| .01, .20, .01, 8, 28, -1, 30, 50, 50, 10 Contracts | ||||
| Contract | Profit | Drawdown | Sharpe | |
| ES 09-08 | (10,392) | 49,813 | (0.22) | |
| ES 12-08 | 192,861 | 27,373 | 2.35 | |
| ES 03-09 | (14,991) | 50,537 | (0.40) | |
| ES 06-09 | 63,301 | 15,882 | 1.68 | |
| ES 09-09 | 28,740 | 8,919 | ||
| .01, .20, .01, 8, 28, -1, 5, 50, 64, 10 Contracts | ||||
| Contract | Profit | Drawdown | Sharpe | |
| ES 09-08 | (31,985) | 42,665 | (1.05) | |
| ES 12-08 | 103,140 | 42,084 | 3.23 | |
| ES 03-09 | (70,697) | 92,658 | (1.29) | |
| ES 06-09 | 27,164 | 19,593 | 8.07 | |
| ES 09-09 | 20,946 | 14.720 | ||
Sunday, July 26, 2009
Backtesting TestStrategy1
Tuesday, November 25, 2008
Regular Expressions in AX
static boolean ValidateEmailAddress(str _email)
{
boolean retval;
InteropPermission permission = new InteropPermission(InteropKind::ClrInterop);
System.Text.RegularExpressions.Regex re;
;
permission.assert();
re = new System.Text.RegularExpressions.Regex(
"^([a-zA-Z0-9_'+*$%\^&!\.\-])+\@(([a-zA-Z0-9\-])+\.)+([a-zA-Z0-9:]{2,4})+$"
);
return CLRInterop::getAnyTypeForObject(re.IsMatch(_email));
Saturday, August 9, 2008
Installing VMWare Server (Linux-64)
apt-get install build-essential
apt-get install ia32-libs
apt-get install xinetd
apt-get install linux-headers-`uname -r`
wget http://download3.vmware.com/software/vmserver/VMware-server-1.0.6-91891.tar.gz
tar xfvz VMware-server-1.0.6-91891.tar.gz
cd vmware-server-distrib
./vmware-install.pl
apt-get install ia32-libs
apt-get install xinetd
apt-get install linux-headers-`uname -r`
wget http://download3.vmware.com/software/vmserver/VMware-server-1.0.6-91891.tar.gz
tar xfvz VMware-server-1.0.6-91891.tar.gz
cd vmware-server-distrib
./vmware-install.pl
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