Search found 99 matches
- Fri Feb 10, 2012 10:21 am
- Forum: Testing and Simulation
- Topic: Complimentary system to Trend following
- Replies: 20
- Views: 12878
When you find this anti-trending system how will you allocate trading capital to it, through a dynamic market-type indicator, or a static 50/50 mix or something similar? As a non-pro trader, but one who uses two trend-following systems courtesy of TB for almost a year, I have come to learn that redu...
- Tue Jan 17, 2012 8:57 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
- Mon Jan 16, 2012 7:26 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
- Mon Jan 16, 2012 8:29 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
rhc, re: fidelity to underlying futures, how do you backtest such a discretionary system? I suppose it is possible to program Trading Blox to associate an ETF/ETN with the underlying futures, then modify the entry rule to execute when there is agreement. How would you handle an index like RJA, or wo...
- Sun Jan 15, 2012 8:38 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
Thanks. I did decide at the new year to abandon trading futures (for now) and replace them with commodity etfs and etns as per 'rhc'. With so little capital I was compelled to trade a basket of only about a dozen mini and micro markets at a gut-wretching 2% risk-per-trade just to play the game! I gr...
- Wed Nov 16, 2011 9:43 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
- Wed Nov 16, 2011 9:21 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
Bounty, Interactive Brokers recognizes PA as Paladium, and TY as 10y US Treasury Notes. What is BO and FC?
Moderator's edit: BO = Bean Oil, FC = Feeder Cattle. LINK
Moderator's edit: BO = Bean Oil, FC = Feeder Cattle. LINK
- Mon Nov 14, 2011 6:50 am
- Forum: Testing and Simulation
- Topic: Testing and automate Trading strategies
- Replies: 7
- Views: 5183
ycentrino, I deployed my TB and CSI in the Cloud with Amazon Web Services. It costs about $35 per month but I could get it cheaper if I prepay. I intend on writing up a detailed description and setup instructions to share on this forum. Unfortunately all of my energy has been diverted into a Startup.
- Fri Oct 07, 2011 7:12 am
- Forum: Stocks
- Topic: US T-bonds
- Replies: 6
- Views: 7959
- Thu Oct 06, 2011 10:25 am
- Forum: Stocks
- Topic: US T-bonds
- Replies: 6
- Views: 7959
Going forward you may want to consider going long or short a bond futures contract. I am trading 2Y and 5Y notes with IB, symbols ZT and ZF respectively on ECBOT. These are mini contracts. I have not found a mini-sized 30Y but if you have the capital to trade the full-sized contracts then you can pr...
- Sun Aug 21, 2011 9:13 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
As I said, lack of history puts minis, micros, ETFs and ETNs at a disadvantage. My CSI price history for full-sized futures goes back to 1992 and stocks to 1999. I worry about survivorship bias when going too far back with stocks since my stock system picks from a basket of companies that are curren...
- Sat Aug 20, 2011 9:33 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
Thanks for your reply, Robwynge. A little more information before I proceed: I began this odyssey with a long-only stock system that had a nice CAGR of 20.1% but the DD was unbearable at 35.4% over 33.2 months. I decided that I needed to mix in futures to bring the DD down. The system that I am writ...
- Fri Aug 19, 2011 11:57 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
Socrates, After a gut check I recognized how squeamish I was over two decisions I made: (1) running with 2.5% risk per trade, and (2) rounding up the number of contracts in the portfolio manager. Reflecting on our conversation I decided to drop down to 1.5% risk per trade. Of course that necessitate...
- Thu Aug 18, 2011 4:49 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 151888
About 10 years ago I purchased a VHS tape of Mr. Vince presenting his money management techniques in front of a live audience. At its conclusion he invited his audience to contact him via email with any questions. I took him up on his offer. He was very gracious and flattered that someone actually b...
- Wed Aug 17, 2011 4:30 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
- Wed Aug 17, 2011 4:16 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
- Wed Aug 17, 2011 3:47 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
- Wed Aug 17, 2011 3:37 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27677
Oh Great Socrates (dig your handle!): Yes, definately backtest with the full-sized contracts since there is comparatively little history in the mini contracts. You will find however that there aren't enough minis out there to give you the diversification that you need. You may want to look into the ...
- Sun Aug 14, 2011 1:16 pm
- Forum: Forex
- Topic: Which country has higher potential to raise interest rate?
- Replies: 2
- Views: 4309
- Sun Aug 14, 2011 8:50 am
- Forum: Testing and Simulation
- Topic: Pairs trading of futures
- Replies: 2
- Views: 2695