Recent content by david321

Great, that's nice to know. I think I'm finally ready to do some real trading. Thank you very much for your comments. :) Thank you also Rhody Trader :)

I have developed one myself in C Sharp. It's a simple calculation and it's more like a walk-forward test. I think the difference occur because of the hidden spread between the futures contract and the cash index. I haven't taken that into account. If I open and close a tradw within a day and...

You're right. I didn't take into account the spread between the futures contract and the cash index. This can explain the lower strategy result because of extra trading commision.

Well you could e.g. use the open, close, high or low for the day. These numbers are intraday information :)

I actually already adjusts for the spread. I use the raw data and after each trade I substract 0.1% commision. The 0.1% commision is calculated based on the spread beeing 1 point like at IGindex or Cityindex (1 point divided by approx. 1300). When doing that my strategy earns 200% during the...

I would like to trade the SP500. As far as I know then the only way is to trade SPX500 future index. Or are there any other ways to trade it? My strategy might be very sensitive to minor quote differences because it opens and closes one trade within a day. That could be the reason why the...

Hi all. I'm a bit confused here, please help me out :confused: I have spent a long time backtesting some strategies using free Yahoo daily data. I have found some strategies that work well. To my surprise the strategies don't work well when I replace the Yahoo data with data from a trading...

Thanks. Trading Blox looks very interesting :D

Hi all. Can anyone please help me out on this one? I'm looking for trading data that matches the free Yahoo daily quotes: I have done a lot of strategy testing with the free Yahoo daily data using the SP500. I found some candlestick strategies that was ok and I wanted to test them for real so...