hm, the parameter differs and the results are slightly different too.
the MT4 has no session concept.
Easy Platform
Imagine, you can write a Tradestation strategy and execute it natively on Metatrader and NinjaTrader
Tuesday, August 23, 2011
Saturday, August 20, 2011
eMini Russel comparision
One of the biggest challenges when porting strategies between platforms is the timeframe handling and intrabar treatment. In order to get close results, I have to emulate intrabar treatment in NinjaTrader. The expectation is i.e. to have the same strategy parameters on all platforms and same results/equity curves.
as a sample the result of last 3 years on Tradestation:
and the compared results for NinjaTrader:
although it shows similar entries /exits and familiar periods of weakness, the result is 30000$ off, and parameters are deviating slightly too. of course, the robustness of the strategy shows also a good profit factor, but thats mostly due to the strategy, which is pretty clever on many instruments and changing markets anyway. so it adopts here to the NinjaTrader differences.
as a sample the result of last 3 years on Tradestation:
and the compared results for NinjaTrader:
although it shows similar entries /exits and familiar periods of weakness, the result is 30000$ off, and parameters are deviating slightly too. of course, the robustness of the strategy shows also a good profit factor, but thats mostly due to the strategy, which is pretty clever on many instruments and changing markets anyway. so it adopts here to the NinjaTrader differences.
Thursday, August 18, 2011
First Results with cross platform functions TradeStation and Metatrader
A quite powerful and simple function in TradeStation is SetStopLoss().
in MT4 one has to write up order manipulation explicit. Find the orders, change stops, calculate dollar value and modify orders. and that on a regular basis.
in MT4 one has to write up order manipulation explicit. Find the orders, change stops, calculate dollar value and modify orders. and that on a regular basis.
Friday, June 10, 2011
.Net DLR
I am wondering what DLR can do for implementing a portable domain specific language. i.e. Easy Platform could have a meta-language which is close to EasyLanguage, but executes in DLR.
Not shure this makes sense, but worth an investigation.
http://dlr.codeplex.com/
Not shure this makes sense, but worth an investigation.
http://dlr.codeplex.com/
Wednesday, June 8, 2011
activeCollab - Project Management and Collaboration Tool
activeCollab - Project Management and Collaboration Tool
This collab tool might be useful to be used as collab platform because of its moderate pricing and open source.
this means it should be easy to connect and integrate with the distribution platform.
we should give it a try, and check how well it integrates with iPhone and iPad.
This collab tool might be useful to be used as collab platform because of its moderate pricing and open source.
this means it should be easy to connect and integrate with the distribution platform.
we should give it a try, and check how well it integrates with iPhone and iPad.
Thursday, May 19, 2011
Mono is a Good Sample
The mono project managed to solve an even more complex task. To write .Net programs which can be executed on all three major operating systems. Windows, MacOS, Android.
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