Search found 139 matches

by marriot
Tue Jan 31, 2012 1:36 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21510

And belive me Rajvim,
i am the ship's boy here.
by marriot
Mon Jan 30, 2012 12:46 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21510

I have yet to find a Cta that started with low gains and ended last years in a great way. Is depressing the evidence that even after ten years of trading you can find sharply drops. The only consistent point for survivors seem to be that first years are the best. It will be nice a test like:" if the...
by marriot
Wed Jan 11, 2012 10:20 am
Forum: Testing and Simulation
Topic: This is good
Replies: 7
Views: 3122

Ups, i am sorry for misunderstanding. My fault. I have find this report on one of the ranking Cta, Hedge funds sites and with this performances it will be not difficult to find it. I tougth it was suspicius have those returns after fees but maybe Rajvim is rigth. They trade very short term patterns.
by marriot
Wed Jan 11, 2012 1:18 am
Forum: Testing and Simulation
Topic: This is good
Replies: 7
Views: 3122

This is good

Or it is too good ...?
by marriot
Wed Jan 04, 2012 2:02 am
Forum: Market Psychology
Topic: Is now the time to take a trading holiday?
Replies: 12
Views: 6643

Diversification is the way. The best would be to have a farm, grow natural products, have tourists come to you for sleep, eat, leisure. Go on with trading with more then one broker, have your cash in two different countries and banks. But it is a lot of work, i cannot do it. Not to much years ago pe...
by marriot
Sun Jan 01, 2012 5:24 am
Forum: Testing and Simulation
Topic: When Market move steady
Replies: 1
Views: 1378

When Market move steady

Time to times, but very often, we see simbols go steady up or down.
Range seem to reduce and.... What they have in common this movements?
by marriot
Thu Oct 27, 2011 2:22 am
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70660

To make short the story, i think that Afj is suggesting us :
No wonder how tests looks, thing can become worst and remain worst for a long, long time.
Ok,got it.
But this is not going to happen to me :D
by marriot
Tue Oct 25, 2011 3:07 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70660

> Guess when I was trading it!

From 1995 to 2003 ?
by marriot
Tue Oct 25, 2011 10:59 am
Forum: Futures Markets
Topic: CSI Data - its a moving target and then some
Replies: 5
Views: 2711

>No answers required
Ops: )

Some months ago i begin to refresh all simbols and currencies every
week end.
At least i have to do adjustments only once a week and i am ready for that.
by marriot
Tue Aug 16, 2011 4:49 am
Forum: Futures Markets
Topic: Aug 2011: Can't short these Stock Index Futures
Replies: 14
Views: 5709

For what i can understand and for what is write on my "on line trading bank", you cant short a list of stocks.
No words about index futures.
by marriot
Mon Jul 25, 2011 10:20 am
Forum: Data Providers and other non testing software
Topic: CSI Gone a tad crazy >
Replies: 8
Views: 5926

Get fresh and perfect data only when refreshing simbols.
Restore the old possibility to rewrite manually some very bad tick.
This would be great.
by marriot
Sat Jul 23, 2011 2:02 am
Forum: Data Providers and other non testing software
Topic: CSI Gone a tad crazy >
Replies: 8
Views: 5926

adjust old data

Hi Josh, every adjustment of data give us a lot o problems. One position changed act like the famous batterfly effect: it change the final equity, it change positions in more then one market. I am shure that here, all of us would be happy with an option like : want you csidata make adjustments on yo...
by marriot
Wed Jun 22, 2011 2:59 am
Forum: Futures Markets
Topic: MSCI index futures contracts moving to new exchange
Replies: 1
Views: 1530

Here we are,
new symbols are MEM and MFS.
by marriot
Sat Jun 18, 2011 1:27 am
Forum: Testing and Simulation
Topic: Portfolio Filter inflection point and trades
Replies: 6
Views: 2484

Hi Tim,
what could be the problems if you make TB to save data allowing Csi just
to add Last day?

thank you.
by marriot
Sat Jun 04, 2011 10:16 am
Forum: Data Providers and other non testing software
Topic: MGC Last Date 9999
Replies: 2
Views: 2297

ouch!
thank you!
by marriot
Sat Jun 04, 2011 2:14 am
Forum: Data Providers and other non testing software
Topic: MGC Last Date 9999
Replies: 2
Views: 2297

MGC Last Date 9999

MGC(Micro Gold Comex).
Last date is right and looks exactly like all other files, but theSluggo's "Futures Data investigator" (LINK) reads "minus 9999" as the last date and gives me a warning.
Any idea?

Thank You
by marriot
Wed Mar 16, 2011 1:16 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12269

Well, in 1995, after Kobe Quake, Yen and bonds went up, Japanese Stocks went down 20 %.
Sure i will wait signals, because i don't know what to do, but exit from nikkey long positions on monday morning would have be better.
by marriot
Tue Mar 15, 2011 3:09 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12269

Has anyone override systems positions in the last days?
Me not :cry:
by marriot
Sat Feb 19, 2011 4:13 am
Forum: Testing and Simulation
Topic: Things you might do, even though they HURT performance
Replies: 14
Views: 7719

Hi Kianti, can you make an example?
thank you
by marriot
Sat Feb 19, 2011 2:22 am
Forum: Testing and Simulation
Topic: Things you might do, even though they HURT performance
Replies: 14
Views: 7719

I have decided to not over optimize where is possible. As an expample on a Triple moving average i optimize by 10 Long average, by 5 medium and short. Using a the same very large portfolio on all your systems seem to hurt performance, untill you understand that it is the first and easiest way to red...