Search found 17 matches

by Dutchtrader
Wed Jan 21, 2004 3:25 pm
Forum: Testing and Simulation
Topic: Stationarity
Replies: 9
Views: 9402

MCT wrote: The distribution of price change from years past is less likely to repeat than the distribution of price change from the recent past. Just curious: Is this logic, is this a fact or is this an assumption? I like this topic very much so I try to understand it more completely Thanks, Marc
by Dutchtrader
Wed Jul 30, 2003 2:32 pm
Forum: Money Management
Topic: Trading several systems at the same time
Replies: 6
Views: 8634

Increasing risk

Mark, Nice topic. My 2 cents: You wrote: the performance measurements shot upwards. But how about duration DD? How about 5 biggest DD? And your risk profile? For me blending two almost identical systems ( from entry point of view )looks like pyramiding and that is imho most of the time more risky. B...
by Dutchtrader
Sun Jul 13, 2003 5:49 pm
Forum: Testing and Simulation
Topic: When to change system rules
Replies: 9
Views: 7499

changing rules.

One af my mental rehearsals of trading is that I try to imagine what it is follow your system day after day year after year while in the mean time I am learning new trading techniques and mm algoritmes you never tested/ heard before and then find out that you are using old fashioned rules.... I thin...
by Dutchtrader
Mon Jun 30, 2003 9:32 am
Forum: Brokers
Topic: Interactive Brokers
Replies: 20
Views: 33554

IB

Damian, I have experience with IB for about a year now. I can't compare with other brokers but I am quite positive; 1. Very low commission :lol: 2. Very user friendly platform: Trader Workstation 3. My contact was always per email: sometimes a little late reaction ( after two days sometimes ) 4. Ver...
by Dutchtrader
Mon Jun 23, 2003 11:10 am
Forum: Trader Psychology
Topic: Dos and Donts of Drawdowns
Replies: 23
Views: 22912

my mental rehearsal

William, An example: You made a appointment with your friend at 1:15 pm ( your worst drawdown during testing) When it's 1:17 pm ( your current dd is a bit worse ) do you know when he is coming( when will the dd end )? In my case I got a bad feeling. It's 1:30 pm ( your drawdown is bigger ) do you st...
by Dutchtrader
Mon Jun 23, 2003 5:52 am
Forum: Trader Psychology
Topic: Dos and Donts of Drawdowns
Replies: 23
Views: 22912

TT

William,

Maybe this is interesting to read:

http://www.seykota.com/tribe/TT_Process/index.htm


Marc
by Dutchtrader
Sat May 31, 2003 7:31 pm
Forum: Testing and Simulation
Topic: Psychologically Robust Systems
Replies: 12
Views: 10181

Thanks..

Thanks c.f. for the great reply and of course all other members who contributed to this topic. I learned a lot and it gave me some ( creative )inspiration for system development.

Marc
by Dutchtrader
Thu May 29, 2003 6:06 am
Forum: Testing and Simulation
Topic: Win/ loss ratio and system expectancy
Replies: 16
Views: 12789

high expectancy is robust?

John, As you probably know, in the book TYWTFF of Van Tharp, expectancy is a hot topic. One of the conclusions in his summary of this topic, Tharp says that a system ( at least 100 trades ) with an expectancy of >0.5 is a GOOD system. IMHO it could be a good system if I am convinced about the robus...
by Dutchtrader
Wed May 28, 2003 8:37 am
Forum: Testing and Simulation
Topic: Win/ loss ratio and system expectancy
Replies: 16
Views: 12789

expectancy vs robustness

John, I have got some thoughts too Because you are calculating with expectancy, maybe you can clarify something for me. IMHO tells expectancy itself nothing about de robustness of a system......in your case of high probability of winning ( 97%!!! ) would there be any "room" for testing the robustnes...
by Dutchtrader
Sun May 18, 2003 6:17 am
Forum: Testing and Simulation
Topic: Hypothetical vs real time results.
Replies: 9
Views: 6037

Thanks

Thanks Ted, Damian, Ed and Kiwi for your input! :)

Marc
by Dutchtrader
Mon May 12, 2003 2:39 pm
Forum: Testing and Simulation
Topic: Hypothetical vs real time results.
Replies: 9
Views: 6037

Hypothetical vs real time results.

Hi everyone, While I am in a stage of testing and learning, there are enough traders in this forum ( I guess ) who already trade their system(s). What is their experience in case of the hypothetical vs real time results till now? There are many aspects which may influence your results: slippage high...
by Dutchtrader
Sun May 11, 2003 4:03 pm
Forum: Testing and Simulation
Topic: Locked limit down/up
Replies: 5
Views: 5257

thanks

Hi bbc and Damian,

Thanks for the input!

Marc
by Dutchtrader
Fri May 09, 2003 1:32 pm
Forum: Testing and Simulation
Topic: Locked limit down/up
Replies: 5
Views: 5257

Locked limit down/up

Hi, Sometimes there will be locked limits down or up in commodities for one or several days, as most of you will know. I think that it is not possible to see these events on a simple barchart ( daily basis ). If so, how do you backtest these events? Or am I wrong and is it possible to see? Can someb...
by Dutchtrader
Thu May 08, 2003 3:25 pm
Forum: Brokers
Topic: System Brokers
Replies: 7
Views: 5899

systembrokers

Hi,

My experience till now with Castle Trading is great! Very supportive and straightforward. I am not a representative, just a learning trader. Look for yourself and do what fits you best.

Marc.
by Dutchtrader
Tue May 06, 2003 6:06 pm
Forum: Testing and Simulation
Topic: Benchmark Test Data
Replies: 15
Views: 11623

CSI as benchmark

CSI proofed to be the best. So that must be the benchmark> most logical I think personally. It gives better insights what the differences are in testing results with different data providers.

Marc
by Dutchtrader
Sun May 04, 2003 6:37 pm
Forum: Testing and Simulation
Topic: Meeting your OBJECTIVES.
Replies: 1
Views: 2318

Meeting your OBJECTIVES.

Hi all readers ( yes you too who still didn't register) I started the new subject "Meeting your objectives" because I couldn't find so much attention about this subject. I see so many text how to test, what system is good, better, best. All kind of dynamic en creative MM rules. And almost everytime ...
by Dutchtrader
Thu May 01, 2003 6:04 pm
Forum: Trader Psychology
Topic: I Hate Myself
Replies: 19
Views: 19298

Toby, 1. It's good that you feel responsible for your results, that's ok!! :lol: 2. If possible go back to the minimal position size. Just execute your signals..... 3. Or stop trading for some weeks, reading Mark Douglas, trading in the zone, get rid of the negative feelings and go back to point 2, ...