A.I.M. Users Bulletin Board

[Rien]

Hi Tim,

I am rather busy, and have thus missed the discussion so far on the testing issue.

Seems to me you are proposing to create "artificial" stocks and then try different algorithms (AIM, XDEV) on them. If so, then we might be interested in the same thing.

I am currently writing a java application to do this kind of testing. The idea is to have a test-bed in place that can easily be modified (via programming-compiling) for new algorithms or enhancements on current algorithms. I am using this application as a learning example. I.e. I wanted to learn java/swing and use this example to have some hands-on experience. So far I am progressing faster than anticipated, but lots of stuff still needs to be done. I only started recently (about 2 weeks ago), and have to do it in time-sharing fashion as I also have some other projects running. If everything goes as planned, I should have something ready by the end of summer.

As to the artificial stocks, I wanted to include an option to let the user define stockprices by setting:
1. A start offset
2. A slope (i.e. a second increasing or decreasing offset)
3. A couple of sine-waves (5) of which the user can define amplitude, period and start-phase.

I know that 2 is in fact a kind of sine wave, but I rather fancy the idea

BTW: the application also allows to use real stock data.

Maybe we can come back to this testing in a few months.


Best,
Rien.