Search found 43 matches
- Fri Dec 16, 2005 8:43 pm
- Forum: Trend Indicators and Signals
- Topic: 'Top Stop Exit' in Traderclub.com's forum ?
- Replies: 2
- Views: 4614
- Wed Dec 14, 2005 9:19 am
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 8614
I robotrade more than one account at more than one robo-broker. It makes me feel more comfortable to spread my business around, and to have a slight bit of competitive tension between brokers. Account A trades futures using a system very similar to the "Turtle" system within Trading Blox Builder. En...
- Thu Mar 17, 2005 8:15 pm
- Forum: Testing and Simulation
- Topic: Has Trend Following Really Gotten Harder?
- Replies: 10
- Views: 10610
Maybe your universe of stock indexes is too small. I just ran a quick test on a portfolio of 9 stock indexes: STOXX, Russell2K, CAC-40, Nikkei, S&P500, DJ30, Nasdaq100, EuroStoxx, Dax. With Veritrader's long term trend following system "Triple moving average", using parameters (200, 160, 36), I got ...
- Wed Oct 27, 2004 5:18 pm
- Forum: Testing and Simulation
- Topic: Ideas u consider or learn when testing.
- Replies: 4
- Views: 4300
- Wed Oct 27, 2004 11:29 am
- Forum: Testing and Simulation
- Topic: Ideas u consider or learn when testing.
- Replies: 4
- Views: 4300
I've learned that my psychological sweet spot contains longer term systems that only trade (futures contracts) once or twice a year. I've learned that enlarging my portfolio of traded markets is ALWAYS good, even when going from 30 markets to 60, and also from 60 to 90. I've learned that trading a b...
- Tue Sep 21, 2004 2:40 pm
- Forum: Futures Markets
- Topic: New Markets
- Replies: 1
- Views: 2779
You could decide to investigate markets that score well on "trendy ness" testing. Such as http://www.tradingblox.com/forum/viewtopic.php?p=10671 You could also run your favorite Veritrader systems on bunches of new markets and center your attention on the one(s) that perform well in the "Average Tra...
- Tue Aug 24, 2004 5:20 pm
- Forum: Trader Psychology
- Topic: Meditation
- Replies: 32
- Views: 31153
After reading this thread I got curious so I surfed around. Found that "Hemi Sync" CD's were only $19.99 from Silverlake music so I ordered two. Then, ten minutes later, I discovered that the Monroe Institute is selling all of its Metamusic line of "Hemi Sync" CD's for $9.99 and if you buy 3, the 4t...
- Tue Aug 17, 2004 10:10 am
- Forum: Testing and Simulation
- Topic: Statistical approach to trailing stops
- Replies: 7
- Views: 6368
Some people, let's call them "purists", insist that the only logical prices to trade at, are those directly calculated from market action. Chart points (such as recent highs or lows), trendline prices, indicator values (such as moving averages) are fair game. But , the purists insist, it is wrong to...
- Thu Jul 15, 2004 2:54 pm
- Forum: Testing and Simulation
- Topic: ATR Channel B/o System
- Replies: 12
- Views: 9453
Chris, I agree that it's possible to choose (1) a portfolio of markets and (2) a time interval of simulation and (3) a schedule of commissions and slippage, which prevent Veritrader's built in system "ATR Channel Breakout" from achieving MARs greater than 1.3. However it is also possible to choose a...
- Fri Jun 25, 2004 4:12 pm
- Forum: Testing Software
- Topic: Advice on testing software
- Replies: 1
- Views: 3409
- Fri Jun 25, 2004 2:55 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 36512
I have learned from this forum and from Van Tharp that making partial exits is a poor strategy though. Whereas I've learned that my own test results frequently contradict what I read on forums including this one. Occasionally there's a good idea and often there are thought-provoking concepts, theor...
- Mon Jun 21, 2004 9:12 pm
- Forum: Testing and Simulation
- Topic: Which data to use?
- Replies: 3
- Views: 3297
For each trade, check these eight criteria: Same direction (long or short) in both accounts? Same entry date in both? Same entry order type (market, stop, limit) in both? Same entry price in both? -- see below Same exit date in both? Same exit order type in both? Same exit price in both? -- see belo...
- Mon Jun 21, 2004 8:10 am
- Forum: Testing and Simulation
- Topic: Which data to use?
- Replies: 3
- Views: 3297
- Thu Jun 03, 2004 12:45 pm
- Forum: Money Management
- Topic: Leverage and You
- Replies: 2
- Views: 3558
Crude is $30 per barrel, the contract is for 1,000 barrels, so at the current price, each contract represents $30,000 worth of crude oil. You have exactly $30,000 in your account. You only trade this one market. So if you decide to trade 1 contract, you've got an unleveraged position: $30,000 in you...
- Fri Apr 30, 2004 12:14 pm
- Forum: Testing and Simulation
- Topic: Journey to turn the worst system into the best one!
- Replies: 12
- Views: 9083
One easy thing you can do is take the BEST system you've ever seen, and just reverse its signals (longs become shorts and vice versa). Presto, you now have a completely terrible system. In the trading world there's a name for this: "fade" the signals. XYZ is usually wrong, so if you do the complete ...
- Thu Apr 29, 2004 11:28 pm
- Forum: Brokers
- Topic: Reputable Futures broker rec?
- Replies: 5
- Views: 6062
The ONLY futures that Cybertrader will let you trade, are the stock index futures. Want to trade Cotton? Want to trade Swiss Franc? Want to sleep with Jamie Lee c.f. and trade Orange Juice like Dan Aykroyd and Eddie Murphy (in the movie Trading Places )? You can forget it, at Cybertrader. The plain ...
- Tue Apr 06, 2004 6:12 pm
- Forum: Testing and Simulation
- Topic: what system testers do you use?
- Replies: 2
- Views: 2856
One of my friends hired the people at www.futurestruth.com to program and test a system for him. Another hired the people at www.voyagertrading.net to program and test a system. Both were very satisfied with the services they received. It cost several hundred dollars each time: far less than the pri...
- Fri Feb 20, 2004 10:59 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 83
- Views: 76355
- Thu Feb 12, 2004 9:58 am
- Forum: Testing Software
- Topic: Datafeed vendors
- Replies: 1
- Views: 3577
- Thu Feb 05, 2004 5:32 pm
- Forum: Testing and Simulation
- Topic: Optimization methods
- Replies: 4
- Views: 4099
In my opinion it's a mistake to ask about better and best , because different traders with different goals and different capitalizations and different risk preferences ("utility functions") will gravitate toward different answers. Hence there is no universal best for all traders, and about all you c...