Recent content by drolles

Hi, Has anyone ever seen a good study (academic or otherwise) that does an analysis of implementation of a trend following strategy with a limited account? There are some good examples here of a trend following strategy backtests and optimisation. However, there is no study as to the impact of...

Words of support Adamus, Why is it such a problem of going to get a contract role? With your systems there is no problem with running it automated – in fact one of the key advantages of automating systems. You will obviously need to have some very through risk management around dealing with...

Horace, Thanks very much for your reply. No, I’ve not implemented Meander. Partly because the feedback was so poor on the forums. I have developed and backtested Ehlers implementation of the Fisher Transform on NinjaTrader. This I’ve had some successes with it as I’ve discussed on BMT here...

Horace, You might also want to see my cross post to BMT here: http://www.bigmiketrading.com/vendors-commercial-product-reviews/7872-meander-system-any-luck.html Kind regards, drolles

Horace, Thanks for the reply. I have been doing further research on mean revision systems applicable to Equities. I’ve now found John Ehlers work which I find really interesting around the Fisher Transform detailed in this paper -...

Re: ninjascript source control Adamus, Thanks for the reply. Again, if you want to look at it, I’m happy to help. I can talk you though how I set it up. For back-ups I use Carbonite (http://www.carbonite.co.uk/). This is a great app and very cheap for unlimited back-ups. It has some quirks...

Adamus, Just a suggestion, i’ve noticed you mention a number of times that you have lost versions of NinjaScripts, you might want to look at Beanstalk (http://beanstalkapp.com/). I’d be happy to talk you though how I’ve set it up to work in the background and use it to store versions of...

All, I’m wondering if I could canvas some opinions? I recently had a the great pleasure of meeting Thomas Stridsman at the Technical Analyst Algorithmic trading conference (http://www.technicalanalyst.co.uk/conferences/autoconf10_speakers.htm). I’m sorry if that appears like terrible name...

I would suggest NinjaTrader (http://www.ninjatrader.com/). It is free to backtest. You only pay when you want to trade the strategy for real with a broker. Kind regards, D

Well done & Triple MAs Adamus, Firstly, I’ve been following your thread for a while. I admire your courage to publishing your diary through developing your trading business. Secondly, with regards to triple MAs. I’ve done some testing on this front myself without much success. I would suggest...