Page 1 of 1
"Backtesting the Original Turtles" : Thread on ET
Posted: Tue Apr 20, 2004 2:54 pm
by Ted
http://elitetrader.com/vb/showthread.php?threadid=31501
Thought some might be interested in reading the thread on ET. ET is, imho, one of the few places where good traders meet on the net. The forums' archive is a well of ideas and discussions of all sort of subjects. Much is very short-term trading and day-trading, though.
Ted
Posted: Tue Apr 20, 2004 4:05 pm
by Forum Mgmnt
Thanks Ted.
Elite Trader is one of the few sites I regularly read.
There's too much fluff and speculation from people who don't know how to trade but there are a lot of good traders there.
I responded to his post. I'm not sure how he did his testing but his results seem totally wrong to me.
- Forum Mgmnt
Posted: Thu Apr 22, 2004 12:18 am
by blueberrycake
Forum Mgmnt wrote:
There's too much fluff and speculation from people who don't know how to trade but there are a lot of good traders there.
Unfortunately, you can't always distinguish between the two, hence the need to triple check anything you read there.
-bbc
Posted: Thu Apr 22, 2004 4:26 am
by Ted
blueberrycake wrote:Forum Mgmnt wrote:
There's too much fluff and speculation from people who don't know how to trade but there are a lot of good traders there.
Unfortunately, you can't always distinguish between the two, hence the need to triple check anything you read there.
-bbc
Shouldn't this read "triple check anything you read there and here"
But seriously, I don't see the need to distinguish the two. The mentioned triple checking is needed when looking for recipes; ingredients can come from a genius or a fool, I don't care. It's my responsibility, no matter how, whether the final meal is poisoning or not.
Ted
i started that thread on ET
Posted: Tue Jul 27, 2004 1:43 am
by mind
our initial results were that stupid that i tried to get some help on the issue by the community. c.f. gave us a hand.
we put three different strategies, one longTermMA-crossover, one turtle like and one system using kind of pyramiding on papertrading sixty trading days ago. that test was fine and we will start real trading this or next week.
we tested modified sharpe ratios of 1.4 for each of the three systems. in combination they total 1.8.
we will continue research, probably try out some walkforward reoptimisation and maybe some pattern recognition as well. but i could easily be the case that trendfollowing works best with simple models.
anyways, i am new to the board here. i enjoy what i have seen so far.
peace