Search found 7 matches

by Bud Fox
Wed Mar 28, 2012 3:31 am
Forum: Testing and Simulation
Topic: Test results: 4 different entries + Random Exits
Replies: 21
Views: 36585

After accidentally stumbling over this interesting thread here I was reminded of my own random entry/exit-experiments. After all, I'm pretty sure sluggo made a mistake in his tests. As he found out (correctly) the trading-rule-set has to overcome a certain annual growth rate just to cover transactio...
by Bud Fox
Sun Nov 14, 2010 4:53 pm
Forum: Testing Software
Topic: Testing intraday-systems with TB?
Replies: 7
Views: 7919

I'm not "forcing myself" to create intraday-systems. My business partners expect me to create intraday-systems, so I'll create some. It's as simple as that. Your right, not to trade is also an option. Not to try something is always an option, if the task appears to be difficult. I'll keep ...
by Bud Fox
Sat Nov 13, 2010 10:32 am
Forum: Testing Software
Topic: Testing intraday-systems with TB?
Replies: 7
Views: 7919

Thanks sluggo. I've gone through the user guide. From what I found there I rather think that what's called intraday-testing here is not what I'm thinking of. So far I've been working with Metatrader mostly. MT supports intraday-testing in a way, that all backtests are done on emulated tick data. In ...
by Bud Fox
Fri Nov 12, 2010 3:38 pm
Forum: Testing Software
Topic: Testing intraday-systems with TB?
Replies: 7
Views: 7919

Testing intraday-systems with TB?

So far I haven't tried out TB yet because at the moment all of my systems are intraday-systems. Now I've seen on the TB-website that TB Pro and Builder can be used to test intraday-systems. Are there any restrictions or does TB support intraday-backtests just the way it does support backtests on dai...
by Bud Fox
Sun Aug 15, 2010 4:16 pm
Forum: Testing and Simulation
Topic: My system is not a profitable in all markets
Replies: 4
Views: 3630

Re: My system is not a profitable in all markets

...makes a killing in some. Depends on what "some" means for you. 2? 20? The question could also be: how close am I allowed/able/willing to get to curve fitting while designing a system? This is where emotions (like greed) may come into play. Try to leave away the emotions. Don't ask your...
by Bud Fox
Tue Aug 10, 2010 1:35 pm
Forum: Testing and Simulation
Topic: Independently Non Profitable Systems Enhancing Overall Perfo
Replies: 7
Views: 5273

I just tried to reanimate this thread.
by Bud Fox
Sun Aug 08, 2010 12:41 pm
Forum: Testing and Simulation
Topic: Independently Non Profitable Systems Enhancing Overall Perfo
Replies: 7
Views: 5273

I'm currently working on an intra-day trendfollowing system. The basis of the entry is a chart pattern which per se rises the profit factor above 1. At the moment I'm trying to find a suitable exit strategy. I was also considering to enhance this system with a counter trend-component. Are there any ...