Search found 5 matches

by mgdpublic
Thu Mar 15, 2012 12:38 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 24981

For those talking about going all in from the get go, how are you managing stops? That is, if what is typically a 1 ATR initial stop is now 10 ATR's away, do you take the 10 ATR risk or just use a 1 ATR stop from where you enter?
by mgdpublic
Mon Jan 30, 2012 10:45 am
Forum: Testing and Simulation
Topic: Value of pure vs. applied research in TB?
Replies: 0
Views: 2359

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...
by mgdpublic
Mon Jan 09, 2012 2:51 pm
Forum: Testing and Simulation
Topic: Contract month selection and rolling parameters
Replies: 14
Views: 9170

Bravochico, do you use TB to test individual contracts? I want to be able to do that as well but indicator creation get's iffy in some markets.
by mgdpublic
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: 17437

What do you all consider realistic transaction settings in TB? Thanks.
by mgdpublic
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: 17437

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...