Just published my latest book:  TrendFollowing Systems – a DIY Project: Batteries Included and here is the first blog post.

Let’s open up TF-Bollinger-Stop.py.  After installing Python and unzipping TradingSimula18.zip to your C:\ drive and opening IDLE (3.* 64 Bit) from the start menu browse to the TradingSimula18 Folder and open TF-Bollinger-Stop.py.

Scroll nearly 1/2 way down and find this section.  This will be your first initial interface with the script.

TradingSimula-18 Tutorial 1:

#----------------------------------------------------------------------------------
# Set up algo parameters here
#----------------------------------------------------------------------------------
startTestDate = 20000101 #must be in yyyymmdd
stopTestDate = 99999999 #must be in yyyymmdd
rampUp = 100 # need this minimum of bars to calculate indicators
sysName = 'TF-Boll-Stop' #System Name here
initCapital = 50000
commission = 100

This area of the script sets the following information:

startTestDate:  the date to start your test 20000101

stopTestDate:  if you put eight 9s then it will run through the last data that you have

rampUp:  the amount of data that you need to calculate your first indicator or function value

sysName:  the name of your system – ‘TF-Boll-Stop’

initCapital: 50000 – set the the initial capital that some of the reports used to $50000

commission: 100 – this is for round turn and you can include slippage