Search found 126 matches

by rabidric
Fri Mar 25, 2011 11:44 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

somebody else takeover here..... :oops:
by rabidric
Fri Mar 25, 2011 11:05 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

d123 wrote:employment* and other opportunities might come to those who contribute the most.
This may be a discincentive to those you seek contribution from.
by rabidric
Fri Mar 25, 2011 10:03 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

so which top contributors did you have in mind?
by rabidric
Fri Mar 25, 2011 9:58 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

d123 wrote:* Just to make clear that I am not crazy living creature in la-la land:
very clear. you are in south africa instead!
by rabidric
Fri Mar 25, 2011 9:23 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

hey , I just had a flash of real inspiration! :idea: :idea: :idea: What if we got one of the senior forum members to just write a nice concise book themselves. They could even make a ton of money , though it would probably need a good title to catch people's attention, and stand out from the crowd ....
by rabidric
Fri Mar 25, 2011 9:05 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

That article is very insightful. Thank you. It seems trading mentors with "Dr." prefixes are often a good example in this industry of the potential of purely altruistic knowledge sharing. I was thinking, if we were to distill all of the knowledge scattered on this forum, into the just the best, here...
by rabidric
Fri Mar 25, 2011 7:41 am
Forum: Testing and Simulation
Topic: Healthy debate about subjects of testing and system optimati
Replies: 18
Views: 5702

I think you have an excellent concept d123. If only more forum users had your clarity of vision and eye for the real deep questions, then maybe this cesspit of ignorance and ill-informed comment could actually be of benefit to the human knowledge base. This forum OWES us that , at least.
by rabidric
Fri Mar 25, 2011 5:30 am
Forum: Testing and Simulation
Topic: Another new Goodness Measure; also, walking it forward
Replies: 18
Views: 6636

nice work gents. 8) though i would hope the concept is intuitive to most traders here anyway. sidenote:the multi-measure (final two) graphs are most definitely a very clear way of viewing things, though for some reason my brain always seems to default to "simultaneous parallel one measure plots" lik...
by rabidric
Fri Mar 25, 2011 5:19 am
Forum: Money Management
Topic: Money management suggestions for short term system
Replies: 10
Views: 6767

lol chris you beat me to it! though i was going to say: stick to 1 lots for as long as you can bear, then rapidly "advance" your size to zero. ok, ok , sorry BARLI, couldn't resist, though i know you know to expect that kind of cynicism here! more constructively though, i can say that any fixed frac...
by rabidric
Wed Mar 23, 2011 10:31 am
Forum: Market Psychology
Topic: Economist Article on Trendfollowing
Replies: 4
Views: 9252

found it http://www.moneyweek.com/investment-advice/how-to-invest/investment-strategy-the-trend-really-is-your-friend-52416 i'm afraid my feedback is no revelation: you already gave it yourself- due to the readership you had to keep it nice and generic, (but true afaik), but most people will skim pa...
by rabidric
Mon Mar 21, 2011 5:09 am
Forum: Testing and Simulation
Topic: Another new Goodness Measure; also, walking it forward
Replies: 18
Views: 6636

[..final continuation] When presenting Hill ratio, I chose to do it in it's most basic form i.e. HR= (1+CAGR)*(1-MaxDD) where CAGR and MaxDD are decimals(10%=0.1). This basic formula is of course open to elaboration, e.g. using a regression estimated CAGR as suggested above by others, or perhaps usi...
by rabidric
Mon Mar 21, 2011 4:33 am
Forum: Testing and Simulation
Topic: Another new Goodness Measure; also, walking it forward
Replies: 18
Views: 6636

[..continued from above] So you don't think I am blind in my praise of my creation, here is some balancing argument: One of the problems with Hill ratio is that whilst it is good at identifying peaks of outperformance, it is not very good at differentiating between poor performing strats. It helps i...
by rabidric
Mon Mar 21, 2011 4:23 am
Forum: Testing and Simulation
Topic: Another new Goodness Measure; also, walking it forward
Replies: 18
Views: 6636

I greatly appreciate Bobsyd going to that trouble, and I hate to come down against it, but I am afraid I am with EH on that. sorry. I feel that in many ways it would deserve it's own thread (moderator split maybe?) along the lines of "optimizing for What, by What?" or something. There are many aspec...
by rabidric
Fri Mar 18, 2011 5:34 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12096

intervention is a biatch. seems like everytime a Govt gets involved, my trend positions get pissed on. this is intuitively the way it will always be. But it highlights that govt action risk is probably a major part of event risk, for a TFer. I don't get why G7 have deemed this particular yen move al...
by rabidric
Thu Mar 17, 2011 3:19 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12096

I´ve always been succesfull in daytrading...Until one day i´d had enough and decided i didn´t wanted to be glued to the screen most of the day. That´s when i took up TF. My decision wasn´t even based on performance but more on quality of life and stuff. I think we are on the same page. I did t...
by rabidric
Wed Mar 16, 2011 3:23 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12096

It´s a mugs game. You win some, you lose some but overall (years) you loose. And after all, why would a black swan be a bad thing, especially for trendfollooooooowers?! If those black swans are against the trend as you define it? you're entitled to your opinion of course, i read you didn't have a ...
by rabidric
Wed Mar 16, 2011 11:20 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12096

update: i got stopped out on remaining half. no big deal, i'll have another crack maybe if the market shows a will to go higher. i.e. not gonna just keep on trying to reboot the same trade- mkt may range here for a few days.
by rabidric
Wed Mar 16, 2011 7:32 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12096

Can you share any more specifics on this? One thing that comes to mind, along the lines of what you said, is trading against "very emotional magazine cover" type sentiment. Also buying the bottom of the steep V shaped decline perhaps. ok, i'll give you example from yesterday/today. 1. i figure stoc...
by rabidric
Wed Mar 16, 2011 3:38 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12096

"..not amenable to statistical analysis..." i sort of agree. but in a different way. For me this does count as a black swan. It is largely unanticipatable in timing and size. The important thing though is that I have traded through this kind of thing many times now in my trading life, and not only h...
by rabidric
Sat Mar 12, 2011 3:47 am
Forum: Testing and Simulation
Topic: Another new Goodness Measure; also, walking it forward
Replies: 18
Views: 6636

Lol, nice one. That's a lot of R's though!. By all means use far if you want. I prefer simple, but it is up to you.
for the name I was wondering about:

Hill Ratio.

It is my surname. for posterity and all that....
:wink: