Search found 154 matches
- Thu Feb 11, 2010 2:35 pm
- Forum: Testing and Simulation
- Topic: Any profitable users of TB?
- Replies: 18
- Views: 12883
Do people find that the strategies that they develop and test with this s/w transition well to real trading? Ah! Maybe this is an easier question to answer - or maybe not. I would answer: yes. Does that help? If you're also asking if TB realistically represents the real world, I would say it does a...
- Sun Jan 10, 2010 2:21 pm
- Forum: Trader Psychology
- Topic: The more I use Trading Blox the less I want to trade!
- Replies: 11
- Views: 17125
- Tue Dec 22, 2009 8:30 pm
- Forum: Market Psychology
- Topic: Trader Resolutions
- Replies: 7
- Views: 11653
#14 Remember to keep office door closed so cat can not walk on keyboard thus causing random trades in various markets. So far over the past year, he's up handsomely. But I fear the long term consequences! :wink: I completely sympathize Redrock. What is really demoralizing is when my cat's CAGR was ...
- Tue Dec 22, 2009 1:19 pm
- Forum: Market Psychology
- Topic: Trader Resolutions
- Replies: 7
- Views: 11653
Regarding number 10, he probably meant he would never commit more than 20% of captial to a single stock, which he may have a stop at 10% of the position's value (or 5%, or whatever)? which translate to a 2% or 1% position size and is thus not a quick way to the poor house. Probably right - as a fut...
- Tue Dec 22, 2009 11:32 am
- Forum: Market Psychology
- Topic: Trader Resolutions
- Replies: 7
- Views: 11653
- Thu Dec 10, 2009 9:37 am
- Forum: Data Providers and other non testing software
- Topic: Comparing price data between CSI, Pinnacle and TradeStation
- Replies: 3
- Views: 4049
Comparing price data between CSI, Pinnacle and TradeStation
I currently source 3 different data feeds for many of my tradables - CSI, Pinnacle and TradeStation. These are not necessarily "independent" data since the raw data should more or less be coming from the exchanges. It is how each one of them screw up the data after they get it that gets in...
- Mon Nov 30, 2009 10:14 am
- Forum: Trader Psychology
- Topic: Profiles and Motivations of Habitual Commodity Speculators
- Replies: 3
- Views: 7532
- Wed Sep 30, 2009 9:01 am
- Forum: Data Providers and other non testing software
- Topic: ND
- Replies: 1
- Views: 2637
- Fri Sep 25, 2009 10:42 am
- Forum: Testing and Simulation
- Topic: STIRS Roll in CSI
- Replies: 11
- Views: 11344
- Mon Aug 24, 2009 1:02 pm
- Forum: Data Providers and other non testing software
- Topic: CSI 2.10.7.99 - resets rollover months upon closing...
- Replies: 5
- Views: 4793
- Fri Aug 21, 2009 12:39 pm
- Forum: Data Providers and other non testing software
- Topic: CSI 2.10.7.99 - resets rollover months upon closing...
- Replies: 5
- Views: 4793
- Fri Aug 21, 2009 10:17 am
- Forum: Data Providers and other non testing software
- Topic: CSI 2.10.7.99 - resets rollover months upon closing...
- Replies: 5
- Views: 4793
- Wed Aug 19, 2009 1:16 pm
- Forum: Data Providers and other non testing software
- Topic: CSI 2.10.7.99 - resets rollover months upon closing...
- Replies: 5
- Views: 4793
CSI 2.10.7.99 - resets rollover months upon closing...
FYI... When using fixed date rollovers in this version (the latest one), if you use custom rollover months (like I do in some cases), when closing the edit screen after customizing, CSI throws back in the default settings for rollover months. You can just see them flash on the screen before the wind...
- Fri Jul 17, 2009 1:49 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17818
- Thu Jul 09, 2009 10:35 am
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17818
The Holy Grail System
Here is what a holy grail system looks like. I believe B. Madoff offered something like it but that didn't work out too well in the long run.
- Sun Jun 21, 2009 9:39 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30621
For most traders, at least on this forum, this is a non-issue since LTTF systems tend to use low margin to equity levels. I like to do the opposite of this. Could you expound on this a little? I've noticed in my testing that to generate a CAGR over 30% I have to use a margin-equity ratio that is at...
- Thu Jun 18, 2009 9:28 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30621
If anyone has any ideas/suggestions/leads???? How about using historical volatility x pointvalue x YourMultiplier? best regards, as ever Yes, that seems to be the best proxy on offer - my analysis of that shows the results do not correlate well with reality, making the exercise somewhat academic. T...
- Wed Jun 17, 2009 7:38 pm
- Forum: Testing and Simulation
- Topic: Cats out of the BAG LTTF VS SWINGING
- Replies: 34
- Views: 39814
Re: Swing systems
I am looking at running a swing system and a LTTF, or perhaps molding the 2 into one! Anyone have any suggestions for swing systems, books, resources etc? I see earlier in this thread Ted Annemann (are you still around Ted?) says '...there are tons of truly excellent trading systems that only place...
- Wed Jun 17, 2009 7:27 pm
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30621
I'll report back with the effects if it works out. I expect it should actually improve my historical back testing results because as of now, I use the most current margin rates which are high by historical standards and thus penalize my results by excluding trades which would not otherwise be exclu...
- Fri Jun 12, 2009 3:57 pm
- Forum: Data Providers and other non testing software
- Topic: CSI UA 2.10.7
- Replies: 6
- Views: 5211