Search found 6 matches
- Fri Jan 15, 2010 4:27 pm
- Forum: Data Providers and other non testing software
- Topic: Synthetic CSI Spreads
- Replies: 2
- Views: 3289
Synthetic CSI Spreads
Anyone know how to put together Hi, Low, Close data for calender spreads in CSI? I've figured out how to graph it but would like to have the data so I could test it in blox. Basically I need to take one contract and subtract an additional one and do that for the H, L, C. Just wondering if anyone has...
- Thu Jan 14, 2010 8:38 pm
- Forum: Testing and Simulation
- Topic: When to implement a new system
- Replies: 8
- Views: 4881
back to my original post, I think what I'm more interested in is determining when to add new markets to my current system. I should've clarified that. I just don't want to add new markets starting say tomorrow b/c then the past trades will be reflected in my current equity. So keep the same system b...
- Wed Jan 13, 2010 2:20 am
- Forum: Trader Psychology
- Topic: It's boring to trade a system; how do you use your time?
- Replies: 13
- Views: 16261
- Wed Jan 13, 2010 1:25 am
- Forum: Testing and Simulation
- Topic: When to implement a new system
- Replies: 8
- Views: 4881
Re: When to implement a new system
I think you are setting yourself up for a hurtin' down the road if you remove poor performing markets. Who says those same markets have to be bad in the future? Also, sometimes even though a particular market lost money over the life of a test, doesnt mean it didnt contribute in some other fashion,...
- Tue Jan 12, 2010 11:57 pm
- Forum: Testing and Simulation
- Topic: When to implement a new system
- Replies: 8
- Views: 4881
Well the plain as day way would be to close out existing positions and start from scratch. Running the new model from the previous ones start date would not work b/c you would have an equity not equal to the actual equity in the account plus existing positions not on. I think the best way would be t...
- Tue Jan 12, 2010 11:38 pm
- Forum: Testing and Simulation
- Topic: When to implement a new system
- Replies: 8
- Views: 4881
When to implement a new system
So lets say you've got a system employed and during your testing and what not you stumble upon something more attractive. At what point and in what way do you decide to move to the new system? Do you immediately exist all existing positions and start from scratch or what? Also, when testing using th...