Search found 5 matches
- Thu Mar 15, 2012 12:38 pm
- Forum: Money Management
- Topic: When To Start Your System?
- Replies: 28
- Views: 25951
- Mon Jan 30, 2012 10:45 am
- Forum: Testing and Simulation
- Topic: Value of pure vs. applied research in TB?
- Replies: 0
- Views: 2390
Value of pure vs. applied research in TB?
Moderator's Note: Moved from the Trading Blox Support Forum I was just wondering if any of you bother with "pure" research when it's so easy to apply it and optimize in TB. For instance, I was curious if a certain indicator was correlated with profitability so I made a print output file w...
- Mon Jan 09, 2012 2:51 pm
- Forum: Testing and Simulation
- Topic: Contract month selection and rolling parameters
- Replies: 14
- Views: 9399
- Tue Jul 07, 2009 8:04 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17692
- Mon Jul 06, 2009 3:24 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17692
Is the built-in Donchian system too good to be true?
I've run the Donchian system on a relatively large portfolio of futures and got a Sharpe Ratio of 1.3 over 18 years. That just seems to good to be true. I would think if it were that easy everyone would be doing it. Does the fact that a BO system like that is standard with a testing package mean tha...