Search found 5 matches

by salvadorveiga
Tue Mar 09, 2010 12:39 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70643

thank you sluggo. Also AFJ if it's not much to ask, I know you've posted a while ago an equity line of the origial turtle program and it showed as a flat pancake pretty much. My question is though since you started that test from the 70's once it reached the late 80's beginning of 90's the equity wa...
by salvadorveiga
Tue Mar 09, 2010 5:40 am
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70643

AFJ I can't seem to find the article.

Which magazine is it?

Is it this one? http://www.activetradermag.com/

I'm in europe so i have no access to that magazine unfortunately.[/list]
by salvadorveiga
Fri Nov 20, 2009 3:21 pm
Forum: Testing and Simulation
Topic: CTA performance excell formulas for 13 column table
Replies: 8
Views: 5729

thank you.
by salvadorveiga
Fri Nov 20, 2009 4:32 am
Forum: Testing and Simulation
Topic: CTA performance excell formulas for 13 column table
Replies: 8
Views: 5729

I use the Net Liquidating Value from the monthly broker statements. This is the net (after fees and commissions) combined value of your equity including proft and loss from open positions at that moment in time. I don´t know what products you trade. I only trade futures. Hope this helps. I trade c...
by salvadorveiga
Thu Nov 19, 2009 1:52 pm
Forum: Testing and Simulation
Topic: CTA performance excell formulas for 13 column table
Replies: 8
Views: 5729

Regarding this aspect, I started trading almost a year ago, but now I want a decent tracking record. I don't know how I should track the portfolio. What's the standard out there? should be at the end of the month I take the value of equity? balance (only closed equity without the float)? How should ...