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  • 0 posts edited
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Oct
4
comment How do I calculate expectancy from a past series of trades in my trading account?
Another way to recast the trades is in Van Tharp's concept of R multiples, e.g. 2R, 0.5R, 2R and 2R, the average of which is 1.625, i.e. on average you can expect to make 1.625 times your risk per trade.
Oct
2
comment What should be considered when selecting a windowing function when smoothing a time series?
Please ignore my last comment. I tried to post the link to the answer at dsp.SE as an answer, as per Tal Fishman's comment, but the forum software automatically converted this to a comment.
Oct
2
awarded  Commentator
Oct
2
comment What should be considered when selecting a windowing function when smoothing a time series?
This question has been answered at dsp.SE [here][1]. [1]: dsp.stackexchange.com/questions/208/…
Sep
23
answered What is the ideal ratio of in-sample length to out-of-sample length?
Sep
22
revised What position-sizing methods are used in futures trading?
added more links
Sep
22
answered What position-sizing methods are used in futures trading?
Sep
18
comment DSP: stationary non-periodic signal: what's the best causal technique?
@Bootvis Code for the JMA is available here link
Sep
15
comment What should be considered when selecting a windowing function when smoothing a time series?
This post has been answered at dsp.SE [here][1]. [1]: dsp.stackexchange.com/questions/208/…
Sep
12
comment What should be considered when selecting a windowing function when smoothing a time series?
@sheegaon - thanks for the heads up about dsp.SE. I have now posted this question there too.
Sep
11
awarded  Nice Question
Aug
16
comment How to generate synthetic FX data for backtesting?
I agree that there are some limitations and I have posted my adapted version here
Aug
15
answered How to generate synthetic FX data for backtesting?
Jul
27
answered Use Trades as Input for PerformanceAnalytics
Jul
23
answered What are the advantages of switching platforms/languages between strategy development and implementation?
Jul
20
comment Free paper trading site with an API
I've only used manual entry on their API for paper trading.
Jul
19
answered Free paper trading site with an API
Jun
18
awarded  Editor
Jun
18
revised Alternate money management strategies to Kelly?
Added more information
Jun
18
answered Alternate money management strategies to Kelly?