Any ideas how to improve this system?

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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mirec79
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Any ideas how to improve this system?

Post by mirec79 »

Hallo, i am backtesting some ideas about my system. The system should trade with "smaller" bankroll. 100k-200k. I dont want to use scale in and out because with smaller account some of the futures will trade just with 1-2 contracts.

I will any comments/ideas.

Mirec.

[img]ScreenHunter_01%20Jul.%2024%2021.11.jpg[/img]
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sluggo
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Post by sluggo »

I think you might want to do some checking. Your post here in the Trader's Roundtable
forum doesn't have the little "Trading Blox" icon below your name, which indicates
that the Trader's Roundtable forum software doesn't think you are a Blox customer.
And yet you're running Blox simulations (??).

Also the .pdf file that you attached, doesn't quite have the authentic Trading Blox logo
in the upper left corner of page 1. Notice the very poor quality of the first letter ("B")
and especially the fourth letter ("O"). Also notice the goofy, mismatched font for the
word "Trading". This might possibly mean that you have somehow gotten a corrupted
(cracked?) Trading Blox .exe file. I think it might be wise to check with the Trading
Blox sales staff right away, to get both of these anomalies corrected.

Image
mirec79
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Logo

Post by mirec79 »

Sluggo, i am running the free trial of TB. And the quality of the logo is low because i was using Bullzip PDF Printer to print/export the the results to pdf file.

Mirec.
Tim Arnold
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Location: Boston, MA
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Post by Tim Arnold »

sluggo is very detail oriented, as you can see ;)

I changed the logo and fonts in a recent release as well -- so that could explain the difference.
sluggo
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Post by sluggo »

Glad and relieved to hear that nothing's broken and there is no problem.
mirec79
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Joined: Fri Sep 02, 2011 6:41 am

Post by mirec79 »

:-). Me too, but there are still no comments on the system.

I know it is not a magic system, i am just asking my self what can i change to get some better results. I tried different entries, different exits, different filters. As i wrote before i dont want to use scale in and scale out techniques.

M.
Aaron01
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Post by Aaron01 »

mirec79 wrote::-). Me too, but there are still no comments on the system.

I know it is not a magic system, i am just asking my self what can i change to get some better results. I tried different entries, different exits, different filters. As i wrote before i dont want to use scale in and scale out techniques.

M.
You will need to be more specific; particularly in regards to which aspect(s) you wish were "better" and how you would define "better."
mirec79
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MAR

Post by mirec79 »

The MAR appears too low for me.

How can i change the system, or which changes are necessary to make so the system will be tradeable in real world?

M.
marriot
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Post by marriot »

First i suggest to check "real world".
I suppose you have optimized for best parameters and maybe you have choose also markets to test.
Do all again, using as ending date 2010-12-31.
Use as starting equity some real number.
See what would happen trading till today.

Don't be discouraged, this is going to be a long journey.
In this forum you will find questions and answer starting from 2003.
Nothing is changed and some question have got the answer.
mirec79
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Post by mirec79 »

Thats seems to be a good start. I ll try it.

M.
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