Search found 7 matches

by Bounty
Wed Nov 16, 2011 8:51 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 27364

I am taking a different approach and am testing systems on accounts at the $30k and $50k levels. Initially I built portfolios of markets with margins of less than $5,000. From there I tested various parameters across the whole group and then started weeding out those markets that had lower profit fa...
by Bounty
Wed Oct 26, 2011 8:17 am
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 96006

What changes have you made based on this experience--any advice for use newbies?

I understand that any system should be tested over multiple time frames. So is the idea to try to determine the type of market a system does well in and then include it in the suite for those types of markets?
by Bounty
Tue Oct 25, 2011 8:37 am
Forum: Futures Markets
Topic: Trading Global Markets: Up all night?
Replies: 1
Views: 2090

Trading Global Markets: Up all night?

Those of you that trade global markets--how do you do it?

Are you up at all hours or do you just let a computer auto-trade?
by Bounty
Tue Oct 25, 2011 8:32 am
Forum: Testing and Simulation
Topic: Suggestions on the backtesting process
Replies: 4
Views: 3522

Yes, I saw that, thank you. Was just reading a post by AFJ about how dramatically the results can change just by changing one parameter such as earn interest from on to off. That's exactly what I've experienced. Being a nube, the the fact that there are so many parameters that can have an impact and...
by Bounty
Wed Oct 19, 2011 8:13 am
Forum: Testing and Simulation
Topic: Suggestions on the backtesting process
Replies: 4
Views: 3522

Suggestions on the backtesting process

Couldn't find any posts related to this. If there are threads related to this just let me know.. It's easy to test a gazillion parameters with TB. Any suggestions on the best way to track/process the results? For instance, using a spreadsheet the shows the system, parameter settings, date range, etc.?
by Bounty
Wed Oct 19, 2011 7:59 am
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 96006

New Turtle System

You said: IF (order.IsEntry != TRUE) THEN IF (FindString(order.executionType, "Stop") != -1) THEN ' order.Reject( "So called stops are not honored" ) ENDIF ENDIF Sluggo reminded me today that the 3rd line of the Can Fill Order Script of the Thermal BBBO RM Blox needs to be "...
by Bounty
Fri May 29, 2009 9:06 am
Forum: Data Providers and other non testing software
Topic: Where to get accurate historical tick data?
Replies: 16
Views: 16924

intraday data

I have been wrestling with the issue of intraday (1 min) data for years. I subscribe to IQFeed and IB and use QColletor. That allows me to download as much data as I want. The IQFeed data only goes back about a year and a half, so I've tried to come up with ways that I can create an intraday data wa...