Search found 15 matches
- Wed Jan 02, 2013 5:41 pm
- Forum: Money Management
- Topic: What position sizing should be used?
- Replies: 7
- Views: 7977
It doesn't matter what win/loss ratio you have. Same position sizing can be used for both strategies. The position sizing algorithm is highly individual, depends on many factors. There is not right or wrong answer. And how many contracts you buy or sell depend also on the % of capital you are willin...
- Tue Oct 23, 2012 2:23 pm
- Forum: Futures Markets
- Topic: Can I roll over the day after expiration?
- Replies: 5
- Views: 6206
Crude Oil
Does anyone have an idea why is the expiration day of CL earlier than first notice day?
For all another commodities the FND is earlier than expiration day.
M.
For all another commodities the FND is earlier than expiration day.
M.
- Tue Oct 09, 2012 2:29 pm
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 13380
- Sun Jul 29, 2012 11:59 am
- Forum: Testing and Simulation
- Topic: Exit Strategy and Profitability
- Replies: 13
- Views: 14269
What is the %volatility betsizing?
Sluggo,
What is the %volatility betsizing?
M.
What is the %volatility betsizing?
M.
- Thu Jul 26, 2012 4:43 am
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6245
- Wed Jul 25, 2012 11:21 pm
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6245
MAR
The MAR appears too low for me.
How can i change the system, or which changes are necessary to make so the system will be tradeable in real world?
M.
How can i change the system, or which changes are necessary to make so the system will be tradeable in real world?
M.
- Wed Jul 25, 2012 1:45 pm
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6245
:-). Me too, but there are still no comments on the system. I know it is not a magic system, i am just asking my self what can i change to get some better results. I tried different entries, different exits, different filters. As i wrote before i dont want to use scale in and scale out techniques. M.
- Tue Jul 24, 2012 10:59 pm
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6245
Logo
Sluggo, i am running the free trial of TB. And the quality of the logo is low because i was using Bullzip PDF Printer to print/export the the results to pdf file.
Mirec.
Mirec.
- Tue Jul 24, 2012 3:15 pm
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6245
Any ideas how to improve this system?
Hallo, i am backtesting some ideas about my system. The system should trade with "smaller" bankroll. 100k-200k. I dont want to use scale in and out because with smaller account some of the futures will trade just with 1-2 contracts. I will any comments/ideas. Mirec. [img]ScreenHunter_01%20...
- Tue May 15, 2012 3:24 pm
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 16832
CTAs
AFJ, it would be interesting to compare CAGR and DD of CTAs with and without commissions.
Any idea where to find such data?
So i could have an idea what is the real performance of such CTAs, and i would have idea which numbers are realistic for me as TF.
Mirec.
Any idea where to find such data?
So i could have an idea what is the real performance of such CTAs, and i would have idea which numbers are realistic for me as TF.
Mirec.
- Tue May 15, 2012 8:26 am
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 16832
Dunn
Right.
M.
M.
- Tue May 15, 2012 8:11 am
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 16832
Dunn
AFJ so i contacted Dunn and they answered:
"Yes, we charge a performance fee only on "net", new high watermarks."
So it would be interesting "how much" it was during last 10 years.
Mirec.
"Yes, we charge a performance fee only on "net", new high watermarks."
So it would be interesting "how much" it was during last 10 years.
Mirec.
- Tue May 15, 2012 5:10 am
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 16832
Dunn
Ok, i ll drop them an email and i ll be back with the answer. AFJ you are right if they are not charging fees on new highs this matters a lot.
Mirec.
Mirec.
- Tue May 15, 2012 4:57 am
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 16832
Dunn
I selected Dunn because the fee structure is simple, just 25% percent from profitable month, i was contacting the office if Dunn and they told me they are not charging any other fee. So one example, there is a month with 10% profit. (after fee). So it is actualy 75% of the real profit. Dunn took alr...
- Tue May 15, 2012 2:54 am
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 16832
CTA and Fees
In last few weeks, i am watching a lot of traders searching for a benchmark or a performance of different trend followers of TF funds. Some traders are comparing their performance with different TF funds. What should be noticed here, is that the results are after fees! So it means, that the real per...