Recent content by GratefulJohnny

Has anyone had any experience with Commodity Research Bureau data? http://www.crbtrader.com/finalmarkets.asp Looks like they have eod data for options for $150. I think it's so cheap because of it's relative usefulness. I don't think the eod settle price even neccessarily trades that day...

Does anyone have any experience with this charting package. I develop trading systems using Visual Basic.net and I find it more flexible than packages like Tradestation or Wealth Lab. I am missing out on the charting functionality that these platforms offer. Thanks.

Thanks. You have a pm. Real time performance attached.

He's been trading with us the whole time, but now he's wondering if we've all been lucky all this time :rolleyes:

We want to enhance the system and develop new ones. If these backtest results aren't believable we can't convince him of the validity of any of our research :mad:

We've ran the backtester real time alongside our actual trading and they match up. Like I said the results of the backtester nearly match our actual trading results. We've gone in and manually checked every calculation that is made.

The problem is that there is no drawdown after huge returns in the backtest prior to the actual trading.

Not selling anything. Just trying to save an account. Our only account. I have confidence in what I've done. My problem is that our investor doesn't have the confidence in our backtest results. I'm using this backtester to come up with a profit taking system. I'm really stuck in the mud right...

We have been trading real-time the same system since mid 2000. It is a fairly simple trend following system that trades breakouts for each of 35 markets. Exits are also based on highs or lows a number of days back. Position size is calculated using a simple formula based on volatility and is...