Search found 16 matches
- Sat Jan 03, 2009 5:20 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13675
- Sat Dec 06, 2008 7:38 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13675
- Sat Dec 06, 2008 7:26 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13675
I run a similar system in a different program, mainly because I couldn't figure out how to put together something like that in TB. I use much less funds than you do - the returns are better as you might expect but the drawdowns are larger as well. Like you, I put a filter on it that determines wheth...
- Sat Dec 06, 2008 7:22 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13675
- Sat Dec 06, 2008 4:13 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13675
- Mon Nov 17, 2008 1:42 pm
- Forum: Testing Software
- Topic: Creating a custom Breadth indicator and equity curve trading
- Replies: 4
- Views: 6828
- Mon Nov 17, 2008 12:51 pm
- Forum: Testing Software
- Topic: Creating a custom Breadth indicator and equity curve trading
- Replies: 4
- Views: 6828
- Mon Nov 17, 2008 10:03 am
- Forum: Testing Software
- Topic: Creating a custom Breadth indicator and equity curve trading
- Replies: 4
- Views: 6828
Creating a custom Breadth indicator and equity curve trading
Hey all, Two new questions on Blox: 1. Was wondering if Trading Blox can support the creation of an instrument based on other instruments. So, say I want to create % of stocks above or below a 200d moving average. Can I create an instrument such as this? 2. Equity curve trading: simple question - ca...
- Sat Dec 29, 2007 9:42 am
- Forum: Testing Software
- Topic: Ranking systems
- Replies: 9
- Views: 11462
I have not tried to program this in any system - so I can't refer to code here, but let me try to be more specific: Startup: - Rank all instruments by some ranking system - could be 6m performance or RSI or anything else. - On the first day the system is run (in terms of backtest), buy the top N ins...
- Fri Dec 28, 2007 4:33 pm
- Forum: Testing Software
- Topic: Ranking systems
- Replies: 9
- Views: 11462
So I downloaded the trial - I'm working on with it on the ranking stuff. Here's something that I don't quite get: I want the system to buy the top 5 of a portfolio - so no entry/exit rules - but if I don't use an entry/exit rule, I don't get any trades. Is there a simple way to accomplish this? Than...
- Thu Dec 27, 2007 1:20 pm
- Forum: Testing Software
- Topic: Ranking systems
- Replies: 9
- Views: 11462
Final question for today: do you suport Jurik indicators? (www.jurikres.com)
- Thu Dec 27, 2007 12:26 pm
- Forum: Testing Software
- Topic: Ranking systems
- Replies: 9
- Views: 11462
thanks for the response - I reviewed the docs and see the feature/function. Unrelated question: Is it possible to calculate a dataset or indicator across a group/portfolio of instruments. A classic example would be to calculate the number of stocks in an index above/below a 50-day moving average. He...
- Wed Dec 26, 2007 2:29 pm
- Forum: Testing Software
- Topic: Ranking systems
- Replies: 9
- Views: 11462
Ranking systems
Hey all -- I've been looking for a piece of software that can combine some technical/indicator trading with the idea of ranking based on some criteria. I was chatting with someone on Nuclear Phynance and they suggested I ask here - so here's the question: Say I want to buy stocks that are in the top...
- Sat Jan 06, 2007 4:46 pm
- Forum: Trend Indicators and Signals
- Topic: Which futures markets trend the most?
- Replies: 18
- Views: 33407
Came across this post and it's something I've been thinking a lot about. I also came across a company called Trading System Lab - they are founded by Mike Barna and focused on the area of Genetic Programming. Now, despite what the demos show you, their software is not for sale - but I'm also not tha...
- Fri Nov 24, 2006 8:22 am
- Forum: Money Management
- Topic: Pre-emptive money management
- Replies: 9
- Views: 13095
My question is how you would measure these high vol events going forward. So, sometimes the fed speaks, and nothing happens, but sometimes the fed, or the CPI or some other economic event causes a huge vol move. Also, aren't there so many of these events that it becomes very difficult to employ a l...
- Thu Nov 23, 2006 1:02 pm
- Forum: Money Management
- Topic: Pre-emptive money management
- Replies: 9
- Views: 13095
My question is how you would measure these high vol events going forward. So, sometimes the fed speaks, and nothing happens, but sometimes the fed, or the CPI or some other economic event causes a huge vol move. Also, aren't there so many of these events that it becomes very difficult to employ a lo...