Search found 42 matches
- Fri Dec 28, 2012 8:59 pm
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 40566
- Wed Oct 31, 2012 3:58 pm
- Forum: Testing and Simulation
- Topic: The last 7 years have been rough for LTTF
- Replies: 18
- Views: 14026
- Mon Oct 15, 2012 11:27 pm
- Forum: Futures Markets
- Topic: Copper and electronic trading
- Replies: 2
- Views: 4269
- Tue Sep 18, 2012 12:08 pm
- Forum: Futures Markets
- Topic: Azuki beans
- Replies: 5
- Views: 6221
- Wed Sep 12, 2012 10:01 am
- Forum: Futures Markets
- Topic: Guar gum
- Replies: 12
- Views: 11195
- Sat Sep 08, 2012 1:16 pm
- Forum: Futures Markets
- Topic: Guar gum
- Replies: 12
- Views: 11195
- Fri Jul 20, 2012 4:16 pm
- Forum: Testing and Simulation
- Topic: Blending noncorrelated (or anti-correlated) equity curves
- Replies: 50
- Views: 47773
- Tue Jul 17, 2012 4:52 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 26650
- Tue Jul 17, 2012 1:08 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 26650
- Mon Jul 16, 2012 12:08 pm
- Forum: Brokers
- Topic: Interactive Brokers data fees
- Replies: 3
- Views: 7433
Re: Interactive Brokers data fees
something like $150LeviF wrote:What do you pay in monthly data fees to trade world futures at IB?
- Tue Jul 03, 2012 11:50 am
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 14227
stopsareforwimps, If you're looking for more statistically sophisticated tests than a simple rolling window back test, try reading the reference manual for this R package and the papers referenced in it. This opened up a whole new vista of testing and validation ideas. The statisticians have come u...
- Fri Jun 22, 2012 4:54 pm
- Forum: Money Management
- Topic: Novice Question
- Replies: 16
- Views: 16722
- Fri Jun 22, 2012 2:12 pm
- Forum: Money Management
- Topic: Novice Question
- Replies: 16
- Views: 16722
- Wed Jun 20, 2012 12:09 pm
- Forum: Testing and Simulation
- Topic: Fuzzy logic trend filter
- Replies: 7
- Views: 4891
- Thu Jun 14, 2012 9:43 am
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 22079
- Fri Jun 08, 2012 5:29 pm
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 40566
- Wed May 16, 2012 10:39 pm
- Forum: Data Providers and other non testing software
- Topic: CSI data different on perpetual contract than on actual
- Replies: 4
- Views: 6463
- Wed Apr 25, 2012 10:23 pm
- Forum: Testing Software
- Topic: R Tutorials
- Replies: 4
- Views: 8127
- Tue Apr 24, 2012 8:33 am
- Forum: Testing and Simulation
- Topic: Testing Methods of Ranking Opportunities
- Replies: 4
- Views: 3853
Skipping trades has never been problem for me psychologically for me, since as you correctly identified, I have not been able to prove any trade is better (or worse) than another. If you are skipping trades for risk management purposes you need at least to consider some sort of ranking method. Or a...
- Mon Apr 23, 2012 8:36 pm
- Forum: Testing and Simulation
- Topic: Testing Methods of Ranking Opportunities
- Replies: 4
- Views: 3853
ha, thanks Sluggo. You were one of the gurus I was hoping would take notice of my thread. I do appreciate your many many methods of turning a half empty glass into a half full one. Given that I have tested only 7 methods of ranking opportunities I am a far cry away from being convinced there is no o...