Hello all,
I decided to open this thread to go over about systematic trading and development of egies in quantifiable manner.
At this time I have chosen to move away from metatrader I have mostly been using for my trading egy testing and development [absurd, yes I know]. I've been reviewing all kinds of platforms and they all seem quite not exactly what I am looking so I will construct my testing platform during the thread and discuss the process [more throughout the thread].
I will go a bit different route than the majority of the folks [well the majority of the retail people at least] and use a database to save all the data. At the moment I already have a solid schema using 1 minute data since 2001 saved for all majors so if anyone wants to have some insight to daily ranges etc, don't hesitate to ask It is going to take approximately 5 seconds to see a statistical table of london opening ranges such as. I am going to use more about this later although database a bit differently than most folks.
I am going to discuss how to separate components from a system and also what really makes a system [hint: there are 3 components which may be split to smaller elements] and hope to find some ideas about how best to clarify this even further.
I also hope we could find some quantifiable edges throughout the thread but that is still something which's completely open and I hope to find some thoughts from the folks following the ribbon.
I intend to add automation to automatically find improvements to systems I intend to test but this is kind of complex stuff and maybe I should talk about this after the preparation is done [?] .
I would like to warn folks, I've background in tech and I have been doing programming for 15 years [and investing in a little less than 10 more or less knowingly, on a few years I did not commerce at all] so occasionally I completely underestimate how hard that the tech stuff is for some people, don't hesitate to ask anything.
That's about it. . Where I should go 8, let's see. .
If you want to find some statistical data regarding majors, don't hesitate to ask, I might post a few information without asking. . I've only basic things right now, I have to fill out the framework for to more complex material
Some links to other websites related to trading
I opened it for everyone to post interesting links or browse past ones
http://www.reddit.com/r/systematictrading
http://marketsci.wordpress.com/
http://www.nuclearphynance.com/
http://www.wilmott.com/index.cfm?NoCookies=Yesforumid=1
http://www.quantnet.org/forum/
http://www.tradingblox.com/forum/
http://www.elitetrader.com/vb/forumd...p?s=forumid=32
http://www.maxdama.com/
http://intelligenttradingtech.blogspot.com/
Substance related to trading
http://www.cis.upenn.edu/~mkearns/projects/plat.html
Open source software related to trading
http://www.marketcetera.com/site/
http://quantlib.org/index.shtml
http://groups.google.com/group/jsystemtrader