Search found 392 matches
- Fri Mar 12, 2010 1:26 pm
- Forum: Testing and Simulation
- Topic: London Metals Exchange data & backtesting
- Replies: 15
- Views: 13945
- Tue Mar 09, 2010 3:15 pm
- Forum: Data Providers and other non testing software
- Topic: Rolling on OI etc
- Replies: 10
- Views: 9117
- Sat Feb 20, 2010 10:11 pm
- Forum: Market Psychology
- Topic: How to change trader's mind set?
- Replies: 5
- Views: 10499
- Tue Feb 16, 2010 2:10 pm
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 41413
ahh - yes. So we are not without value and moral standing to and within society. Long live those who accept, and perhaps even manage, risk... The excesses from our larger institutional brethren would be the cause of negative public perception towards the 'evil' speculators. That and the 'pain' felt ...
- Tue Feb 16, 2010 11:43 am
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 41413
- Thu Feb 11, 2010 1:34 pm
- Forum: Testing and Simulation
- Topic: Warning: Potential CSI Data Problem - March Corn Low
- Replies: 5
- Views: 3869
Thanks for doing the research! for that monday there is an 'A' next to the low of 347'2 which means some joker posted an offer at some point that is lower than the lowest actual traded price. the spreads are about 11(k) and 22(n) cents so the 347'2 low offer is clearly off by 4-5 cents. my csi data ...
- Tue Feb 02, 2010 1:18 am
- Forum: Data Providers and other non testing software
- Topic: rollover on 2 laptops
- Replies: 3
- Views: 3429
Try copying the portfile.adm from your main computer to your backup version. I believe its in the archive folder within csi. With both CSIs closed, (presuming the same csi version) Copy the file to the backup location overwriting the existing version. This should make a duplicate of your main portfo...
- Sat Jan 23, 2010 7:40 am
- Forum: Testing and Simulation
- Topic: Is Monte Carlo Analysis Useful?
- Replies: 6
- Views: 7475
Re: MonteCarlo
A prediction of the future? Prolly not. But I do infer aspects of 'health and character' from these displays. Some may find scientific value within (or not). For me, the value is more right brain.Levi wrote:No.marriot wrote:Does it mean something?
- Tue Dec 22, 2009 2:07 pm
- Forum: Market Psychology
- Topic: Trader Resolutions
- Replies: 7
- Views: 11825
- Thu Dec 10, 2009 12:05 pm
- Forum: Data Providers and other non testing software
- Topic: Comparing price data between CSI, Pinnacle and TradeStation
- Replies: 3
- Views: 4051
- Mon Dec 07, 2009 1:31 am
- Forum: Testing and Simulation
- Topic: Risk with Vol. Position Sizing
- Replies: 5
- Views: 4082
- Tue Nov 10, 2009 12:40 am
- Forum: Testing and Simulation
- Topic: Backtesting alone, or all in (things that make you go, hmm)
- Replies: 8
- Views: 4796
My personal take on this owes a lot to the work of Ralph Vince, and can be briefly summarized as follows: 1) use simple robust systems that have a positive mathematical expectation and exhibit a low variance between trades then 2) use a money management strategy to leverage the results . I have pos...
- Tue Nov 10, 2009 12:22 am
- Forum: Testing and Simulation
- Topic: Backtesting alone, or all in (things that make you go, hmm)
- Replies: 8
- Views: 4796
- Mon Nov 09, 2009 6:36 pm
- Forum: Testing and Simulation
- Topic: Backtesting alone, or all in (things that make you go, hmm)
- Replies: 8
- Views: 4796
- Mon Nov 09, 2009 5:00 pm
- Forum: Testing and Simulation
- Topic: Backtesting alone, or all in (things that make you go, hmm)
- Replies: 8
- Views: 4796
Backtesting alone, or all in (things that make you go, hmm)
Curious others thoughts on combining systems and optimization. When developing a system, often the parameters are varied in search of a set yielding results suited to the designers tastes. Best profit, highest MAR, etc etc. When adding a second, or subsequent system to the portfolio or suite, of sy...
- Tue Oct 20, 2009 12:34 pm
- Forum: Trend Indicators and Signals
- Topic: Ablesys feedback
- Replies: 5
- Views: 6942
Ablesys feedback
Ive been getting Ablesys solicitations for about forever. Looks like a fairly robust trend following methodology. I've donated plenty to system vendors thru the years but have never bitten on this one. Curious if anyone has explored the program and has any comments they would care to share? Do they ...
- Thu Oct 15, 2009 2:52 pm
- Forum: Testing and Simulation
- Topic: Sector Limits
- Replies: 12
- Views: 7635
Its clear that large drawdowns can be a result of having too many correlated positions move against you at the same time.. and sector or correlation limits seems to provide a viable way of trackling this I wonder if these correlations were the same as those defined back in the 80's? There is no men...
- Thu Oct 15, 2009 2:47 pm
- Forum: Testing and Simulation
- Topic: Sector Limits
- Replies: 12
- Views: 7635
The Turtle experiment ended 21 years ago. Yet some people remain intrigued and fascinated by it, even today. They thirst for details, facts, and specifics, ... Final thought: the Turtle experiment ended 21 years ago. Some thoughts from the horses mouth: http://www.curtisfaith.com/2009/10/12/qa-on-o...
- Mon Oct 12, 2009 2:31 pm
- Forum: Testing and Simulation
- Topic: Managing old positions
- Replies: 4
- Views: 3142
- Thu Sep 03, 2009 5:29 pm
- Forum: Testing and Simulation
- Topic: Exits not more important than entries?
- Replies: 7
- Views: 6627
Depends on your goal... ehAsamat wrote:I You can not use a rocket engine in a car simply because it is also called an engine. .
http://tinyurl.com/The-Blue-Flame