Traders' Roundtable

This did for me:

1. Using rather simple but robust Donchian system instead fancy many-parameter systems.

2. Reduce portfolio to atm 16 markets. I use the systematic method I once have showed here: http://www.tradingblox.com/forum/viewtopic.php?t=4185&highlight=

But note there is a flaw in the ...

Sorry, short answer. Not much time.

Matti: I simply haven't found a short term system which was profitable with $120 cost per contract and that was consistent (or say robust) over a long time. If you have tell me :D

Jez, Excel was better and easier for this. I personally wouldn't have the ...

Jens

You mention your operate using a 6 ATR stop may I ask how much you risk per trade in terms of percentage of your account?

If I adjust the stops on my simulation to 6 ATR I go from a simulated 29% CAGR to 10% and TE DD of from 22% down to 15%!

Using data from 1996 to today.

Regards
Medius ...

Matti,

>>>
With (very) long term systems you have the advantage that now TB's order generation calculates the distance to the stops. I ignore all markets where the distance proposes that the stop won't be hit. That saves much work'.
<<<

Sluggo explained completively what I wanted to say with the ...

I am spreadbetting in the UK quite successful.

The key is to use wiiide stops. IMHO don't try to trade systems with 0.5 ATR stop or the like with spreadbetting. I use 6 ATR and this works fine. The drawback is that you have to go really long term. These systems don't tend to depend on the wider ...

Just a suggestion: Run the VLTTF system at Finspread or any other Spreadbetter you like. I've had no problems doing this for nearly a year now.

Only difficulty I can think of is the exclusion of US citizens I heard of.

The CSI datafeed for EBM changed on 6th June. The decimal point shifted one right (see below). How can I cope with this in TB ?

20070605,10.64500000,10.65000000,10.63000000,10.63500000, 2296400, 1518147,200709,10.63500000
20070606,106.33000000,106.61000000,106.28000000,106.57000000, 2702273 ...

Ted,

wouldn't everything be a distortion? If I set it 120$ I would have had a hard time just to care for the profitability of that Donchian system and hadn't focus on the task itself. Setting comssion to 0 seemed just logical to me to avoid that factor completely.

I fully agree on the testing ...

I can only give some experience from trading some months with Finspread. It is really easy and works good for me trading a long term system. Though there are some caveeats which will cost some money to learn.
First thing, they raised the minimum bet to 1 euro (assume it's then 1 pound too) for ...

just more test results to add...

*** Warning: Written by a trading newbie, terrible english inside and just a leisure time researcher of trading systems. That said I hope you enjoy reading it ***

One day I was struck by the post of Ted (see http://www.tradingblox.com/forum/viewtopic.php?t=3820) presenting an equity curve I've ...

I'm searching the future markets with the lowest slippage available? I would expect them to be the most liquid (e.g. the "All liquid" set from TB) where volume is mostly electronic ?

I guess it's a bold attempt but maybe someone is willing to share his valuable measurements?

I would like to see added:
Take entry, then given an exit chance x% roll each day wether to leave trade. Would be interesting stepping through x%.