Search found 9 matches

by rossb34
Wed Mar 14, 2012 8:23 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70655

AFJ Garner, Thank you for sharing that story, it is always interesting hearing such unique experiences like that. Here is a quote from a Dunn interview where he talks about making annual "adjustments" to his system in an article in Futures Mag. The World Monetary program currently trades 13 markets:...
by rossb34
Mon Mar 12, 2012 1:44 pm
Forum: Testing and Simulation
Topic: Testing Results Question
Replies: 17
Views: 5960

It seems odd to me that all winners are less than 1R for a system with no profit target. Are you using a pre-supplied system or a custom trading system? Another thing that jumps out is the Expectation is 0.0 and Average Risk Percent is N/A. There could be a bug in your code, data, or both.
by rossb34
Fri Feb 24, 2012 2:46 pm
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 8734

Trading Leech, You can trade with $10,000. You can't trade as many products and be as diversified as someone with $1M+. You need to watch out for commissions and account fees eating away at your account. But you can trade! I am in a similar situation to you. I have a "relatively" small stake for tra...
by rossb34
Tue Jan 17, 2012 9:39 pm
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 7427

I found this site as a good resource for spot forex, gold, and silver. The files contain 1 Minute data that you could use to construct bars in whatever interval you want.

http://www.forextester.com/data/datasources.html
by rossb34
Wed Jan 04, 2012 5:21 pm
Forum: Forex
Topic: Majors vs. Crosses vs. Exotics Portfolio Selection
Replies: 3
Views: 3827

Majors vs. Crosses vs. Exotics Portfolio Selection

I primarily trade spot forex with LTTF systems. I selected the six majors to include in my portfolio due to small spreads of 1 to 2 pips and good data to test on. This past year was the first full year trading my systems and with such a volatile 2011, I am happy with the system’s performance of ju...
by rossb34
Wed Dec 21, 2011 9:08 am
Forum: Testing and Simulation
Topic: Appreciate any comments on this
Replies: 2
Views: 1406

Adamant, It was sluggo that recommended an exercise of trading the "same" system with slightly different parameters and to look at the correlation of equity curves of the system. The pros do this too, they call it "Trading a system at several different speeds". For example, trade 20-day breakouts AN...
by rossb34
Mon Jun 27, 2011 8:33 pm
Forum: Forex
Topic: Best FX Brokers
Replies: 19
Views: 10769

A good resource for checking the financial data of some of the forex brokers is the cftc website. It should keep you away from the smaller, less established fx brokers. --> http://www.cftc.gov/MarketReports/Finan ... /index.htm

LeviF, have you looked int FXManager with oanda?
by rossb34
Wed Jun 01, 2011 3:12 pm
Forum: Stocks
Topic: ETF Momentum System
Replies: 19
Views: 13175

rossb34 very nice work. I do have one question though. Going through your ETF strategy spreadsheet, I noticed that your "Average All Returns" columns includes your RS calculation along with your X period returns. What is the reasoning behind that? mojo mojo, Thank you for catching that, I had not i...
by rossb34
Tue May 31, 2011 11:33 pm
Forum: Stocks
Topic: ETF Momentum System
Replies: 19
Views: 13175

drm7, thank you for your ideas and testing strategies with us on this forum. Also, thank you to everyone else for contributing to this thread. It has certainly sparked some ideas of my own and I have gone back and tested those similar to drm7. My main reason for doing this was to find a better way t...