Search found 12 matches

by bf2
Fri Mar 30, 2012 10:52 am
Forum: Trader Psychology
Topic: Question to those of you who are full time system traders
Replies: 10
Views: 6506

Thank you for your comments. I totally agree with your comment on debt and cost of living.
by bf2
Fri Mar 30, 2012 8:52 am
Forum: Trader Psychology
Topic: Question to those of you who are full time system traders
Replies: 10
Views: 6506

Not rude at all - in fact very sound advice.
by bf2
Fri Mar 30, 2012 5:21 am
Forum: Trader Psychology
Topic: Question to those of you who are full time system traders
Replies: 10
Views: 6506

Question to those of you who are full time system traders

Question to people like AFJG, Sluggo to name but a few: Have you ever made a net annual loss since you went 'live'? How did you deal with it - both emotionally and practically? I know myself fairly well and I don't think I would handle that situation (if system trading were my only source of income)...
by bf2
Mon Aug 29, 2011 4:04 am
Forum: Testing Software
Topic: One-off data purchase
Replies: 3
Views: 2326

Excellent, thank you.
by bf2
Sun Aug 28, 2011 2:08 pm
Forum: Testing Software
Topic: One-off data purchase
Replies: 3
Views: 2326

One-off data purchase

Having browsed this forum for some time, and having read the books by CF and Anthony Garner, I am completely convinced that I need to get myself TBB and then test my ideas. I believe that I'd need somewhere between 6 months and a year to a) learn to use TBB and write code, b) learn to test properly....
by bf2
Fri Aug 26, 2011 4:18 am
Forum: Data Providers and other non testing software
Topic: CSI Stock Data: Reliability of Start Dates?
Replies: 20
Views: 18356

Thanks ecritt. That does change things.
by bf2
Thu Aug 25, 2011 1:26 pm
Forum: Data Providers and other non testing software
Topic: CSI Stock Data: Reliability of Start Dates?
Replies: 20
Views: 18356

What I do know is that ecritt wrote a later and equally fascinating paper (following his paper about buying stocks at all time highs) based on his own research showing just how low the survivor-ship rate is on equities over the years. Doubtless a search will reveal this further paper for you - I hi...
by bf2
Thu Aug 25, 2011 9:13 am
Forum: Data Providers and other non testing software
Topic: CSI Stock Data: Reliability of Start Dates?
Replies: 20
Views: 18356

As we can safely assume that there will never be a perfect solution for clean data what's the best alternative? What if we add an average volume filter? That should weed out most of the rubbish. I have read Ecritt's paper and I am not convinced that delisted stocks (i.e. survivorship bias) is a majo...
by bf2
Thu Jun 30, 2011 6:44 am
Forum: Testing Software
Topic: Basic TB questions
Replies: 3
Views: 2690

One more question: Let's say I have an indicator and a I have selected a portfolio of 30 markets. I first want to optimise the parameters of the indicator for each of the 30 markets. My money management rules stay the same. I then want to backtest the system on the portfolio, using the optimised val...
by bf2
Wed Jun 29, 2011 8:03 am
Forum: Testing Software
Topic: Basic TB questions
Replies: 3
Views: 2690

Basic TB questions

Questions to Forum Management: 1. Once I buy the software do I get indefinite access to the customer forum? 2. Do I need to get a separate charting software? Another charting software will of course mean more programming for indicators (in a different language), i.e. an overhead. 3. Roughly how ofte...
by bf2
Wed Jun 29, 2011 4:31 am
Forum: Testing and Simulation
Topic: When to tinker and when to leave alone?
Replies: 2
Views: 1458

Thanks. I don't have Curtis' book, but will get it. I also found another post with some ideas but I'm afraid I didn;t understand most of it. http://www.tradingblox.com/forum/viewtopic.php?p=47867#47867 Have you read WAY OF THE TURTLE ? Chapter 7 contains an interesting discussion of "System Death".
by bf2
Tue Jun 28, 2011 5:52 pm
Forum: Testing and Simulation
Topic: When to tinker and when to leave alone?
Replies: 2
Views: 1458

When to tinker and when to leave alone?

Does a system give you warning signs before it dies - even if it dies temporarily?

If it gives no warning signs and seems to function as expected, would you still tinker with it or leave it alone?

Thanks in advance.