Search found 28 matches

by dave3076
Tue Jan 06, 2009 3:29 pm
Forum: Testing and Simulation
Topic: Can terminology hide a multitude of sins.
Replies: 9
Views: 5258

Certainly exceptional people! Which i am certainly not!. Well my mum thinks i am but she's biased :D That aside i've tried to comprehend this game within my own limited capabilities, and understand what i can get my head around and what i can't. There will always be those that can see things that ot...
by dave3076
Tue Jan 06, 2009 1:01 am
Forum: Testing and Simulation
Topic: Can terminology hide a multitude of sins.
Replies: 9
Views: 5258

Im sure it was dwight Eisenhower who said "Things are more like they are today than they have ever been before". My thinking is there are certainly certainties in the marketplace. As long as there are prices on freely traded indices, stocks, commodities, bonds, indexes and banana's, there ...
by dave3076
Mon Jan 05, 2009 12:43 am
Forum: Testing and Simulation
Topic: Can terminology hide a multitude of sins.
Replies: 9
Views: 5258

There does seem to be an uncanny correlation between me applying for mortgages and emails informing me i recently had a distant relative in nigeria pass away in a car crash and that they've left me $2,000,000,000. All i need do is send my details!. Maybe they traded system B for the 10 years preceed...
by dave3076
Sun Jan 04, 2009 1:00 pm
Forum: Testing and Simulation
Topic: Can terminology hide a multitude of sins.
Replies: 9
Views: 5258

Can terminology hide a multitude of sins.

If i created a supersystem that was all singing all dancing, ticked all the right boxes AND more importantly i was widely acknowledged as being a smart developer of systems, and i marketed something as groundbreaking and revolutionary and after lets say....2 years of live trading i decided, or it be...
by dave3076
Sun Dec 14, 2008 11:40 pm
Forum: Money Management
Topic: Quant/Quant-Discretionary Trading Dilemma
Replies: 14
Views: 12246

I can tell you how i steered around the dilemma you are in. Firstly i tried to filter all high volatility trades (high volatility in this instance meaning...too high for MY particular starting account), with a volatility filter, thereby shrinking my portfolio. I found it was a reasonable way to begi...
by dave3076
Thu May 24, 2007 11:07 pm
Forum: Futures Markets
Topic: gasoline
Replies: 4
Views: 5192

could get messy!
Why not try a spread bet.
by dave3076
Thu May 24, 2007 3:58 pm
Forum: Futures Markets
Topic: gasoline
Replies: 4
Views: 5192

why not goto your petrol station and buy a gallon! if, buts and maybes, woulda, shoulda, coulda!
by dave3076
Tue May 08, 2007 3:59 am
Forum: Testing and Simulation
Topic: TradingBlox Roll Over Specifications
Replies: 3
Views: 5148

i know theres a culture of letting people find out things for theirselves on this site, but dont you think thats a little too far. Hes not asking for anything other than a link so he can find out himself, and you`ve gone to all the trouble to google it, find it, add an attachment to tell him you`ve ...
by dave3076
Wed Feb 28, 2007 11:56 am
Forum: Data Providers and other non testing software
Topic: CSI Futuresinfo.text file
Replies: 2
Views: 4846

Thanks a lot ed....great help.
by dave3076
Tue Feb 27, 2007 9:04 am
Forum: Data Providers and other non testing software
Topic: CSI Futuresinfo.text file
Replies: 2
Views: 4846

CSI Futuresinfo.text file

Has anyone got a futuresinfo.text file for CSI Global futures markets?. I have one for the 40 North american markets, but ive just received an assortment of European and Canadian market data. Im at the stage where im about to do it by hand in the futures dictionary but obviously i want to get it spo...
by dave3076
Mon Feb 05, 2007 3:40 am
Forum: Trader Psychology
Topic: Trusting your system
Replies: 24
Views: 31381

i dont know about you, but when i hear of people researching stuff like planetary movements, and magic retracements and astrological signals etc etc, i get the vibe that they havent quite stopped searching for the holy grail. That one big discovery that only they will know about and that no one else...
by dave3076
Fri Nov 24, 2006 4:39 pm
Forum: Testing and Simulation
Topic: margin in testing
Replies: 3
Views: 4512

margin in testing

I would like to ask how the more experienced amongst you derive your margin figures that you use during testing. i.e. do you add maintenance margin to initial margin before you enter the margin figure into the futures dictionary? Do you merely enter the initial margin figure? This obviously has dram...
by dave3076
Mon Nov 20, 2006 7:25 am
Forum: Testing and Simulation
Topic: Smoothest currency?
Replies: 2
Views: 3229

british pound WAS very smooth. Dangerous philosophy thats sent thousands of "great systems" to the trash can. Given the choice of creating a portfolio to trade with a good robust trend following system, i d choose the WORST performing commodities over the x amount of years as opposed to th...
by dave3076
Wed Nov 01, 2006 2:57 am
Forum: Testing and Simulation
Topic: Weekly charts
Replies: 0
Views: 3357

Weekly charts

I have read somewhere on the forum that the facility to use weekly and monthly charts on TB, were going to be on the agenda for development. Is there any news on progress or a timeline in terms of this particular request? Thanks....
by dave3076
Tue Oct 17, 2006 1:57 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 21348

steve This is what i know to be true......yes, you are right to base your decisions on market data, and yes you are right to look at how your system performed in all kinds of markets in terms of market conditions, and yes you are right that if it performed ok in all differing conditions then this is...
by dave3076
Mon Oct 16, 2006 5:12 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 21348

Steve Yes i agree that diversification can smooth out seriously bad periods, however, it is still not a good idea to have all your trading equity in the market at one time. Even though a diversified portfolio may be uncorrelated in the way that one commodity is doing one thing as another commodity i...
by dave3076
Mon Oct 16, 2006 2:43 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 21348

Steve..... I would seriously go back to the drawing board with your thinking in terms of risk and having your money working for you. This is not how the game is played. I can see how you have come to this conclusion but if you have 100% total equity risk, how are you going to meet margin calls? What...
by dave3076
Sun Oct 15, 2006 11:59 am
Forum: Money Management
Topic: Simple MM rule - Anybody tested this
Replies: 5
Views: 8235

Ralph Vince highlighted this approach many years before Van tharpe began to market it!. Basically it confronts all the advocates of designing money management around its largest drawdown. Now i dont want to start world war 3 with the old and bold on this site, but i do want to challenge the logic be...
by dave3076
Sat Oct 14, 2006 10:43 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 21348

i would still research the minimum account balance you need to trade all the signals your system produces. Because i would be very very surprised if a system that trades all NA liquid futures with an account balance of $65,000 could take all the signals the system produces. Run the system with an ac...
by dave3076
Fri Oct 13, 2006 5:18 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 21348

Firstly, in regard to having all your funds working, i would rephrase that to having all your funds at risk! Think black wednesday,9 11,and wall street crash! Also i would be surprised if any system could achieve a true drawdown figure of 32% over all liquid markets with 1.6% risk per trade. I would...