Search found 7 matches

by JohnTHill
Wed Mar 18, 2009 7:27 pm
Forum: Testing and Simulation
Topic: Open Old Positions When Starting to Trade a System?
Replies: 6
Views: 4117

Thanks, I appreciate the feedback and help from everyone! I am working on some tests and also tend to favor Sluggo’s Method 1 at the moment. Bottom line is some fear is coming up and at a certain point in time you need to decide if you are going to dive off the high dive or not! Of course all this...
by JohnTHill
Mon Mar 16, 2009 11:27 pm
Forum: Testing and Simulation
Topic: Open Old Positions When Starting to Trade a System?
Replies: 6
Views: 4117

Open Old Positions When Starting to Trade a System?

I am interested in beginning to trade stocks in a dual moving average system. It is a moderately long term system. When I generate orders for day one my current software gives me orders to open today that really would have been generated at some time in the past had I been in the market the whole ti...
by JohnTHill
Thu Mar 12, 2009 6:18 pm
Forum: Testing and Simulation
Topic: How Far Back To Test Equities?
Replies: 4
Views: 2105

Thanks Paul, this is great stuff. I will re-read it tonight and work on digesting it. I appreciate your input.
John
by JohnTHill
Thu Mar 12, 2009 5:14 pm
Forum: Testing and Simulation
Topic: What Equities to Use in My Basket?
Replies: 3
Views: 2070

Thanks Sluggo! Moving the logic in line like this is my preference as well and sure beats my foolish idea of analyzing securities daily and then adding them to my basket. Reading this now it seems so obviously the preferred approach that I feel foolish for thinking about doing it otherwise. As a new...
by JohnTHill
Thu Mar 12, 2009 4:45 pm
Forum: Testing and Simulation
Topic: How Far Back To Test Equities?
Replies: 4
Views: 2105

Thanks Paul. My take is that it is stupid not to spend the cash on the older data. I do not want to trip over a dollar to save a penny! I guess as a newcomer my real question is… For long term trading is ten years historical data enough and if not how many years back should I go? I am more than wi...
by JohnTHill
Thu Mar 12, 2009 1:51 pm
Forum: Testing and Simulation
Topic: What Equities to Use in My Basket?
Replies: 3
Views: 2070

What Equities to Use in My Basket?

I have developed a few long term models that use a basket of equities and look promising. I have optimized them into a decent range without curve fitting them. This leaves me with a question. What equities should I use in the basket of securities that my model runs over to both back test and provide...
by JohnTHill
Thu Mar 12, 2009 1:36 pm
Forum: Testing and Simulation
Topic: How Far Back To Test Equities?
Replies: 4
Views: 2105

How Far Back To Test Equities?

I am testing long term trading strategies and am wondering how far back I really need to test. Is ten years of back testing sufficient? For instance I would like to know how well I would have done during the crash in the eighties as well as the tech wreck. I would also like to be able to optimize my...