Search found 5 matches

by sr100m
Tue Jan 17, 2012 12:57 pm
Forum: Testing and Simulation
Topic: What is an "Edge"?
Replies: 32
Views: 38613

This little arithmetical exercise doesn't prove one viewpoint or the other. But it might justify wishing for one of the possibilities versus another. I am coming to this thread late but will add anyway. I always struggled with the usefulness of isolating an edge ratio from the time I first read abo...
by sr100m
Mon Aug 09, 2010 5:15 am
Forum: Testing and Simulation
Topic: importing lists of trades into TB
Replies: 5
Views: 4439

importing lists of trades into TB

Would it be possible to program TBB to take entries and exit prices and dates from an external list of trades (e.g. a csv file) rather than generating the trades internally from trade rules. I would like to test an approach that would involve taking strategies I have for Tradestation, generate lists...
by sr100m
Mon Aug 02, 2010 4:55 am
Forum: Testing and Simulation
Topic: Determining Fixed Fraction Percent using Monte Carlo
Replies: 2
Views: 2742

Thank you sluggo.

88 seconds of my time seems a reasonable price to pay to generate the curve manually.
by sr100m
Sun Aug 01, 2010 2:11 pm
Forum: Testing and Simulation
Topic: Determining Fixed Fraction Percent using Monte Carlo
Replies: 2
Views: 2742

Determining Fixed Fraction Percent using Monte Carlo

I am thinking about the process of evaluating a system - I don't have TB yet - I would be interested in whether it can do the following. So here is a scenario with a question. I design a system trading a number of instruments, each traded with a couple of methods one LTF, one countertrend. It has a ...
by sr100m
Tue Feb 16, 2010 4:04 am
Forum: Trader Psychology
Topic: Is trading moral and ethical?
Replies: 25
Views: 39567

Quote from Tom Basso from a recent van tharp newsletter - Value of Trading to Society A Follow up by Tom Basso Van, Regarding the question on the value of trading to society [in the newsletter a couple of weeks ago], I would cite a study I did long ago showing hedgers laying off risk to speculators ...