Trading Blox trial - interesting results

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seraphim
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Trading Blox trial - interesting results

Post by seraphim » Sun Jul 09, 2006 7:34 pm

I have a small account, and I am testing some ideas on the Trading Blox trial.

I am trading a stock strategy, and I wanted to check to see if it would work for a small account, and how much efficiency I am losing since I don't have a larger account.

I was very surprised to see that it actually trades a bit *better* with a smaller account. And this effect scales pretty well.

See attached PDF.

The only thing I can think that might account for this, is the particular trades that it takes -- the trades are not all exactly the same. But still, that would not really explain why it scales the way it does.

I am using the standard Strength and Direction filter for the Portfolio Manager, and the Multi Money Manager. The entry and exits are custom.


Thanks for your help!
Seraphim
Attachments
interesting_results.pdf
results from Trading Blox test
(176.38 KiB) Downloaded 648 times

Turtle40
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Post by Turtle40 » Mon Jul 10, 2006 5:06 am

Hi Seraphim,

I have a similar experience when testing futures with different size accounts. The reason my system performs differently is the position sizing. With a starting balance of say $1.5m, I may get a signal to buy 1 or 2 contracts of unleaded gas, based on a small percentage risk, typically 1%. If I use the same system with $150,000, I get no signal because the system can't trade less than 1 contract.

This maybe acting as an unintentional "filter", and by chance, keeping you out of what may have been unprofitable trades.

You could try changing the risk/trade and see what happens, or it could be that your account "runs out of money" and can't take and new signals due to lack of available capital.

-Turtle40

Forum Mgmnt
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Post by Forum Mgmnt » Mon Jul 10, 2006 9:34 am

You can clearly see that the number of trades is lower with a smaller account so there is something about the trades being filtered which is not as profitable as the ones you are taking.

Try examining the trade logs in each case. Check the preference item for logging trades and look at the file tradelog.txt.

Or try looking at them on the Trades Chart one by one. It might take a while but it will tell you what is going on. That's one of the reasons I created it. I often had the same sorts of questions. If you can't answer the question, you won't have enough faith in the results to trade the system.

- Forum Mgmnt

seraphim
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Post by seraphim » Mon Jul 10, 2006 12:31 pm

Again, thanks very much! These are very helpful tips and I will definitely look into them.

Thanks again!
Seraphim

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