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Posts Made By:
drolles
Forum:
NinjaTrader
March 15th, 2011, 07:06 AM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
Jon, Yes, you are right. The results...
Jon,
Yes, you are right. The results were highly variable within the S&P500. Very big differences between the performance each of the stocks within that. However, given the high correlation...
Forum:
NinjaTrader
March 13th, 2011, 08:27 AM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
S&P 500 test
I’ve now run a combined test on the S&P 500. Unfortunately, not good results. I’ve not constructed this as a portfolio of the whole S&P500. I’ve done it as a single script then run it across the...
Forum:
NinjaTrader
March 11th, 2011, 05:21 PM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
As per the update previous, I’ve adjusted an...
As per the update previous, I’ve adjusted an existing script a ran the strategy across the Dow 30. It threw up some interesting results. The first one to note is the low Profit Factor at 1.05....
Forum:
NinjaTrader
March 11th, 2011, 05:11 AM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
Jon, No, no specialised workbook. You...
Jon,
No, no specialised workbook. You can achieve the same thing by exporting the optimisation results using the usual method of right clicking on the Strategy Analyser Optimisation results...
Forum:
NinjaTrader
March 11th, 2011, 05:01 AM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
Wccktrader, Thanks very much for the...
Wccktrader,
Thanks very much for the reply and thoughts.
Many I ask what your results were with the US Equities? Again, I’ve done some rough and ready testing, but thing robust as...
Forum:
NinjaTrader
March 10th, 2011, 09:50 AM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
Jon, It is Excel 2007. I graphed the...
Jon,
It is Excel 2007. I graphed the output of a Pivot Table.
Kind regards,
drolles
Forum:
NinjaTrader
March 10th, 2011, 08:40 AM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
All, Thanks very much for your replies....
All,
Thanks very much for your replies.
I’ll try to consolidate answers and replies into this reply so I can cover everyone’s feedback, thanks again for those whom have replied.
...
Forum:
NinjaTrader
March 9th, 2011, 03:17 PM
Replies:
16
Fisher Transform - a sample size problem?
Views:
12,562
Posted By
drolles
Fisher Transform - a sample size problem?
Hi,
I’m wondering if anyone has had any experience trading John Ehlers’s interpretation of the Fisher Transform?
I’ve built and backtested a simple trading strategy around this and...
Showing results 1 to 8 of 8
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