Search found 5 matches
- Tue Jan 17, 2012 12:57 pm
- Forum: Testing and Simulation
- Topic: What is an "Edge"?
- Replies: 32
- Views: 38865
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...
- Mon Aug 09, 2010 5:15 am
- Forum: Testing and Simulation
- Topic: importing lists of trades into TB
- Replies: 5
- Views: 4472
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...
- Mon Aug 02, 2010 4:55 am
- Forum: Testing and Simulation
- Topic: Determining Fixed Fraction Percent using Monte Carlo
- Replies: 2
- Views: 2757
- Sun Aug 01, 2010 2:11 pm
- Forum: Testing and Simulation
- Topic: Determining Fixed Fraction Percent using Monte Carlo
- Replies: 2
- Views: 2757
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 ...
- Tue Feb 16, 2010 4:04 am
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 40174
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 ...