Rank: 1913 based on 77 downloads (last 30 days) and 1 file submitted
photo

Donny Lee

E-mail
Company/University
Duke University

Personal Profile:

 

Watch this Author's files

 

Files Posted by Donny Lee
Updated   File Tags Downloads
(last 30 days)
Comments Rating
30 Mar 2011 Screenshot Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee algorithmic, trading, stochastic, oscillator, rsi, moving 77 8
  • 5.0
5.0 | 2 ratings
Comments and Ratings by Donny Lee
Updated File Comments Rating
11 Mar 2011 Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee

Hello Michael,

Thanks for your interest in my Matlab program.

PnL is based on buying one stock at its closing price when there is a buy signal and selling it at its closing price when there is a sell signal ONLY FOR EACH buy-sell pair. For the cases when there is a buy signal but no sell signal after, no stock is bought. It is in dollars and cents of one stock, not one lot.

Commission, MAR, etc. is not taken into consideration.

Regarding your comment on Matlab users, to my knowledge, I believe Matlab has more popularity compared to the other math based programs due to its simplicity. If Matlab users are rare, then I would only assume Java and C++ users that create such algorithmic backtesters are even more rare.

Comments and Ratings on Donny Lee's Files View all
Updated File Comment by Comments Rating
10 Dec 2013 Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee QiFan Wu

09 Jun 2012 Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee hussen

Hi,

I am applying filter and moving average trading rules using matlab to some stock prices. I could not get results from them and every time it shows that there sre some mistakes. I trying to deretmine buying and selling single but no results. can i find these rules already programmed some where.

Thanks

17 Mar 2012 Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee Justinas Barauskas

what do i need to change in the convert function so that the data imports correctly?

i have EURUSD data which has time in the separate column and different data separations...

2007.03.30 17:04 1.3376 1.3377 1.3375 1.3376 57
2007.03.30 17:05 1.33755 1.3376 1.3374 1.3375 65

where as dbs data looks like this:
02/11/2010 09:00 14.22 14.22 14.2 14.2 4000 56860

17 Mar 2012 Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee Justinas Barauskas

DBS data is something like this:

02/11/2010 09:00 14.22 14.22 14.2 14.2 4000 56860

13 Jan 2012 Trading strategy back tester This program shows the profit and lost of using different trading strategies on Singapore stocks. Author: Donny Lee Vova

11

Contact us