Search found 4 matches
- Thu Apr 24, 2014 11:12 am
- Forum: Testing and Simulation
- Topic: Multiplier in Stock Preferences
- Replies: 3
- Views: 4811
- Wed Apr 23, 2014 9:14 pm
- Forum: Testing and Simulation
- Topic: Multiplier in Stock Preferences
- Replies: 3
- Views: 4811
Multiplier in Stock Preferences
Hello, I am creating an ETF portfolio using CSI UA data, the User's guide says that they use 100 as a standard so I should set the stock multiplier to 100. However when I downloaded the Stock Dictionary, this one says that the round lot is 1. Are they two different things? What should I do? Any help...
- Mon Nov 22, 2010 11:44 am
- Forum: Testing and Simulation
- Topic: What is a good/realistic MAR for a trading system
- Replies: 9
- Views: 9413
HI rgd, That is more or less what I was thinking. A ratio of 1-1.2 MAR for backtesting should be OK since the real (future) number will be somewhere around .7 which would make me very happy (if I can stick to the system). I say this because from my experience with CTAs track records, a .8 MAR is ind...
- Fri Nov 19, 2010 4:27 pm
- Forum: Testing and Simulation
- Topic: What is a good/realistic MAR for a trading system
- Replies: 9
- Views: 9413
What is a good/realistic MAR for a trading system
Hello everybody, I am pretty new to systems trading but I have realized there is many experience people around here. My question is regarding the system I am testing. I have been playing around with parameters, risk and money management settings, etc, what is a realistic/good MAR I can aim for? My s...