Traders' Roundtable

I forgot to mention,on my test it was done on weekly data (5yrs).
Slippage = 0 & commision = 0.
First 2 equity charts are randomly selected stocks of 10,last 1 is radom on 50 stocks.

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Lookback Days 30
Stregnth Threshold 100%
Long Only

Well i still dont trade any of my systems full on mechanical,what i have done is taken a the odd pick from what they have picked up,with a bit of descret i cleaned up on a few stocks,95% is descrete for me.i will say TB has improved my trading alot from generating ideas ect.

Hi Forum Mgmnt, sorry for the ultra slow reply(oops). I got this from Robert Prado book System Design and Optimization of trading Systems. I have no idea how he gets hes formula for this,but i found it essential in short term systems.It has been a while since this post and i have learnt to use multi...

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Is it true to say the size of the test window has a affect on shelf life? Systems that use optimization require some type of periodic reoptimization to fine tune the trading model to current market conditions. Short test windows require more frequent reoptimization,(they have shorter shelf-life),and...

Anything more than 10% on slippage and entry day retrace and numbers pyramid backwards.Chart looks the same but backwards.

c.f. you are spot on,entry day retracement was set at 0%,the stop was set at 1.2 ATR,looking over the trades i see this much more clearly.
Barli raises a good question,is there others we should be aware of ?

Ill just make it a bit clearer on my question. Once i realized that i did not account for slippage i purposely curved fitted it for my usd portfolio,(just for fun),after i did this i then ran it over everthing else i had,to my suprised it work on everything,(until i added slippage).i quess my questi...

I believe this is curve fitting.Funny enough this system has similar results on what ever i test it on(all liquid,stocks and fx demo data.It is a boli counter trend.Commisions is included but no slippage,as soon as i hit with 8% slippage it false on its backside. CAGR: 368% MAR : 8.17 max draw: 45% ...

Mate join the club,im screwed to from them,all we can do is learn from it,(never use a bucket shop again),i have a family memeber who is a lawyer in switerland and they have ever corner covered in there clauses,(so to speak).can only wait at this stage.

Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary con...

Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary con...

Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary con...

Has anybody had thing to do with www.FreeData.DataSharks.com before? There data is cheap but from well known source,Yahoo,who get there data from CSI. I also found free EOD from www.proRealTime.com or u can pay for live feed,i note they do supply a spreadbetting firm with there live feeds,which mak...

Has anybody had thing to do with www.FreeData.DataSharks.com before? There data is cheap but from well known source,Yahoo,who get there data from CSI. I also found free EOD from www.proRealTime.com or u can pay for live feed,i note they do supply a spreadbetting firm with there live feeds,which make...