Search found 2 matches

by Kiersten
Fri Aug 01, 2008 8:47 pm
Forum: Testing and Simulation
Topic: Turtle System results
Replies: 6
Views: 7364

Is there an accepted definition of a short-medium term trend following system vs. a long term system? TMA strikes me as a long term trend following system. What other systems would fall within the definition of "long term".
Thanks
by Kiersten
Wed Jul 30, 2008 9:56 am
Forum: Testing and Simulation
Topic: Turtle System results
Replies: 6
Views: 7364

I recently got started with Trading Blox and CSI data and also had negative returns when i ran the Turtle system with futures from 1999 until July 25, 2008. I posted the usual questions on the forum and got the expected answers (this is going to be a long learning curve). I guess those simulations a...