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".
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- Wed Jul 30, 2008 9:56 am
- Forum: Testing and Simulation
- Topic: Turtle System results
- Replies: 6
- Views: 7584
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...