Traders' Roundtable

Leapfrog - thanks for your post - yes I agree a great blox by Sluggo and and kindly shared by him - As i said not having much luck in understanding the code !!! Im not the Worlds best programmer and will seek outside help - I just wondered if I was making a basic error in the set up of the futures i...

Sluggo - Yeah I like the thermal bbo and I like the idea of limiting heat per sector / group but as per my earlier postings I dont have the skills to program that and I cannot understand why the group risk manager is not working - the one that ships with TB Blox Builder - as I said before Ive got my...

I ve been reading this forum thoroughly for many weeks now - I wanted to re-raise a topic that I cannot see has been covered in too many areas before. There are many discussions about the merits of testing as larger portfolio of markets as possible over as long as possible - This is understandable -...

Cograts on being able to predict the future ? Another scenario you may wish to consider Trend following has actually been awful / ish for the last 10 years ? Look at the performances of funds like Dunn and JWH over the last 5 years compared to their early years ?> Perhaps we are on the verge of a re...

UPDATE TO POST
Would never contemplate taking money off the table on any given trade as thats how you miss the big moves
currently in a 15 % draw down as one would expect - maybe it gets worse - maybe it all goes back !! who knows and if that bothers you then don't trend follow
C

I have been usingveritrader/tradingblox since 2004 - I can honestly say this is the hardest time ive ever faced - why ? because this is when the realities of the emotional pull really kick in - up about 35% year to date - up about 100 % since August last year - every bone in my body desperately want...

IS the whole world missing the point at the moment ? I, in 14 days of insane madness , decided to have CNBC on 24/7 to guage if anybody has learnt anything from teh last 10 years and it strikes me the financial system is full of more idiots than ever before ? Everybody sees the latest dow move as a ...

c.f. obviously makes the point in his book that the MAR ratio and CAGR are not robust indicators of performance as they are heavily dependant on the start and end dates of the test How do people feel about this given thats all we've had to work on until now. In my opinion the global parameter of inc...

On csi data you have the maulti-market analyser which enables you to do correlation studies on markets. My question / thoughts are that you get the choice of whether to set the data up as daily or weekly / perpetual or back adjusted. I am a bit confused on this so I read the CSI help notes on the is...

spectre
why dont you simply worry about the price action of lumber rather than a real estate crash or boom - it is quite feesible that there could be a real estate boom and lumber could drop 90% from here - markets go where markets go !!

thanks for your reply painless I was actually only talking about a basket of futures markets compared against eachother - for example a basket of 30 futures markets - i dont trade cash markets working out correlation on futures markets can prove a minefield as i said there are so many different ways...

arrhhh the age old topic rears its ugly head I have been looking at CSI 's multi market analyser - they recommend when you look at correlation of futures markets you look at weekly bars, perpetual contracts and de trended !!! Does anyone have any thoughts on the best way to look at correlation - if ...

I have been trading all my own personal money on the TMA system - first veritrader - now trading blox - for 18 months. During that time we have made 30 % +. I second some of the other comments that the TMA is a good system and it is true that pretty much any triple m.a system you pick will make mone...

Tim Thanksfor your response- The major problem is that when you set up UA with TB using your Forex Admin File then it creates and updates the files as Excelfiles under ua/files/forex - Cannot get this to change - In UA it says that it is writing ASCIIfiles- this prefernce is checked - Not Excel - bu...

Apologies if this question has already been asked I am trading a basket of global futures - i.e. european and far eastern I have set my 2.0.7 up with csi data no problems - but how do i set the forex data up - it doesnt seem to update ? Do i need to build a new portyfolio in UA ? Also I notice there...

I agree with Damian - I have spent years analysing the correlation topic and heres my hypothesis - Everything is correlated until it isnt anymore and nothing is correlated until suddenly it is Dont mean to be flip but I actually believe this and think theres no way to backtest correlation problems -...

Ive been trading LME Nickel and Aly for 2 years using Veritrader and no Trading Blox - Its not a huge problem - Firstly in terms of getting the trade done and Slippage I've never had a problem yet - The slippage is in no way as criminal as NYBOT In terms of the actual way to trade them - They are fo...

we have some problems with computer crashes during long back testing runs - we would like to build a computer purely for back testing - what are the limiting factors in the computer spec (e.g. memory, proccessor speed)

what would be the ideal spec?

I have noticed on my results that Total Equity Drawdown ( in the monthly equity log) doesnt relate to changes in total equity ? but instead to the closed balance. I can find hundreads of examples in my monthly equity log whereby the month saw a big win in total equity but the drawdown was say 5 % in...

Suppose you have been backtesting and now want to go live with your trading. If you have backtested over , say , 10 years would you leave these dates the same for order generation or would you , for example , set the date back 6 months from live start date in order to capture existing trades .. my p...