>Better statistics

>I’ve broken apart the time frames that I’m studying, and so I now have a better idea of the sort and variety of results I can expect from the random-entry system. First I divided the data into 2 parts, and then I divided it into 6. For both studies, I performed the same simulation and […]

>Statistics of random-entry system

>Here are some statistics about the random-entry trading system. One reason I’m doing this is so that I have an ordered sense of what this system is capable of. Another is that these results can serve as a benchmark for comparing other systems against. Finally, I want to share this with the world. The evaluation […]

>Big changes

>I haven’t updated this blog for a while, and this is since its been a busy time for me. In the last few months, I’ve had a big change in my family life (I don’t live with them anymore) and have finally gotten out to the real world on my own. So far its been […]

>Starting out with neural nets

> Neural nets? What? Why? Huh? With real-estate, I currently have the problem of not enough capital to begin investing with. The algorithm to solve this, currently, is simple enough; save up money. Since I can only work so many hours a day, I am left with oodles of free time (Even after reading and […]

>Property 2: Oshawa

>MLS #: E1772676 on www.realtor.ca. Sale price of $70,000. 2 bedroom rental prices according to www.viewit.ca: $745/mth and up. Financials Upfront costs: Down payment: $17,500 (I’ll just use 20% downpayment from now on due to the change in the rules for government-insured mortgages) Land transfer tax: $425 Income: Rent: $700 (Lets go below the market […]

>Property 1

>So right now the plan is that I save up as much money as I can, and put up an emergency fund. Eventually I want to own a business, and right now I think that business would be in real-estate. I’m not an imaginative person, so I’ll just use the Monopoly formula that is explained […]

>Common Lisp: Calculating the ATR

>The following code is an example of how to use the array of BAR-objects (Created here to create simplifications of the price information (The raw data) that will then be used to make trading decisions. As before, the code is available as a Lisp-file here. ATR stands for Average True Range. The true range of […]

>Common Lisp: Importing price data

>The following code is the first part of the project to make a system for back-testing trading strategies. The raw data that we work with is defined by a “bar”. A bar is is a representation of the movement of price over, usually and traditionally, a period of time. A bar is further defined as […]

>My road to Lisp

> My road to Lisp I had learned C and C++ in high school, but only the basics (Programs that imitated calculators, and not complicated ones at that). It was a royal waste of 2 years of computer classes. In fact, I learned more about C programming from a book I took out from the […]

>MQL4: Trailing stop-loss

>This program is written in the MQL4 programming language. This language is domain-specific and is used on the MetaTrader 4 trading platform. The syntax and semantics of this language are, to put it quite simply, just like C. Like C, its a nice language, and is easy to learn. All you need to do is […]