Search found 43 matches

by Bondtrader
Fri Dec 16, 2005 8:43 pm
Forum: Trend Indicators and Signals
Topic: 'Top Stop Exit' in Traderclub.com's forum ?
Replies: 2
Views: 4540

by Bondtrader
Wed Dec 14, 2005 9:19 am
Forum: Brokers
Topic: Commissions
Replies: 9
Views: 8490

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...
by Bondtrader
Thu Mar 17, 2005 8:15 pm
Forum: Testing and Simulation
Topic: Has Trend Following Really Gotten Harder?
Replies: 10
Views: 10425

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 ...
by Bondtrader
Wed Oct 27, 2004 11:29 am
Forum: Testing and Simulation
Topic: Ideas u consider or learn when testing.
Replies: 4
Views: 4182

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...
by Bondtrader
Tue Sep 21, 2004 2:40 pm
Forum: Futures Markets
Topic: New Markets
Replies: 1
Views: 2743

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...
by Bondtrader
Tue Aug 24, 2004 5:20 pm
Forum: Trader Psychology
Topic: Meditation
Replies: 32
Views: 30501

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...
by Bondtrader
Tue Aug 17, 2004 10:10 am
Forum: Testing and Simulation
Topic: Statistical approach to trailing stops
Replies: 7
Views: 6246

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...
by Bondtrader
Thu Jul 15, 2004 2:54 pm
Forum: Testing and Simulation
Topic: ATR Channel B/o System
Replies: 12
Views: 9306

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...
by Bondtrader
Fri Jun 25, 2004 4:12 pm
Forum: Testing Software
Topic: Advice on testing software
Replies: 1
Views: 3357

by Bondtrader
Fri Jun 25, 2004 2:55 pm
Forum: Money Management
Topic: Scaling / 'Pyramiding'
Replies: 31
Views: 36090

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...
by Bondtrader
Mon Jun 21, 2004 9:12 pm
Forum: Testing and Simulation
Topic: Which data to use?
Replies: 3
Views: 3242

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...
by Bondtrader
Mon Jun 21, 2004 8:10 am
Forum: Testing and Simulation
Topic: Which data to use?
Replies: 3
Views: 3242

I trade using backadjusted contracts. After 6 months of real trading, I compared the results in my real account, against a Tradestation simulation of the same period. The agreement was excellent. P.S. my data and contract-generation software is CSI UA.
by Bondtrader
Thu Jun 03, 2004 12:45 pm
Forum: Money Management
Topic: Leverage and You
Replies: 2
Views: 3505

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...
by Bondtrader
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: 8864

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 ...
by Bondtrader
Thu Apr 29, 2004 11:28 pm
Forum: Brokers
Topic: Reputable Futures broker rec?
Replies: 5
Views: 5970

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 ...
by Bondtrader
Tue Apr 06, 2004 6:12 pm
Forum: Testing and Simulation
Topic: what system testers do you use?
Replies: 2
Views: 2815

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...
by Bondtrader
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: 75197

CAGR is correct, MAR is wrong (the error is in spreadsheet cell B18), didn't look at the other numbers.
by Bondtrader
Thu Feb 12, 2004 9:58 am
Forum: Testing Software
Topic: Datafeed vendors
Replies: 1
Views: 3535

The systems I trade using monthly bars, are quite insensitive to the quality of the data feed.
by Bondtrader
Thu Feb 05, 2004 5:32 pm
Forum: Testing and Simulation
Topic: Optimization methods
Replies: 4
Views: 4052

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...