Simulations based on the XDev trading script. The original version was found on the old Wealth-Lab 4 website which has been shut down and replaced with a new and more featured website. This trading script also served as the foundation of the DEVX series of trading strategies.

July 19, 2011

After doing the Myst’s XDev simulation of a few days ago a few questions popped up. Would the stop-loss distribution be the same for another dataset? Does this modified script have enough general properties to be extendable to another data set? Would the performance metric average about the same?

Questions that can only be answered by doing another simulation on a different dataset. Still, the need to compare to previous simulations using other scripts, the 2nd dataset was chosen.

July 16, 2011

This new test is in response to an inquiry concerning the average holding period for trades by my systems. I knew the answer in general terms but had not collected the data in the past and since I was also curious I too wanted a better view of the statistics; I decided to make a new test. I did not want to repeat an old simulation just to get this particular data and since I was designing new enhancements in an effort to keep on improving my methods, the choice was simple: do the new test and collect the data.