bampairtrading

Walk forward testing, as suggested by the paper and the Pardo book, is a great method to avoid curve fitting. However, it is very time intensive. Tradestation recently rolled out a genetic walk forward optimizer. I have yet to take it for a spin, but anything that helps with this process is very much welcome!

MightyMouse, - sector relative strength is a well researched anomaly that's documented to lead towards abnormal. Check google scholar and elsewhere for confirmation.

Even if you could find some successful models, it would be almost impossible to follow it without knowing the rules. even if you knew the rules, it's still unlikely you could follow it since it's not exactly suited to your personality. one has to take ownership of any strategy and adapt it for themselves.

to monitor options blocks/sentiment trading on your own, you can use Stock Options Analysis & Options Trading Tools - last time we checked it was $100/mo, but might be more these days for services WhatsTrading.com: Objective Real Time Market Intelligence Options Insider optionMONSTER: Real-time News, Webcasts, Education for Options Trading good luck!

in FX, the second symbol is typically an interest rate instrument, such as the trading the Euro based on the Eurex Bond. Sometimes the dollar index is used. One need not trade both sides, which is called unilateral pair trading by some. For example, we've had success pairing the ES with the VIX, trading just the former. Full disclosure : we offer a pair trading testing strategy for Tradestation, but it's not a signal service and mean to serve as a framework for people to test their pair ideas.

pair trading with currencies are typically an interest rate instrument, such as pairing the euro vs the eurex bond, or one of the majors versus the dollar index. there are many ways to trading pairs, and one need not trade both instruments. we've had success using the ES as the trading instrument paired against the VIX for example.

What type of programming are you looking to have done? Might have someone who can help although wanted to have a better idea of what you were looking to have done. Thanks and hopefully I can help.

We use both Tradestation and MultiCharts. Both have their positives and negatives as many people mentioned in their posts above. It just really depends on what you need. On key feature that we use in MultiCharts is their Portfolio Testing which is extremely helpful. Unfortunately Tradestation lacks this type of testing which can make back testing strategies such as Pair Trading really difficult. Although if you have Tradestation and want to keep this platform you can use TS Add-On tools such as Rina and/or Portfolio Merge in order to conduct Portfolio Testing. Although note that you have pay for these systems in addition to your Tradestation Cost. Both MultiCharts and Portfolio Merge offer free trials so you can at least try out their software to see if it meets your needs. Hope this helps.