since I posted this:
In real life, with a smaller account . My real result are as last week: CAGR: +8.12% Drawdown: 29%
I ran the test, starting with 30,728,588 $
End balance: 37,117,344.17,
CAGR: 4.5
Largest DD: 12.8%
Here is the Chart
Search found 57 matches
- Mon May 21, 2012 9:40 pm
- Forum: Testing and Simulation
- Topic: Long term trend following on equities a fool's game?
- Replies: 64
- Views: 52910
- Wed Jan 18, 2012 7:03 am
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12868
- Wed Nov 09, 2011 7:26 am
- Forum: Testing and Simulation
- Topic: Interesting articles
- Replies: 24
- Views: 16872
- Tue Sep 06, 2011 8:39 pm
- Forum: Testing and Simulation
- Topic: Similar Systems / Different Luck in 2011
- Replies: 15
- Views: 9094
We do not use stop order either, exactly for the reason that Chris Mention. Most of the day you worksheet is blank, no work to do. Plus in our historical testing, it was demonstrated that in average we had no real advantage in using it. This is true as long as you use proper money and risk managemen...
- Wed Aug 17, 2011 7:43 am
- Forum: Testing Software
- Topic: Programming Q
- Replies: 3
- Views: 5772
In programming language like C++ double == sign mean a comparaison not an assignment This is why Quantity == 0 return false Quantity = 0 is an assignment, ie I want Quantity to = to 0 This is something that The VB version in TB handle differently, in both case in TB it mean assignment. I had ask tha...
- Sat Aug 13, 2011 11:48 am
- Forum: Testing Software
- Topic: Anyone here familiar with MT4?
- Replies: 10
- Views: 15383
For those of you that trade with Interactive Brokers, there is the really good C# wrapper for IB API at http://www.dinosaurtech.com/utilities/ It can help you make an automated trade entry program Also, for some system you can also look at Tradebullet http://www.tradebullet.com/ This one can work wi...
- Sun Jul 03, 2011 4:35 pm
- Forum: Testing and Simulation
- Topic: solution
- Replies: 2
- Views: 2726
- Tue Jun 21, 2011 9:17 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
7000 Stock will not need more than 8 GIG, wich is pretty standard these day So Go for the maximum CPU Speed, Intel Core-I7-965 to 990 are probably still in the top these day I use a Core-I7 975 on my desktop I would also suggest to get a good SSD Drive to store your data. This will speed up a lot th...
- Fri Jun 17, 2011 1:37 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
The Directory Structure required Now each virtual machine does need to have it's own installation of TB. Rather than doing that I do one install of TB on the Host server. I then replicate the directory 30 times (one for each VM) Each VM will then update the specifics Directory as required. This is d...
- Fri Jun 17, 2011 1:31 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
The RatioRunTBQueue.vbs file is actually executed upon the virtual machine lauch and is connecting to the Microsoft Message Queue. It read the next entry, wich is the name of a subset VTS file. It then lauch a batch file that run TB from the command line with the VTS file as a parameters Option Expl...
- Wed Jun 15, 2011 2:36 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
Creating the Virtual Machine Template is an easy step, what you need is an iso file of windows 2008 or the CD in your server. You simply use Hyper-V manager, Select New Virtual Machine, give it a Name, here we call it TBMASTER. Assign the RAM 8 GIG, and the Virtual Network. Once this is done the VM ...
- Wed Jun 15, 2011 1:39 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
In order to submit the processing jobs to our multiple virtual machine, we had to design a way to split the Simulation Suite into a number of subset files. If we have 30 virtual machine, and we have 6000 test to do, we want to create 30 VTS files each one with a subset of the test to do. In order to...
- Wed Jun 15, 2011 10:12 am
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
- Wed Jun 15, 2011 10:09 am
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
- Tue Jun 14, 2011 10:11 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
The machine came in a couple of days ago. I had to decide how to partition the Disk. The machine have 6 - 600 Gig disk. I read a bit on disk configuration and decided to go with a RAID 10 Configuration. This configuration according to documentation should give us the fastest disk read speed. I would...
- Wed Jun 08, 2011 9:21 pm
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 16684
On building a Platform for Very large test
I have decide to build a platform that could run a very large number of test in the minimum length of time. As most of our development is on the Stock Market, every time we want to design a new system we have to load thousands of instruments: 3952 for the TSX Market, 8433 on the NYSE. We usually tes...
- Fri Jun 03, 2011 2:50 pm
- Forum: Stocks
- Topic: ETF Momentum System
- Replies: 19
- Views: 22071
Great site for stock info
http://www.finviz.com
Found that recently, very good web site for US Stock info.
and it's free. I did subscribe to the paying version, but you dont get much more.
Found that recently, very good web site for US Stock info.
and it's free. I did subscribe to the paying version, but you dont get much more.
- Wed Mar 02, 2011 8:17 am
- Forum: Futures Markets
- Topic: CSI Data - its a moving target and then some
- Replies: 5
- Views: 4569
- Thu Nov 11, 2010 7:46 pm
- Forum: Market Psychology
- Topic: Email that I received today
- Replies: 10
- Views: 14912
Email that I received today
Markets Flashing WARNING SIGNS! Be Careful! LinkedIn Date: 11/11/2010 Subject: Markets Flashing WARNING SIGNS! Be Careful! Hello everyone, I've never done this before with LinkedIn but I wanted to let my friends know. I haven't kept touch with many of you but that's because I've been working on some...
- Wed Jun 23, 2010 1:02 pm
- Forum: Testing and Simulation
- Topic: CSI Data daily change are breaking the system
- Replies: 3
- Views: 3058