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!
Search found 16 matches
- Sun Mar 11, 2012 4:58 pm
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10157
- Thu Nov 03, 2011 10:58 pm
- Forum: Testing and Simulation
- Topic: Will somebody please do this research? / has anyone already?
- Replies: 45
- Views: 22060
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...
- Fri Sep 23, 2011 10:11 pm
- Forum: Money Management
- Topic: When To Start Your System?
- Replies: 28
- Views: 25167
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...
- Fri Jul 29, 2011 10:16 pm
- Forum: Testing and Simulation
- Topic: Traders, learning to write computer programs
- Replies: 20
- Views: 13247
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...
- Mon Jan 03, 2011 8:53 am
- Forum: Data Providers and other non testing software
- Topic: CSI OFFLINE ?
- Replies: 8
- Views: 6430
- Wed Aug 11, 2010 10:35 pm
- Forum: Futures Markets
- Topic: commodities = stocks?
- Replies: 3
- Views: 3807
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...
- Wed Aug 11, 2010 12:00 am
- Forum: Futures Markets
- Topic: commodities = stocks?
- Replies: 3
- Views: 3807
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...
- Thu Jun 03, 2010 8:32 pm
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10157
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...
- Mon May 31, 2010 12:06 pm
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10157
- Sat Mar 06, 2010 9:42 am
- Forum: Custom C++ or Java Platforms
- Topic: What's your favorite programming platform?
- Replies: 21
- Views: 52459
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...
- Sat Mar 06, 2010 9:30 am
- Forum: Custom C++ or Java Platforms
- Topic: What's your favorite programming platform?
- Replies: 21
- Views: 52459
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!
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!
- Wed Dec 09, 2009 11:28 pm
- Forum: Stocks
- Topic: Help with auction orders on IB?
- Replies: 5
- Views: 7576
- Fri Aug 28, 2009 5:45 pm
- Forum: Testing and Simulation
- Topic: Crash protection
- Replies: 2
- Views: 2853
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...
- Mon Aug 03, 2009 12:52 pm
- Forum: Stocks
- Topic: Historical NYSE open prices
- Replies: 6
- Views: 9478
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...
- Sun Aug 02, 2009 12:20 am
- Forum: Stocks
- Topic: Historical NYSE open prices
- Replies: 6
- Views: 9478
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...
- 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: 17498
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 creativi...