Search found 17 matches
- Wed Jan 21, 2004 3:25 pm
- Forum: Testing and Simulation
- Topic: Stationarity
- Replies: 9
- Views: 11936
- Wed Jul 30, 2003 2:32 pm
- Forum: Money Management
- Topic: Trading several systems at the same time
- Replies: 6
- Views: 10815
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...
- Sun Jul 13, 2003 5:49 pm
- Forum: Testing and Simulation
- Topic: When to change system rules
- Replies: 9
- Views: 10462
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...
- Mon Jun 30, 2003 9:32 am
- Forum: Brokers
- Topic: Interactive Brokers
- Replies: 20
- Views: 44683
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...
- Mon Jun 23, 2003 11:10 am
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 30809
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...
- Mon Jun 23, 2003 5:52 am
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 30809
- Sat May 31, 2003 7:31 pm
- Forum: Testing and Simulation
- Topic: Psychologically Robust Systems
- Replies: 12
- Views: 13487
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
Marc
- Thu May 29, 2003 6:06 am
- Forum: Testing and Simulation
- Topic: Win/ loss ratio and system expectancy
- Replies: 16
- Views: 16971
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...
- Wed May 28, 2003 8:37 am
- Forum: Testing and Simulation
- Topic: Win/ loss ratio and system expectancy
- Replies: 16
- Views: 16971
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...
- Sun May 18, 2003 6:17 am
- Forum: Testing and Simulation
- Topic: Hypothetical vs real time results.
- Replies: 9
- Views: 8660
Thanks
Thanks Ted, Damian, Ed and Kiwi for your input!
Marc
Marc
- Mon May 12, 2003 2:39 pm
- Forum: Testing and Simulation
- Topic: Hypothetical vs real time results.
- Replies: 9
- Views: 8660
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...
- Sun May 11, 2003 4:03 pm
- Forum: Testing and Simulation
- Topic: Locked limit down/up
- Replies: 5
- Views: 6971
thanks
Hi bbc and Damian,
Thanks for the input!
Marc
Thanks for the input!
Marc
- Fri May 09, 2003 1:32 pm
- Forum: Testing and Simulation
- Topic: Locked limit down/up
- Replies: 5
- Views: 6971
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...
- Thu May 08, 2003 3:25 pm
- Forum: Brokers
- Topic: System Brokers
- Replies: 7
- Views: 8372
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.
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.
- Tue May 06, 2003 6:06 pm
- Forum: Testing and Simulation
- Topic: Benchmark Test Data
- Replies: 15
- Views: 15669
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
Marc
- Sun May 04, 2003 6:37 pm
- Forum: Testing and Simulation
- Topic: Meeting your OBJECTIVES.
- Replies: 1
- Views: 3224
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 ...
- Thu May 01, 2003 6:04 pm
- Forum: Trader Psychology
- Topic: I Hate Myself
- Replies: 19
- Views: 27385
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, ...