New to TB and TMA

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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vadim0770
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Joined: Sun Dec 13, 2015 9:03 am

New to TB and TMA

Post by vadim0770 » Sun Dec 13, 2015 9:10 am

Hi,
I'm new to TB and looking to get a Professional version.
My goal is to trade TMA (20-50-200) in different markets (stocks, commodities, currencies) with $30K account size.

I intent to use ATR 20 days 20 Stop (ATR) = 3.
Does anyone been using this strategy and have any performance data for this system and can give me some feedback?

Thanks.

bluefightingcat
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Re: New to TB and TMA

Post by bluefightingcat » Mon Dec 14, 2015 3:46 am

No I don't have such data. But the great thing about using TB is that you can test it yourself and then also customise the system or make a completely new one based on the results.

bluefightingcat
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Re: New to TB and TMA

Post by bluefightingcat » Mon Dec 14, 2015 3:50 am

I ran a quick test based on your post for US stocks (NYSE and NASDAQ) for this year. The system gave a CAGR of -97%. So not a good system. Of course there a lots of parameters/variables that you will need to change and test to see if you can get a good system out of it.

System development and backtesting takes a lot of time and work to find a good robust system.

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