| sfjeff |
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Gold User, Member, Platinum User, TeleChart
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| Registered User |
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| Unsure |
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| Wednesday, September 28, 2005 |
| Saturday, June 19, 2010 11:14:47 AM |
54
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If there was even a way to generate approximate values inside SF, that would be useful.
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I have a system that works better if I incorporate industry data. To do this, I add Industry price history as an indicator to my chart and then add sub-indicators for the elements of my system. My system works well if I make trading decisions near the end of the day based on the price bars up to that point. Industry intraday price data is empty for the current day, so my system signal does not match the actual system I have backtested.
Is there a way to create a signal based on Daily industry price data that incorporates the current day shortly before close?
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This sounds like interesting functionality, but the check-boxes are read-only for me (current and at least the last 5-10 SF 5 builds).
As an unrelated aside, I am unable to add a watchlist column for my broker, which means it is at least 4 steps to allow a column saying whether I have a stock or not. Alternatively, creating a "replace into" so I don't have to change watchlists twice and delete would also make this faster.
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Another way of looking at this is, the linear regression is the best line you can draw from the left side to the right side. The right side is not known yet when you are trading against the left side, so this would be a crystal ball error.
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I would like to second the Combination rules part of this request. I was looking for this the other day.
Basically, for Combination rules, the "true for X of Y bars" gui that is present on the Condition-based rule tab and the behavior would be that the check would be implemented after all the boolean logic is performed.
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... very fast anyway...
I agree. This is a great feature list for backscans. The other main missing points are the ability to backtest against a dynamic watchlist generated by scan criteria instead of against a static list, the ability to test against cleaned data (no buys at single bar spikes at 50% of the market, for example), and fuzzy stops (ok, I guess that falls under real code access, but it seems pretty universal...)
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Thanks! I was just about to ask, but found this answer in search.
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I have experience with Media Wiki and enjoyed it, and Twiki, and didn't enjoy it so much.After using Media wiki for a while, it feels like the only way to manage a large knowledge base. Of course you need the standard public forum disclaimers.
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