Algorithm development

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Sergio Sokales

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May 8, 2014, 7:53:04 AM5/8/14
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I am trying to develop a simple algorithm for permuting indicators and optimizing parameters. I have also started searching for commercial solutions. If anyone has any experience with either programming an algorithm or using any commercial system I would to hear about it. Initially I am including 30 indicators and 4 types of stops. 

hugh2200

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May 8, 2014, 8:06:45 AM5/8/14
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Are you using .eld files by chance?

Sergio Sokales

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May 11, 2014, 9:16:16 AM5/11/14
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Do you mean Tradestation file? I  have used it but it is too simplistic for my objectives. 


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Sergio Sokales

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May 18, 2014, 11:01:46 AM5/18/14
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My goal is to develop software that design trading system without data-mining bias issues. 


On Sun, May 18, 2014 at 5:59 PM, remora6180 <remor...@gmail.com> wrote:
easylanguage is quite complete. I'm not sure I understood your goals but if the time horizon is not hft, the management of trading systems portfolios can be complex even with the language. 

I personally use software for genetic programming codes. I have to suspend the search for a few months but I'm going to delve further into the future. 

if you want to clarify your goals, we can better deal with the topic. 

N

Il giorno domenica 11 maggio 2014 15:16:16 UTC+2, TraderS ha scritto:
Do you mean Tradestation file? I  have used it but it is too simplistic for my objectives. 
On Thu, May 8, 2014 at 3:06 PM, hugh2200 <hugh...@gmail.com> wrote:
Are you using .eld files by chance?


On Thursday, May 8, 2014 6:51:37 AM UTC-4, TraderS wrote:
I am trying to develop a simple algorithm for permuting indicators and optimizing parameters. I have also started searching for commercial solutions. If anyone has any experience with either programming an algorithm or using any commercial system I would to hear about it. Initially I am including 30 indicators and 4 types of stops. 

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FXtrader

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May 20, 2014, 10:39:11 AM5/20/14
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Can you define data mining bias? 


On Sunday, May 18, 2014 11:01:46 AM UTC-4, TraderS wrote:
My goal is to develop software that design trading system without data-mining bias issues. 
On Sun, May 18, 2014 at 5:59 PM, remora6180 <remor...@gmail.com> wrote:
easylanguage is quite complete. I'm not sure I understood your goals but if the time horizon is not hft, the management of trading systems portfolios can be complex even with the language. 

I personally use software for genetic programming codes. I have to suspend the search for a few months but I'm going to delve further into the future. 

if you want to clarify your goals, we can better deal with the topic. 

N

Il giorno domenica 11 maggio 2014 15:16:16 UTC+2, TraderS ha scritto:
Do you mean Tradestation file? I  have used it but it is too simplistic for my objectives. 
On Thu, May 8, 2014 at 3:06 PM, hugh2200 <hugh...@gmail.com> wrote:
Are you using .eld files by chance?


On Thursday, May 8, 2014 6:51:37 AM UTC-4, TraderS wrote:
I am trying to develop a simple algorithm for permuting indicators and optimizing parameters. I have also started searching for commercial solutions. If anyone has any experience with either programming an algorithm or using any commercial system I would to hear about it. Initially I am including 30 indicators and 4 types of stops. 

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FXtrader

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May 20, 2014, 10:40:53 AM5/20/14
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How do you plan to avoid over-fitting?
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