Search found 12 matches

by Stephen
Thu May 22, 2008 5:04 am
Forum: Brokers
Topic: Wisdom Financial
Replies: 11
Views: 14929

I would like to affirm what others have been saying about Zachary Oxman and Wisdom Financial: excellent, personalized service that is not only tailored to one’s specific needs, but service that includes working overtime to solve urgent problems as they arise. Recently, Zach and I were challenged t...
by Stephen
Fri Dec 01, 2006 2:25 am
Forum: Testing and Simulation
Topic: How Do You Test?
Replies: 18
Views: 13784

Thank you, RedRock. As I find my own road, it helps to know that I'm not driving off a cliff! - in terms of methodology.

I have trimmed some detail out of my post above to allow others that follow more room to explore how they would make it happen.

Steve
by Stephen
Wed Nov 29, 2006 4:20 am
Forum: Testing and Simulation
Topic: How Do You Test?
Replies: 18
Views: 13784

Back to Turtle40’s 'process of process' question in the October 24th post in this thread. My frustration has been the lack of a comprehensive roadmap on how to approach system development, one that guides a novice through the complex and potentially overwhelming array of software features availabl...
by Stephen
Tue Nov 21, 2006 9:40 pm
Forum: Money Management
Topic: Dynamic Portfolio Selection
Replies: 28
Views: 30690

Below is a post from Old European from 2004. It describes a method of portfolio optimization that, at first, set off all the curve fitting warning bells ! But, in fact, it is a very good approach. Old European Roundtable Knight Joined: 20 Apr 2004 Posts: 122 Location: Old Europe Posted: Sat Dec 18, ...
by Stephen
Tue Oct 17, 2006 3:25 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 16582

Thanks. All points well taken! And I appreciate the effort you've made to respond and explain.

Steve
by Stephen
Tue Oct 17, 2006 12:16 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 16582

I am committed to a system development approach based strictly on testing potential systems against historical price data. An important assumption I make is that the 'worst case' scenarios and the 'best case' scenarios are contained in the historical data. Monte Carlo simulations in Trading Blox all...
by Stephen
Mon Oct 16, 2006 4:12 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 16582

Thanks Davey, I appreciate your comments. I just want to make sure we are on the same page with regard to Total Risk, so I have attached the definitions provided in the Trading Blox Professional Help File It is my understanding, through reading this forum and taking the Modus Trading Course, that wi...
by Stephen
Mon Oct 16, 2006 12:33 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 16582

I ran the system (see system description in the first post) adjusting the following: 1) startup account size, 2) trading universe, and 3) risk per trade – taking note in each case of the time taken to reach 100% equity risk. It is easy to see the rejected trades in Trading Blox Professional under ...
by Stephen
Sat Oct 14, 2006 2:24 am
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 16582

Re-reading my submission a day later I already see a basic problem in my analysis: I need to derive my maxiumum drawdown for the startup period from many 6 month 'start up' periods at 3% risk and with the given starting balance. Thanks to Nick and Davey. Nick, I only have TB Pro so, as I understand ...
by Stephen
Thu Oct 12, 2006 11:36 pm
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 16582

Length of Time to Reach 100% Equity Risk

I need some guidance on a proposed strategy to reach 100% total equity risk quickly. I am assuming that reaching full risk quickly is a good thing -- one would want all the available funds working in your system as quickly as possible. I use Trading Blox Professional. I am developing a DMAC system, ...
by Stephen
Thu Aug 24, 2006 11:41 pm
Forum: Money Management
Topic: Heat
Replies: 24
Views: 17768

Alerion, Another thought: consider testing with 20 years data or more. I was testing with 10 years data in the Modus course. Then with TB Pro I moved to a 20 year data set. The difference is profound. There is some kind of major shift in momentum (in NA liquid futures) that starts around 1998 which ...
by Stephen
Thu Aug 24, 2006 11:29 pm
Forum: Money Management
Topic: Heat
Replies: 24
Views: 17768

Alerion, Thanks for your post. What you said resonates with where I am at the moment with Trading Blox Pro and my first two weeks of exploring the built in systems. I have been fighting hard the urge to relax my self imposed DD% limit and 'go for it'. The zone between 30-40% drawdown seems to have a...