Comments on: Evidence Based Technical Analysis by David Aronson (Book Review)

By: Oddmund Grotte

Oddmund Grotte — Mon, 16 Mar 2015 19:35:58 +0000

In reply to Mtrader. No, i use open, close and limit during day.

By: Mtrader

Mtrader — Mon, 16 Mar 2015 17:47:07 +0000

In reply to Oddmund Grøtte. Hi Oddmund, I guess this is only possible because you trade at the same market time in all your trading strategies(market open and close), right?

By: Oddmund Grøtte

Oddmund Grøtte — Mon, 16 Mar 2015 06:25:01 +0000

Hi,

No, I use Excl for execution. I have a simple API code there, and I can just change my formula in Excel. No need to change code for every strategy 🙂

By: Mtrader

Mtrader — Sat, 14 Mar 2015 22:35:54 +0000

In reply to Oddmund Grotte. Hi, do you use API to trade? I know you have someone that write the codes for you but my question is how do you set the orders every day? Do you need someone to write the execution codes every time you build a new strategy?

By: Oddmund Grotte

Oddmund Grotte — Thu, 13 Feb 2014 16:43:30 +0000

In reply to Jack. Hi, In backtesting I use mainly Excel. in Trading I use Sterling trader and Interactive Broker.

By: Jack

Jack — Thu, 13 Feb 2014 15:07:39 +0000

In reply to Oddmund Grotte. Oddmund, thanks for Y post. Because I am new on your website, could you remind what kind of software do Y use in backtesing and trading? thanks

By: Oddmund Grotte

Oddmund Grotte — Wed, 12 Feb 2014 05:59:01 +0000

In reply to Lukasz. Hi, no I have never tried Model Risk addon, not even heard aout it :) I'm quite satiesfied with the simple equipment/software I have.

By: Lukasz

Lukasz — Tue, 11 Feb 2014 22:42:20 +0000

Hello,
I also read this book and I only regret that my english is not so good to understand all contents. Nonetheless I also recommend this book.

I am going to buy his second book – ” Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB”

TSSB is free software. Now I am working only on excel so it will be nice to take a look for other possibilities. I have tried to learn R or Python but it is difficult in self-study mode.

P.S.
Have you ever tried Model Risk add-ons in excel? It is something like Solver with much more functions (optimalization is very simple) and you can also make Monte Carlo analysis. You can grab trial version for 15 days.
Lukasz