Search found 42 matches

by ES
Sun Jul 03, 2011 11:39 am
Forum: Testing and Simulation
Topic: solution
Replies: 2
Views: 1736

solution

Dear Colleagues, is there a simpler solution importing intraday or for ex 1 hour data into tblox? when I export the data from my trading platform, it is saved in an asci/excell format which I would then convert into tblox - I would like to automate this process if possible - so that the data flows c...
by ES
Wed Jun 22, 2011 11:17 pm
Forum: Testing and Simulation
Topic: Data from Excel to TB
Replies: 7
Views: 3386

feedback

Thanks Tim and yes Sluggo we're finally taking the plunge.
by ES
Wed Jun 22, 2011 7:41 am
Forum: Testing and Simulation
Topic: Data from Excel to TB
Replies: 7
Views: 3386

intra day data - minute data

Can TB handle data for minute time frames such as 4 minute or 15 minute time lines? Next, can TB also handle simultaneous long short positions?
by ES
Mon Jul 20, 2009 10:55 pm
Forum: Testing and Simulation
Topic: backtesting strategy
Replies: 8
Views: 5978

exits v larger stops

Sluggo, Thanks for invaluable piece. What could this look like on an equity curve chart? If the atrs were low and the asset was trading sideways with small declines, a trendster/tt would be stopped out, based on for ex., your current live system's rules. What if one remained in the trade with a larg...
by ES
Thu May 21, 2009 9:04 pm
Forum: Testing and Simulation
Topic: How to SPEED UP simulations by 2 to 50 times (or more)!
Replies: 12
Views: 7026

hardware

Merci bien Denie.
by ES
Thu May 21, 2009 8:46 pm
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 9124

mats' reply

thank you.
by ES
Mon May 18, 2009 11:21 am
Forum: Testing and Simulation
Topic: How to SPEED UP simulations by 2 to 50 times (or more)!
Replies: 12
Views: 7026

hardware

thanks Ratio. how often do you upgrade or buy a new box? every 2 years ?
do you require any fault tolerance
by ES
Sun May 17, 2009 7:50 pm
Forum: Testing and Simulation
Topic: How to SPEED UP simulations by 2 to 50 times (or more)!
Replies: 12
Views: 7026

hardware

Gentlemen,
what type of hardware would you recommend running? is there a requirement for multiple processor motherboards? do you find yourselves upgrading this hardware on a regular basis?
is there a necessity for multiple pc's crushing through numbers?
by ES
Sun May 17, 2009 7:37 pm
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 9124

counter party risk

Matts,
rhc raises the issue of counter party risk (here). have you experienced any issues? next odl offers a coding platform. have you tried automating any processes?
thanks for the feedback.
by ES
Tue Dec 30, 2008 5:48 pm
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 9124

levy

thks
by ES
Tue Dec 30, 2008 4:19 pm
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 9124

cfd's

thanks mats.

Sluggo,

Can I enter a series of trades into trading blox and compute all of the stats?
I have approximately one thousand trades to analyze to determine the efficacy of a particular trading methodology?
thks again.
ps Tim appears to be absent until jan 9th ?
by ES
Wed Dec 24, 2008 5:22 pm
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 9124

I'm talking to CMC and ODL. I was inquiring whether anyone has backtested this data. you indicated that you're trading a live futures portfolio. have you not considered cfd's ? they offer greater leverage. l
by ES
Wed Dec 24, 2008 1:13 pm
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 9124

cfd's

has anybody backtested a trend following/turtle system trading cfd's ?
any suggestions for a data provider?
by ES
Tue Dec 23, 2008 5:43 pm
Forum: Trader Psychology
Topic: Is trading moral and ethical?
Replies: 25
Views: 28920

WORK NOT REQUIRED?

don't think for a minute that this business entails little work. there is constant research and there is no such item as the holy grail trading system.

just plug in you laptop and make money. I don't think so.
by ES
Tue Dec 23, 2008 5:35 pm
Forum: Testing and Simulation
Topic: backtesting strategy
Replies: 8
Views: 5978

THANK YOU

gentlemen,

thank you for your invaluable input. have a happy holiday.
by ES
Mon Dec 22, 2008 11:45 pm
Forum: Testing and Simulation
Topic: backtesting strategy
Replies: 8
Views: 5978

stops

law practice was busy and hedge fund was years away untill I could establish some treck record with pooled capital/ now fund is incubated. any experience trading cfd's ?
by ES
Mon Dec 22, 2008 6:58 pm
Forum: Testing and Simulation
Topic: backtesting strategy
Replies: 8
Views: 5978

stops

Sluggo, thanks man the chart defines the answer thank you sluggo. the trading blox tool is real nice and we should consider becoming a client, once and for all. I was having a debate with a trader who was applying to come work for us. but he is a gunslinger. his mandate is to risk 10% utilizing the ...
by ES
Thu Nov 27, 2008 8:46 pm
Forum: Testing and Simulation
Topic: backtesting strategy
Replies: 8
Views: 5978

backtesting strategy

Dear Colleagues,

has anyone backtested the following:

is it wiser to exit a losing position or ride out the loss? what is the benefit of using the atr for stops? why the atr ?
by ES
Tue Sep 30, 2008 2:23 pm
Forum: Money Management
Topic: CPA FIRMS
Replies: 5
Views: 4243

feedback

thks sluggo
by ES
Tue Sep 30, 2008 11:59 am
Forum: Money Management
Topic: CPA FIRMS
Replies: 5
Views: 4243

dear london popart

thks for the altegris link ps i'm currently doing my law degree out of the univ of london england i'm shifting from the litigation practice into working with hedge funds etc. i used to raise capital as an investment banker. which funds or fund managers have enjoyed the greatest level of success for ...