Traders' Roundtable

Thank you kindly for the responses Just some help back to you guys I have been using deal4free.com for my fx / interest rate and stock index trades .. if your in the u.k its tax free as its spreadbetting and you can trade decent size with pretty much no slippage and no commissions .. I know now that...

Kiwi ..
Do interactive brokers enable you to trade the softs in new york .. presumably this must be done via the phone ... i am currently using man and finding the service beyond tragic
Regards

<<moderators note: I added clarification to the subject of this thread to help those browsing the forums to know its general content>> Dear All, Although this piece may well need to be moved to a different location I do think it has validity to people at the testing / simulation phase.. I am struggl...

c.f. , It's a very good article. I totally agree with what you've said. I have been confused in my discussions with other system developers when they continually say that optimization is not good and it is no predictor of future results. We all know the basis of their argument but I always argue tha...

Thanks Drran , I'm talking about fx futures... when you backtest in 1.5 your basically backtesting the fx futures contracts for pit hours only .. the bulk of fx trading is obviously done within these hours mostly but there are time when a lot is done in London morning ... hence for example looking a...

Ive raised this issue in another topic but feel it may get a better response here: Its very understandable for most markets to only take signals during the major session opening hours especially if thats what you've backtested on.. so you wouldnt want to be trading globex cattle for example... Howev...

Bollinger I personally think trading on high yielding interest rates is a dangerous strategy .. however applying it to G10 ''Probably'' cuts down your risk .. trading in turkish / hungary etc is prob gonna make u money 95 % of the time but those cureencies always blow up eventually and that 5 % more...

On veritrader 1.5 we have the ability to use a counter trend system based on bolly band breaks and targets. Since Bollinger bands are a moving target .. lets suppose we have a system that sells at 2 standard deviation above theM.A and buys back at 0.5 below. If the trade is triggered and the market ...

dont know if it helps you guys but when looking at different markets i look at > 0.66 = strongly correlated 0.33-0.66 = lossely correlated and <0.33 = not statistical significance .. just my 2 cents .. hope it helps

regards

Chris

The article was going okay until it got to the bit about David Beckham .. there is no doubt whatsoever that David Beckham could take on 20 amateurs and beat them everytime Seriously though .. Trying to find independant bets in the stock mkt alone is pretty difficult. For sure there may be some low c...

Dear All.. I have a question and an observation. Firstly , I assume one only uses closed equity at all times for these 2 numbers .. If this is the case then the DRT will not take into account drawdowns on total equity ? Does that sound right. Also an observation I have made .. just wondered if anyon...

How are people splitting up their historic data for testing puposes. I have approx 30 years . I built my system on 1990 - 2000 then tested it 1975 to 1990 and tried it out on 2000- feb 2004. This all seems to work okay although I am finding the results a little worse on the 2000 - 2004 period. It se...

c.f. , Thanks as always for your reply .. I think we are hitting something here which is more important than anything else.. Try doing this .. put the simple or slightly varied original turtle rules into the system and test 1980 to 2004 ... Look at the equity curve and its clear to the eye that the ...

c.f. .. Yes the results drop off significantly.. what I am beginning to see is that the results , in particular , for the original turtle system , with modifications , or without , is diminishing rapidly .. average 100 % returns in the 80 ' s 60 % in the 90's and 20-30 % so far this millenium .. I d...

Dear All. I designed a system on jan 1990 to jan 2000 that produced great results .. 50 % cagr ..mar of 2.4 .. I then took that system and applied it to 1980 - 1990 .. again th ersults were great .. approx the same ... I then wlked it forward from 2000 to 2004 and the results diminished greatly ?? I...

Does anyone have a rule of thumb for analysisng the worst drawdown that 1.5 may kick out over a 20 year test. For example if i have a system that has an MAR of 2 .. 40 % cagr with 20 % max drawdown .. I was thinking of doubling the worst drawdown going forward ... i.e I better be able to live with 4...

Is it fair to ssume that if we mix up systems using 1.5 that give good overall performance that its worth running the systems individually over thesame test period to ensure the 2 systems are not correlated in terms of monthly performance ? I have combined 2 systems that give me good results and whe...

Dear c.f. , Sorry to bat on about slippage but Im beginning to realise its a huge huge , if not most important part of the system. I have designed a couple of portfolios of systems now with great risk adjusted returns up to 30 % slippage or $ 40 per trade min. slippage . Is there an opinion again , ...

Mark ,, The only problem with your theory is that if you use limit orders you risk not getting filled at all .. if you are trading a trendfollowing system then by design you are chasing the market .. if you dont use a stop or market order to get in you risk not getting in at all ... and by default i...

Thanks c.f. Basically then I can work witha slightly smaller number I guess. So one other question .. say I'm using the bollinger band countertrend and its trades are generated over nite ? Then by the time markets opens isnth the slippage already built in .. for example veritrader is excellent at th...