Updated Alpha Release (v0.7.1, Mar. 9, 2008)
- Support for VB.Net (in addition to C#) for trading logic methods
- More visual layer providers to enable visual design of new indicators
No comments
Gold and Snowfalls
So, I finally added support for building simulation models with multiple quote streams inside of Trade Miner. Why is that the least bit interesting, you say? Well, now, you can base your trading logic off of movements and trends of something other than the item you are trading. For instance, if you load in the price of gold as a secondary quote stream, you could test out shorting an index fund when the price of gold spikes (or vice versa). Or, if you want to get crazy, you could load in data regarding snowfall and temperature and try to use that in a strategy to trade the stock of a cold weather clothing provider.
You can also now plot the “moving beta” of a stock. Just use the Beta indicator and associate the asset and market quote streams to view how the beta changes over time (I would recommend using 12 periods of monthly data with something like an S&P 500 index fund as your market data). Currently, alpha is derived from the linear regression, but a future release will likely allow you to specify the risk free rate to use.
No commentsUpdated Alpha Release (v0.7.0, Feb. 1, 2008)
- Multiple quote streams now supported within simulation models
- Beta and Slope calculators added
No comments
Updated Alpha Release (v0.6.0, Jan. 13, 2008)
- Margin account simulation
- Configurable commission and bid/ask spread
- Chart and method names are now editable
Updated Alpha Release (v0.5.5, Jan. 1, 2008)
- Trade summary indicators for trade entry and exit now displayed on results charts
Updated Alpha Release (v0.5.4, Dec. 25, 2007)
- Start Page now has link to online documentation with a sample simulation tutorial
- Miscellaneous bug fixes and graphical improvements
Updated Alpha Release (v0.5.3, Dec. 18, 2007)
- Wider range of trade options (limit and threshold trigger prices, one-cancels-other orders, etc.)
- “Recent Projects” selection control on Start Page
Updated Alpha Release (v0.5.2, Dec. 16, 2007)
- Improved Excel export support
- “Recent Data” selection control on Start Page
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