Your ideas for article about evaluating trading systems for quant development
I am about to write an Ezine article about evaluating trading systems in general and particullar Bik Research’s S.ONE automated TA system (http://www.bikresearch.si/index.php?page=s-p-100).
Do you guys have any fresh questions that have to be answered about paper trading as evaluation tool?
I bought an automated trading software (NinjaTrader) for programming my own statistical-technical system. There’s a free version that I’d advice to you to get it, I’m pretty sure that once you see how the backtesting-Optimize module works you’ll come out with good questions.
There is some general information on testing trading ideas and systems here: <http://www.verticalsolutions.com/papers/> and a tool for ranking trading systems here: <http://www.verticalsolutions.com/tools/system_ranking.html>. There are also some papers on using control charts to help evaluate trading systems in the Papers section.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!