Search found 5 matches
- Tue Mar 09, 2010 12:39 pm
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 99106
thank you sluggo. Also AFJ if it's not much to ask, I know you've posted a while ago an equity line of the origial turtle program and it showed as a flat pancake pretty much. My question is though since you started that test from the 70's once it reached the late 80's beginning of 90's the equity wa...
- Tue Mar 09, 2010 5:40 am
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 99106
AFJ I can't seem to find the article.
Which magazine is it?
Is it this one? http://www.activetradermag.com/
I'm in europe so i have no access to that magazine unfortunately.[/list]
Which magazine is it?
Is it this one? http://www.activetradermag.com/
I'm in europe so i have no access to that magazine unfortunately.[/list]
- Fri Nov 20, 2009 3:21 pm
- Forum: Testing and Simulation
- Topic: CTA performance excell formulas for 13 column table
- Replies: 8
- Views: 8085
- Fri Nov 20, 2009 4:32 am
- Forum: Testing and Simulation
- Topic: CTA performance excell formulas for 13 column table
- Replies: 8
- Views: 8085
I use the Net Liquidating Value from the monthly broker statements. This is the net (after fees and commissions) combined value of your equity including proft and loss from open positions at that moment in time. I don´t know what products you trade. I only trade futures. Hope this helps. I trade c...
- Thu Nov 19, 2009 1:52 pm
- Forum: Testing and Simulation
- Topic: CTA performance excell formulas for 13 column table
- Replies: 8
- Views: 8085
Regarding this aspect, I started trading almost a year ago, but now I want a decent tracking record. I don't know how I should track the portfolio. What's the standard out there? should be at the end of the month I take the value of equity? balance (only closed equity without the float)? How should ...