Search found 12 matches

by jameskuah
Fri Mar 09, 2012 10:13 pm
Forum: Testing and Simulation
Topic: How to improve the processing speed of Trading Blox?
Replies: 0
Views: 1592

How to improve the processing speed of Trading Blox?

Good Day All, I have recently upgraded my Computer to the new specifications as shown below. After comparing the processing speed during optimization in TB, I found the optimization time taken to be similar and there was no marked increase in the optimization speed of trading blox at all. Is there a...
by jameskuah
Mon Jun 06, 2011 11:04 pm
Forum: Testing and Simulation
Topic: Robust Optimization Question
Replies: 7
Views: 3558

Hi to all,

Thanks so much to all for your great advice. I look forward to implementing all the suggestions and will post the updated optimization results. Thanks and good luck to all in your trading. :D
by jameskuah
Fri Jun 03, 2011 7:50 am
Forum: Testing and Simulation
Topic: Robust Optimization Question
Replies: 7
Views: 3558

Hi Chris,

Thanks so much for your reply and compliment. I agree with you that there is no right or wrong solution and it all boils down to individual preference. As what Shane Wisdom from Wisdom Financial has said, "There are more than a few ways to skin the cat." Have a great weekend ahead! :D
by jameskuah
Thu Jun 02, 2011 4:37 am
Forum: Money Management
Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
Replies: 9
Views: 5979

Thanks to all for your replies. :)
by jameskuah
Thu Jun 02, 2011 4:30 am
Forum: Testing and Simulation
Topic: Donchian or Modified Turtle System on Weekly Time Frame
Replies: 4
Views: 2368

Thanks to all for your answers. :)
by jameskuah
Wed Jun 01, 2011 1:44 am
Forum: Testing and Simulation
Topic: Robust Optimization Question
Replies: 7
Views: 3558

Robust Optimization Question

Hi all, I realise that the issue of robust optimization and the problems of overcurvefitting have been mentioned in this forum. However, I would appreciate everyone's comments on the proper sequence for optimization. Assuming I have accurate end of day futures data for the last 25years years and I'd...
by jameskuah
Fri May 27, 2011 8:11 am
Forum: Money Management
Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
Replies: 9
Views: 5979

I see. What is the reason for that? Has there been any extensive discussion about this?
by jameskuah
Fri May 27, 2011 7:58 am
Forum: Money Management
Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
Replies: 9
Views: 5979

Hi AFJ Garner, just to follow up on your earlier comment that 'over the long term few if any have achieved a return greater than their maximum draw down", I must say that I am absolutely in agreement with what you have mentioned. After extensive testing and tweaking with some of TBB's systems over a...
by jameskuah
Fri May 27, 2011 6:41 am
Forum: Testing and Simulation
Topic: Donchian or Modified Turtle System on Weekly Time Frame
Replies: 4
Views: 2368

Donchian or Modified Turtle System on Weekly Time Frame

Hi all, I was wondering whether has anybody had any experience testing the Donchian or Modified Turtle system on weekly data? I have been searching the forum for quite some time and I can't seem to find a guide on testing systems on the weekly time frame? Could somebody point a newbie such as myself...
by jameskuah
Fri May 27, 2011 5:55 am
Forum: Money Management
Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
Replies: 9
Views: 5979

Thank you for your insightful advice. I wish you all the best in your trading and have a great weekend ahead. :D
by jameskuah
Fri May 27, 2011 3:30 am
Forum: Money Management
Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
Replies: 9
Views: 5979

Thanks for your reply AFJ Garner. Yes I am using Sluggo's BBBO RM and after switching off it, I noticed that the difference in trades has shrunk tremendously, but the drawback was the increase in DD length and TE DD. By the way AFJ Garner, I have been tweaking the Modified Turtle System and I can't ...
by jameskuah
Fri May 27, 2011 1:31 am
Forum: Money Management
Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
Replies: 9
Views: 5979

Number of Trades Decrease as Risk Per Trade (%) Increases?

Hi all, I did a few modifications to AFJ Garner's "Modified Turtle System" by switching the traditional MACD Porfolio Manager for a Moving Median PM and adding additional Chandelier Stops to the system. In additional, I have also changed the Fixed Fractional MM to risk a percentage of core equity wh...