Search found 143 matches
- Wed Feb 09, 2005 5:28 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio, etc.
- Replies: 12
- Views: 16361
Re: MAR Ratio, etc.
Anyway, I have a dumb question due to my novice level: what is the MAR ratio? MAR = CAGR / MDD% Also, I have researched many systems by linking through websites, and many seem too good to be legit. For example, there's one called TrendSimplicity that backtested 25 markets to 1984 and returned >100%...
- Mon Feb 07, 2005 10:38 pm
- Forum: Testing and Simulation
- Topic: Downloading data, keeping format.
- Replies: 4
- Views: 4891
Hi Nathan, I presume that you mean data like this: http://www.census.gov/foreign-trade/Press-Release/current_press_release/exh2.txt ? (I just followed a link at random from the main page) I just did the following: 1. copied that page referenced above to a text file; 2. Opened Excel and imported it a...
- Mon Feb 07, 2005 4:18 am
- Forum: Testing and Simulation
- Topic: Downloading data, keeping format.
- Replies: 4
- Views: 4891
- Tue Jan 18, 2005 6:53 pm
- Forum: Trend Indicators and Signals
- Topic: filtering idea
- Replies: 3
- Views: 6575
This thread sure interests me, particularly the Corn example as I am still short there 8) For physical commodities it makes sense that there is a cost of production below which the price will not go (or below which the government will bail out producers by buying), but determining that cost is diffi...
- Sat Dec 18, 2004 10:37 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100525
- Fri Dec 17, 2004 7:29 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100525
- Sat Nov 27, 2004 4:47 am
- Forum: Brokers
- Topic: Xpresstrade, Lind Waldock, IB, etc
- Replies: 1
- Views: 5179
I like these guys: www.TheFuturesBroker.com - I have used them for years. They use the PFG BestDirect platform which does GTC's.
- Tue Nov 23, 2004 7:23 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100525
Re: By What Measure? - How do You Know if a System is Good?
But I'd consider adding a system to the portfolio of active systems I traded if it was at least: - Drawdowns < 40% - MAR Ratio > 2.0 - Returns > 50% for futures, 30% unleveraged stocks This would be tested over 20 years using the same system parameters for each year and each market. To re-arrange t...
- Thu Nov 18, 2004 4:49 pm
- Forum: Testing and Simulation
- Topic: Contract Specifications
- Replies: 7
- Views: 7063
Did you know that for YX (Pinnacle Data) No OLD NYSE Composite Index® Futures will be listed after the Sep. 2003 Contract Sorry Helmut, my bad - I should have deleted it along with TB , and in fact I thought I had. Rev 2 above reflects those changes. You are absolutely right though - the whole con...
- Thu Nov 18, 2004 1:46 am
- Forum: Testing and Simulation
- Topic: Contract Specifications
- Replies: 7
- Views: 7063
- Wed Nov 17, 2004 6:00 pm
- Forum: Testing and Simulation
- Topic: Contract Specifications
- Replies: 7
- Views: 7063
Welcome to a real fun subject! The links below are worthy of a look, and I have attached an Excel speadsheet containing the full contract specs for everything supplied by Pinnacle Data. http://www.usafutures.com/commodityprices.htm http://www.pfgbest.com/traders_tools/research/contract_specs.asp htt...
- Fri Nov 12, 2004 7:24 pm
- Forum: Custom C++ or Java Platforms
- Topic: What language then...i am confused
- Replies: 14
- Views: 19927
Re: What language then...i am confused
What language then...i am more confused after reading the posts :roll: That really is the question! If you just want something a little more than point and click then you are really just choosing software, however if you are really serious about powerful applications and you are willing to work at ...
- Mon Nov 08, 2004 5:45 pm
- Forum: Data Providers and other non testing software
- Topic: Using More Than One Data Source
- Replies: 0
- Views: 3852
Using More Than One Data Source
I’m getting interested in exploring data sources other than just the “standardâ€
- Mon Nov 01, 2004 5:57 pm
- Forum: Testing and Simulation
- Topic: Data set up for backtesting
- Replies: 9
- Views: 10639
- Fri Oct 15, 2004 8:25 pm
- Forum: Data Providers and other non testing software
- Topic: A New Consortium for a New Trading Data Standard
- Replies: 10
- Views: 13548
- Sat Oct 09, 2004 8:46 pm
- Forum: Trader Psychology
- Topic: goal setting.
- Replies: 5
- Views: 8861
Great thread, highly relevant IMHO. I can only agree with Nathan and Richard, however my approach I liken to flying, in particular a gusty crosswind approach and landing (any pilots on the list will know what I mean). In this situation there is only one certainty: that everything will change all of ...
- Mon Sep 13, 2004 9:06 pm
- Forum: Trend Indicators and Signals
- Topic: Which futures markets trend the most?
- Replies: 18
- Views: 33327
The concept of trading trend-following systems in markets that show a tendency to trend makes instinctive sense on the face of it, however the key will be to identify/define that tendency. The attachment shows the result of testing 63 markets over the same 10 year period with three different contend...
- Sat Sep 11, 2004 6:05 am
- Forum: Testing and Simulation
- Topic: Any help about the price vector model,please?
- Replies: 4
- Views: 5030
- Wed Aug 25, 2004 6:49 pm
- Forum: Testing and Simulation
- Topic: The future of LTTF system testing
- Replies: 4
- Views: 5080
- Thu Aug 19, 2004 5:59 am
- Forum: Brokers
- Topic: Vision Express
- Replies: 3
- Views: 5160
Hi TradingCoach, I have tried a heap of order platforms (based on my own requirements for end-of-day futures orders) and VE was the most buggy, which is usually a mark of poor software design. I liked the all-in-one nature of the beast but not the bugs. PFG's BEST Direct and the Open E-Cry platform ...