Search found 6 matches

by SpireTrader
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...
by SpireTrader
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...
by SpireTrader
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

I spend most of my time reading and studying trying to finish my MBA. Definitely not something you need to be a trend trader but its paid for and I'm damn near finished. Now just have to decide if I'm gonna devote myself fully to LTTF or get a "real" job.
by SpireTrader
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,...
by SpireTrader
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...
by SpireTrader
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...