Recent content by brooksrimes

Isn't strategy tester just for mechanical systems? I'm doing discretionary trading.

Looking for any products that will do a market replay/simulation in MT and record all trades. This is different from a demo account because you can pick the time period. I looking for something similar to: http://www.forextester.com/ but that runs under MT. Appreciate any help. Thanks, Brooks

What stock lists (not individual recommendations) of Top/Best, Ranking/Ratings published in print or online (IBD, WSJ, Barrons, AAII, etc.) do you think are most popular and have the potential to move those stocks? (example: IBD’s Top 20 weekly list) Thx

That's a good fitness criteria also. Is there a common name for that, something like "recovery ratio" ...?

In optimizing, I find that using Return on Account for fitness (vs. Net Profit) during in sample testing, results in parameters that work much better in out of sample testing. In fact, I find that optimizing on Net Profit, often leads to marginal or negative out of sample results. Would be...

Very interesting. And this is after TS acquisition of Grail Systems: http://www.tradestation.com/aboutus/06152010.shtm Some of the Grail products have overlap with Rina's Portfolio Stream 6, which was not mentioned in the announcement. I wonder how the Grail and Rina products will integrate...

I didn't know that. Are you participating in the TS9 beta?

1. In addition to the Grail Genetic Optimizer and Grail Walk Forward Optimizer that TS just bought and will incorporate in TS9, what other products exist to automate the optimization, walk forward, in-sample, out-of-sample work? 2. Rina Systems has a product called 3D SmartView that lets you...

So you advocate discretionary trading too?

After many years of hard work, I have been unable to find/create a system to trade. In some ways, deep down, I feel that trading may be too complex to systematize, so I look at discretionary trading methods. But even discretionary trading has rules. In order to "prove" that a discretionary...

I remember when I owned Tradestation 4 that it had a feature called something like "look inside a bar", where based on the relationship of the high and low to the open and close, it tries to determine what order the high and low occurred in. I imagine the current version of TS still has this...

Paul, Thanks for the post and suggestion. I am a big Excel user but was looking for something more structured in this instance. Do you import from IB directly into Excel? Brooks

I use IB and would like a product that will download my trades from IB and allow me to review them, adding comments, etc. It would also be great if it could perform statistics: i.e. long vs. short trades, etc. I don't paying for a product as long as it works well. (i.e. doesn't have to be...

Ensign actually replays from detailed tic files even if testing on 5 minute bars. This is for realtime historical data. It also works, of course, with current data. Bracket Trader has "Simulation Fill Delay" feature with setting of no delay, 1 hit, 2 hits , 3 hits. I use Interactivebrokers...

Thanks to all who posted. I have found Ensign software (charting) and Bracket Trader to be a very effective combination for simulating - and cost effective. Brooks