Search found 16 matches

by techtrade89
Sun Mar 11, 2012 4:58 pm
Forum: Testing and Simulation
Topic: CURVE FIT OR GENIUS?
Replies: 15
Views: 6322

how did it go?

Hello mpok8. It's been over a year and half since the questions arose on your system.

How did it go? Did you trade it? Did it perform well?

Thanks!
by techtrade89
Thu Nov 03, 2011 10:58 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 11308

For what it's worth, my primary trading approach is relatively short term (a week or so), not really trend following and lately I've been having a rough time. I've been trying to adjust my systems to compensate. My working hypothesis is that: (i) markets are somewhat different from the backtest envi...
by techtrade89
Fri Sep 23, 2011 10:11 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 14669

I think Schwager once did a study that showed something along the lines of investors jump out of CTA accounts when there are large drawdowns. The result was that they experienced subpar performance - after the drawdowns the system recovered. This would suggest starting after a drawdown to experience...
by techtrade89
Fri Jul 29, 2011 10:16 pm
Forum: Testing and Simulation
Topic: Traders, learning to write computer programs
Replies: 20
Views: 7794

I have no recommendation. But, for what it's worth, I program in C#. I learned basic C a while back (FORTRAN before that, believe it or not), then used C++ (mostly the C code in a C++ environment) and then migrated to C# I am not a professional programmer, but (i) I like the flexibility; (ii) progra...
by techtrade89
Mon Jan 03, 2011 8:53 am
Forum: Data Providers and other non testing software
Topic: CSI OFFLINE ?
Replies: 8
Views: 4125

They say they are switching over to newer, faster servers, and will be back up in a couple hours. It's about 9 am Eastern time now.
by techtrade89
Wed Aug 11, 2010 10:35 pm
Forum: Futures Markets
Topic: commodities = stocks?
Replies: 3
Views: 2653

thanks - that's the pic. But what does it mean? I'm not sure. With a touch of fundamentals, here's a guess: Commodities trade based on supply and demand - ultimately. Psychology, other traders, systems, over the long enough haul it all comes out in the wash. But . . . this assumes a functional econo...
by techtrade89
Wed Aug 11, 2010 12:00 am
Forum: Futures Markets
Topic: commodities = stocks?
Replies: 3
Views: 2653

commodities = stocks?

Here's the story on Bloomberg.com: http://www.bloomberg.com/news/2010-08-10/commodities-to-tumble-as-consumer-blob-eats-credit-technical-analysis.html The website doesn't have the pic, I think, but I've seen it on the Bloomberg terminal. Basically after economic collapse started, the commodity index...
by techtrade89
Thu Jun 03, 2010 8:32 pm
Forum: Testing and Simulation
Topic: CURVE FIT OR GENIUS?
Replies: 15
Views: 6322

Here are further thoughts, which like free advice may be worth what you pay for it . . . There is a right way and a wrong way to use out of sample data. Here is a wrong way: Say you have in sample data, data set A, and out of sample data set, data set B. So you do the following: #1. Find/fit a worki...
by techtrade89
Mon May 31, 2010 12:06 pm
Forum: Testing and Simulation
Topic: CURVE FIT OR GENIUS?
Replies: 15
Views: 6322

My thoughts: A month real time watching after testing on past data isn't enough watching. I suggest you go back to the system conceptually and reserve a few recent years as "out of sample" data. At least 3 probably, more if you can spare it. Curve fit the system on the in sample data. How much data ...
by techtrade89
Sat Mar 06, 2010 9:42 am
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 15
Views: 26060

correction

correction/addendum to prior post: 1. Are you saying that you bring two laptops, one for data and for trading systems? 2. Any info re "steganography" not "stenography" (you can see I am not all that familiar with this yet . . . although probably "stenography" might be a fascinating topic in its own ...
by techtrade89
Sat Mar 06, 2010 9:30 am
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 15
Views: 26060

Security during travel

Sluggo -

When you travel don't you have to hook up to the internet then to get fresh data? Doesn't that impact the idea of keeping the system away from the internet?

Also, any suggestions on good places to look re practical stenography?

Thanks in advance!
by techtrade89
Wed Dec 09, 2009 11:28 pm
Forum: Stocks
Topic: Help with auction orders on IB?
Replies: 5
Views: 4800

What are you trading, stocks? I'm not sure what AUC is. But I would note the following: 1. I believe that if you are trading stocks, at least on the NYSE, you can't put in an order to trade "at the open" unless you trade at least 100 shares. Are you trading at least 100 shares? 2. I believe there ar...
by techtrade89
Fri Aug 28, 2009 5:45 pm
Forum: Testing and Simulation
Topic: Crash protection
Replies: 2
Views: 2047

Crash protection

Does anyone have any thoughts regarding for familiarity with a filter or rule that would serve as some type of crash protection? The filter that I have in mind is a means to stay out of the market, for example, during a 1987 style crash. It wouldn’t have to be a profit making model in and of itsel...
by techtrade89
Mon Aug 03, 2009 12:52 pm
Forum: Stocks
Topic: Historical NYSE open prices
Replies: 6
Views: 6545

Thanks for the quick feedback! Let’s see if I can elaborate: 1. I’m a big fan of long term trend following. But my stock trading is generally shorter term – say a week on average holding time. On that time frame, a difference between the fill price and the opening price which might not be mate...
by techtrade89
Sun Aug 02, 2009 12:20 am
Forum: Stocks
Topic: Historical NYSE open prices
Replies: 6
Views: 6545

Historical NYSE open prices

Trade what you test and test what you trade. I’m a believer – but I’m having an issue that seems a bit surprising. If a buy a NYSE stock on the open, I buy it on the exchange itself (on the NYSE) and get the NYSE opening price for my trade. All as expected. The surprise comes in when I look at...
by techtrade89
Thu Jul 16, 2009 9:37 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 11916

Better systems

A few questions: 1. Algonquin says: "At any rate, my main point in this dialogue is that for the TB user there are other systems to be discovered that are not evidencing the same decline. In short, there are better ways to profit from today's trends that can be discovered with a little creativity an...