Recent content by James Woods

Hi Wysiwyg, Thanks for that, originally I thought this would not work correctly given I was looking for it to have no great impact than 0.2% of my total equity per day. However after manually calculating the position size based off the number of contracts and matching it against this it works...

I should add I've tried Foreign("~~~EQUITY","C"); but does not seem to work correctly.

Hi All, I’m starting to do some futures testing and looks for some help on position sizing. Is anyone able to point me to where I can find different position sizing methods for futures? Specifically looking to be able to base the position size on risk parity i.e. calculate the number of...

Hi All, The above works, if you can pull in the current portfolio equity value. I tested the system using 100000 as opposed to "Equity". Does anyone know how to pull in the current equity value? I've tried Foreign("~~~EQUITY","C"); but does not seem to work correctly. Thanks! james

Hi All, I’m starting to do some futures testing and looks for some help on position sizing. Is anyone able to point me to where I can find different position sizing methods for futures? Specifically looking to be able to base the position size on risk parity i.e. calculate the number of...

Hi All, I'm looking to find out a little bit more information about this function. Like most I currently use Norgate for Australian & U.S. equity data however I've also starting building databases for other exchanges as well importing through the Import Wizard. I have the dates that specific...

Thanks Wysiwyg, That worked brilliantly! Appreciate the help.

Hi All, I'm currently using an hourly data base, for which I am compressing into 2 or 4 hour bars on the chart using TimeFrameCompress. I am wondering if anyone know how to back test the strategy based on the compressed hourly bars (either 2 or 4) given option under Periodicity in the...

Morning Howard, Thank you for taking the time to respond, much appreciated. Just to clarify, in terms of avoiding using Ref as much as possible I should write this out as looping instead? Everything calculated as of 6:59pm (Sydney time) where I calculate the highest high value and...

Hi All, I'm currently trying to code a trading system around the London open for the British Pound. The idea is that the system uses hourly data to buy a break above the highest high over the prior five hours of trading. The buysetup is at 6:59pm Sydney time and remains valid for three...

Hi Howard, Thank for your response, I'll get in touch with Norgate and find out - if there are any positive developments I'll be sure to let everyone know. Many thanks, James

Hi Tech/a Thank you for you quick reply, I've had a look at tickdata. It certainly has more information than I need (only looking for EOD data) and the cost is too high unfortunately for me to justify given my account size. Appreciate the suggestion though, James

Hi Howard, Big fan of your books, I find them very insightful and they have dramatically changed my approach to trading. I'm not sure if this is specifically something you can help with, I'm using Amibroker along with FTSE350 EOD equity data to run some swing trading systems that I use on...

Hi All, I recently subscribed to LSE data through http://www.justdata.com.au/ which provides me with all historical listed U.K. listed equities however unlike Premium Data it does not include organised historical watch lists to check if a specific equity was included in an index at any given...