Search found 12 matches
- 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: 11024
- 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: 11024
- 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: 11024
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)...
- Mon Aug 29, 2011 4:04 am
- Forum: Testing Software
- Topic: One-off data purchase
- Replies: 3
- Views: 4855
- Sun Aug 28, 2011 2:08 pm
- Forum: Testing Software
- Topic: One-off data purchase
- Replies: 3
- Views: 4855
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....
- 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: 25444
- 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: 25444
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...
- 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: 25444
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...
- Thu Jun 30, 2011 6:44 am
- Forum: Testing Software
- Topic: Basic TB questions
- Replies: 3
- Views: 5234
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...
- Wed Jun 29, 2011 8:03 am
- Forum: Testing Software
- Topic: Basic TB questions
- Replies: 3
- Views: 5234
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...
- Wed Jun 29, 2011 4:31 am
- Forum: Testing and Simulation
- Topic: When to tinker and when to leave alone?
- Replies: 2
- Views: 2328
- Tue Jun 28, 2011 5:52 pm
- Forum: Testing and Simulation
- Topic: When to tinker and when to leave alone?
- Replies: 2
- Views: 2328
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.
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.