Search found 13 matches
- Mon Mar 28, 2011 11:01 am
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11855
- Wed Jan 27, 2010 12:17 am
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23387
Sorry, short answer. Not much time. Matti: I simply haven't found a short term system which was profitable with $120 cost per contract and that was consistent (or say robust) over a long time. If you have tell me :D Jez, Excel was better and easier for this. I personally wouldn't have the confidence...
- Sun Jan 24, 2010 6:05 am
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23387
Jens You mention your operate using a 6 ATR stop may I ask how much you risk per trade in terms of percentage of your account? If I adjust the stops on my simulation to 6 ATR I go from a simulated 29% CAGR to 10% and TE DD of from 22% down to 15%! Using data from 1996 to today. Regards Medius What ...
- Thu Jan 21, 2010 12:30 pm
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23387
Matti, >>> With (very) long term systems you have the advantage that now TB's order generation calculates the distance to the stops. I ignore all markets where the distance proposes that the stop won't be hit. That saves much work'. <<< Sluggo explained completively what I wanted to say with the abo...
- Fri Jan 15, 2010 5:49 pm
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23387
I am spreadbetting in the UK quite successful. The key is to use wiiide stops. IMHO don't try to trade systems with 0.5 ATR stop or the like with spreadbetting. I use 6 ATR and this works fine. The drawback is that you have to go really long term. These systems don't tend to depend on the wider spre...
- Tue Apr 08, 2008 12:38 pm
- Forum: Money Management
- Topic: Pooling our research and money
- Replies: 8
- Views: 11607
- Thu Aug 02, 2007 10:37 am
- Forum: Data Providers and other non testing software
- Topic: Change of BigPointValue in CSI:EBM datafeed
- Replies: 1
- Views: 3522
Change of BigPointValue in CSI:EBM datafeed
The CSI datafeed for EBM changed on 6th June. The decimal point shifted one right (see below). How can I cope with this in TB ? 20070605,10.64500000,10.65000000,10.63000000,10.63500000, 2296400, 1518147,200709,10.63500000 20070606,106.33000000,106.61000000,106.28000000,106.57000000, 2702273, 1812817...
- Sat Jul 14, 2007 3:50 am
- Forum: Testing and Simulation
- Topic: A systematic way to portfolio optimzation
- Replies: 6
- Views: 8119
Ted, wouldn't everything be a distortion? If I set it 120$ I would have had a hard time just to care for the profitability of that Donchian system and hadn't focus on the task itself. Setting comssion to 0 seemed just logical to me to avoid that factor completely. I fully agree on the testing proced...
- Thu Jul 12, 2007 1:17 pm
- Forum: Testing and Simulation
- Topic: Leverage for Spreadbetting
- Replies: 17
- Views: 10602
I can only give some experience from trading some months with Finspread. It is really easy and works good for me trading a long term system. Though there are some caveeats which will cost some money to learn. First thing, they raised the minimum bet to 1 euro (assume it's then 1 pound too) for inter...
- Thu Jul 12, 2007 9:36 am
- Forum: Testing and Simulation
- Topic: A systematic way to portfolio optimzation
- Replies: 6
- Views: 8119
- Thu Jul 12, 2007 9:32 am
- Forum: Testing and Simulation
- Topic: A systematic way to portfolio optimzation
- Replies: 6
- Views: 8119
A systematic way to portfolio optimzation
*** Warning: Written by a trading newbie, terrible english inside and just a leisure time researcher of trading systems. That said I hope you enjoy reading it *** One day I was struck by the post of Ted (see http://www.tradingblox.com/forum/viewtopic.php?t=3820) presenting an equity curve I've never...
- Mon Jun 18, 2007 4:35 pm
- Forum: Futures Markets
- Topic: Low slippage
- Replies: 0
- Views: 3912
Low slippage
I'm searching the future markets with the lowest slippage available? I would expect them to be the most liquid (e.g. the "All liquid" set from TB) where volume is mostly electronic ?
I guess it's a bold attempt but maybe someone is willing to share his valuable measurements?
I guess it's a bold attempt but maybe someone is willing to share his valuable measurements?
- Thu Mar 22, 2007 3:12 pm
- Forum: Testing and Simulation
- Topic: Your advice: what's a reasonable way to test RANDOM EXITS?
- Replies: 13
- Views: 14321