Search found 43 matches
- Wed Jan 28, 2004 8:23 am
- Forum: Testing Software
- Topic: Trading System Languages Likes and Dislikes
- Replies: 31
- Views: 30840
if (drawdown today) is bigger than (1.25 * (drawdown 25 days ago)), AND (drawdown today) is bigger than (15 percent), AND (total risk today) is bigger than (15 percent), THEN (find the weakest of my open positions according to measurement M), AND exit the weakest position at market. another example...
- Fri Jan 16, 2004 3:23 pm
- Forum: Testing Software
- Topic: Trading System Languages Likes and Dislikes
- Replies: 31
- Views: 30840
I only started to appreciate the features of one trading platform's system definition method, when I gained access to other platforms and saw how they did things differently. The usual suspects will list the usual advantages of Trading Recipes, so I won't repeat them here. Instead, I will provide a ...
- Tue Jan 06, 2004 6:13 pm
- Forum: Testing and Simulation
- Topic: Improve Risk:Reward by using different time frames?
- Replies: 20
- Views: 31668
- Mon Jan 05, 2004 8:37 am
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 63736
- Mon Dec 29, 2003 12:51 pm
- Forum: Trend Indicators and Signals
- Topic: Backtesting my ideas
- Replies: 1
- Views: 4439
You must remember this, a kiss is just a kiss. Also in price charts, a bar is just a bar. If you have software that only knows how to handle daily bars (Metastock? Veritrader? Trading Recipes?) but you want to use it on 30 minute bars, you can do it . Yes really, you can. Just put the data into ASCI...
- Mon Nov 03, 2003 11:34 pm
- Forum: Testing and Simulation
- Topic: Identifying Efficiency in a 3D Matrix
- Replies: 11
- Views: 10685
- Thu Oct 30, 2003 9:18 am
- Forum: Money Management
- Topic: Closed-trade vs. open-trade drawdown
- Replies: 3
- Views: 6980
In some cases it is completely a matter of individual preference. Whatever feels good, do that, and feel good. Van Tharp's $100 report discusses four different ways to calculate drawdown, each one having its own loyal following. In other cases, such as managing Other People's Money, there is no choi...
- Wed Oct 29, 2003 12:14 pm
- Forum: Testing and Simulation
- Topic: I need a simple solution to a complex issue.
- Replies: 14
- Views: 12507
- Tue Oct 21, 2003 8:53 am
- Forum: Testing and Simulation
- Topic: I need a simple solution to a complex issue.
- Replies: 14
- Views: 12507
Try the Australian Government Bonds (CSI symbols YTC and YTT) on the Sydney Futures Exchange. Their point value changes continuously as the underlying moves. That's right, the BigPointValue is not a constant!
http://www.sfe.com.au/content/sfe/trading/con_specs.pdf
http://www.sfe.com.au/content/sfe/trading/con_specs.pdf
- Wed Sep 03, 2003 9:12 pm
- Forum: Testing and Simulation
- Topic: CSI Back Adjuster
- Replies: 2
- Views: 3580
Here is one that I found on the net awhile ago. Slide the slider on the right until you see the colors.
http://traderclub.com/discus/messages/1 ... #POST11362
http://traderclub.com/discus/messages/1 ... #POST11362
- Mon Aug 04, 2003 2:37 pm
- Forum: Stocks
- Topic: Is there a place for fundamentals in trend trading?
- Replies: 16
- Views: 25381
You could construct two portfolios, run the Turtle System on each, then see whether the backtest trading results are (or are not) significantly different. Let portfolio P be the 100 stocks of the Nasdaq 100. Let portfolio Q be the 100 stocks whose listings in the newspaper, immediately follow the li...
- Mon Jul 21, 2003 9:50 am
- Forum: Testing and Simulation
- Topic: CSI Futures Data- anybody know their big point values?
- Replies: 8
- Views: 7183
- Tue Jul 15, 2003 6:16 pm
- Forum: Stocks
- Topic: Mutual Fund Trading
- Replies: 1
- Views: 5494
- Mon Jul 07, 2003 8:52 am
- Forum: Testing and Simulation
- Topic: Pre-flight check list
- Replies: 4
- Views: 5032
- Tue Jul 01, 2003 2:18 pm
- Forum: Testing and Simulation
- Topic: Too Good to be True?
- Replies: 17
- Views: 17964
- Tue Jun 17, 2003 9:31 am
- Forum: Trend Indicators and Signals
- Topic: EXIT signals ...
- Replies: 29
- Views: 40045
- Thu May 29, 2003 2:16 pm
- Forum: Testing and Simulation
- Topic: Psychologically Robust Systems
- Replies: 12
- Views: 13388
- Fri May 23, 2003 11:43 am
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67507
Thirteen for the contest
Doesn't this look like a promising entry in c.f.' system contest? It's freely available, see two posts ago, and there are a bunch of suggestions for how to improve it, see quote one post ago. However it certainly doesn't satisfy the Creativity Craving to take someone else's code, open up the hood, a...
- Fri May 09, 2003 4:32 pm
- Forum: Testing and Simulation
- Topic: System testing toolbox
- Replies: 2
- Views: 3733
- Wed May 07, 2003 8:52 am
- Forum: Money Management
- Topic: %Risk vs %Vol or Both
- Replies: 4
- Views: 5626