of the main selling points to the general public.
Posted Thursday April 19 2007
davidfw1866 (4/19/2007)
Pete:

I was deep into VB programming at one time, but I let it slide into near oblivion.

In any case, isn't one of the eventual goals of the DnD indicators
to provide as robust a solution as C#?

That would definitely be one of the main selling points to the general public.

It is not our goal to have everything that is possible with C# be possible with the DnD system designer.  This is not a realistic goal, because there is really no limit to what you can do with C#.  There's nothing stopping you from writing a C# system that uses an adaptive algorithm combined with a neural network and genetic optimization or something.

Most people probably aren't interested in writing something like that, however.  So we hope to offer a DnD solution that allows a majority of the trading systems that people want to implement, and that can be extended with custom plugins.  We do think that this will be a major selling point.

Thanks,
Daniel



Similar Topics


Reading This Topic


2005-2017 © RightEdge Systems