Traders' Roundtable

No one has any comments about my charts?

Here's the same run, zoomed in on a portion. It doesn't look as dramatic as the above one which poses another issue i guess.

Here, how about this one?

heres the same graph, with a wider range of values.

i've read and follow it. this is more of a poll...

Which stepped value would you use for trading?

I plan on using Oanda to do some forex trading. I have noticed some discrepancies in their data/charts vs. the CSI data that I have tested with. This is probably a common issue with data? Say I tested and plan to trade a 50 day breakout. Would a person use and rely on the CSI data, or the broker data?

Thanks, i see that now. Kind of lousy they dont show the daily range.

Anybody know where CSIs gold & silver spot prices are hiding? I can't seem to find them to download them.

What broker(s) does one even use to have availability to so many markets?

How much capital does one need for a LTTF system with 86 futures? Another question is, "What simulations and tests and computer runs might I carry out, to help me figure out how much capital I would need for an LTTF system with 86 futures?" I know its a lot. I'm trying to develop somethin...

I haven't run anything on 86 futures. How much capital does one need for a LTTF system with 86 futures?

That top curve is basically what all my runs, no matter the system or parameters, look like. What have developers been doing to improve their performance over more recent history?

It seems that most of the systems I put together have the worst equity curves and drawdowns in the last few years of the system. Would this be due to changing markets?

I put together a system that has a relatively good MAR & CAGR, but the equity curve for the last 4 years has essentially been flat. What conclusions would a person draw from that fact? On one hand, I would like to develop something that shows a more upward trending line for recent history, on th...

Has anybody created a decent LTTF system for the forex data that comes with TBB? I sure haven't been able to. Its fairly simple to come up with one for futures, but I decided I don't want to commit to the $100k+ capital requirement for futures. Forex is a cheaper game to get started with (if a perso...

What i meant was, how has your future performance differed from your expectations from backtesting? Returns, drawdown % and length, etc.

Thanks, i'll check these out. I had seen Ted's before.

Roger, i'm curious:

In your trading, how have your realized results compared with your system backtests?

I was wondering if someone could post their test results of a "good" system that they created. I would simply like to compare the results to some tests that I have run. I'm not interested in copying the parameters or the system, I just want to look at the results to see if i'm on the right...