Search found 12 matches
- Thu May 22, 2008 5:04 am
- Forum: Brokers
- Topic: Wisdom Financial
- Replies: 11
- Views: 20575
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...
- Fri Dec 01, 2006 2:25 am
- Forum: Testing and Simulation
- Topic: How Do You Test?
- Replies: 18
- Views: 17762
- Wed Nov 29, 2006 4:20 am
- Forum: Testing and Simulation
- Topic: How Do You Test?
- Replies: 18
- Views: 17762
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...
- Tue Nov 21, 2006 9:40 pm
- Forum: Money Management
- Topic: Dynamic Portfolio Selection
- Replies: 28
- Views: 39800
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, ...
- Tue Oct 17, 2006 3:25 am
- Forum: Money Management
- Topic: Length of Time to Reach 100% Equity Risk
- Replies: 17
- Views: 21395
- Tue Oct 17, 2006 12:16 am
- Forum: Money Management
- Topic: Length of Time to Reach 100% Equity Risk
- Replies: 17
- Views: 21395
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...
- Mon Oct 16, 2006 4:12 am
- Forum: Money Management
- Topic: Length of Time to Reach 100% Equity Risk
- Replies: 17
- Views: 21395
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...
- Mon Oct 16, 2006 12:33 am
- Forum: Money Management
- Topic: Length of Time to Reach 100% Equity Risk
- Replies: 17
- Views: 21395
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 ...
- Sat Oct 14, 2006 2:24 am
- Forum: Money Management
- Topic: Length of Time to Reach 100% Equity Risk
- Replies: 17
- Views: 21395
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 ...
- Thu Oct 12, 2006 11:36 pm
- Forum: Money Management
- Topic: Length of Time to Reach 100% Equity Risk
- Replies: 17
- Views: 21395
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, ...
- Thu Aug 24, 2006 11:41 pm
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23207
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 ...
- Thu Aug 24, 2006 11:29 pm
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23207
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...