Search found 4 matches

by ngranja
Thu Apr 24, 2014 11:12 am
Forum: Testing and Simulation
Topic: Multiplier in Stock Preferences
Replies: 3
Views: 4807

Thank you for the answer. The multiplier I am referring to is the Stock Multiplier in Trading Blox references. In the manual it is said that if we are using CSI we should set it at 100. That is what I am talking about. I am confused because I don't understand what you would need a multiplier for.
by ngranja
Wed Apr 23, 2014 9:14 pm
Forum: Testing and Simulation
Topic: Multiplier in Stock Preferences
Replies: 3
Views: 4807

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...
by ngranja
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: 9404

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...
by ngranja
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: 9404

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...