Search found 19 matches
- Fri Apr 20, 2012 7:47 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Fri Apr 20, 2012 7:19 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Fri Apr 20, 2012 3:14 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Hey Toosday, I do not have any desire to start trading with only 10K nor did I express this, I only mentioned this as a response to your post that you suggested maybe this amount would make a good starting point after I had asked-how is everyone calculating start up capital required to trade their s...
- Fri Apr 20, 2012 11:35 am
- Forum: Testing and Simulation
- Topic: Adding an additional indicator...
- Replies: 1
- Views: 2075
Adding an additional indicator...
Hi Guys,
Anyone have some suggestions on an indicator that would compliment the Triple moving averages...something that maybe you guys have tested with this....acts as somewhat of a filter for some of the noise in the market.
Thanks all!!
Anyone have some suggestions on an indicator that would compliment the Triple moving averages...something that maybe you guys have tested with this....acts as somewhat of a filter for some of the noise in the market.
Thanks all!!
- Fri Apr 20, 2012 8:01 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Thu Apr 19, 2012 10:26 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Thu Apr 19, 2012 9:30 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Toosday....I can certainly appreciate your feedback and concern. I totally understand that in this business-its all about managing your risk and that is the delicate trade off for what you want out of the markets. The funny thing is I tend to lean more towards more risky side then conservative. I am...
- Thu Apr 19, 2012 7:53 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
AFJ.... interesting piece .....thanks so much. This is definitely becoming more of the case...needing to looking at the specifics of the rule and its consequences... by the sound of it you been through this once or twice. As I said I need to train my brain-no assumptions. I appreciate you taking the...
- Wed Apr 18, 2012 5:27 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
AFJ...I am testing 50 markets...but you confused me, if it takes all the trades initially and the risk limit hasn't been hit...then isn't it doing what its supposed to do to....the fact is it should not not take any additional positions if the total risk is hit...how does the standard setting in the...
- Wed Apr 18, 2012 5:12 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Definitely a loaded question Toosday....I apologize for this but let me clarify where i was going with this....after you have performed your back test and let us assume you have plugged in all the appropriate MM rules....would the starting equity you started with be the appropriate number that would...
- Wed Apr 18, 2012 3:20 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Wed Apr 18, 2012 2:35 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Wed Apr 18, 2012 1:40 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
- Wed Apr 18, 2012 1:16 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
I will try this fab....this is a very good idea....as I do want to evaluate the effects of total risk limits on my portfolio...I imagine this will have a noticeable impact. Just want to throw this out there....how are you all going about calculating the required capital to start trading your system?...
- Wed Apr 18, 2012 10:40 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
AFG on Total equity risk (TER)...
So regarding increasing the stop to obtain a better perspective on the total equity risk....I did 5ATR and we get 60% TER max. & 17% CAGR and 26% DD...I then bumped it up to a 20ATR stop and got 30% TER max- 6.6% DD and 6% CAGR...I then put a 1ATR stop and got a 80% TER max-a 54% DD and a 22.8% ...
- Wed Apr 18, 2012 8:09 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Momentum indicator...
Thanks to all for your posts...great feedback. Ill...yes this is true about running multiple systems simultaneously in an uncorrelated portfolio reduces risk but I think you can also manage this through a well diversified uncorrelated portfolio. I think for me anyway, I need to perfect one system be...
- Tue Apr 17, 2012 9:38 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Triple moving average...
No worries Ill...aren't we all learning everyday regardless of our skill level. I have been learning the trend following method for about 6 months...I have been following Covel..read one of his books and bought his training. Regarding the Mar....the crazy thing is the results you get with a MAR of e...
- Tue Apr 17, 2012 6:40 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Triple moving average...
Thanks for the help illuminati....I take it the higher the MAR the better...although I did reead in a trend follwoing article that hall of fame traders will achieve a Mar of .5-1.0....is this true. Thus far the beest I can muster up is anywher from .75-1. I will look into the Sortino and I am defina...
- Tue Apr 17, 2012 3:49 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 20538
Triple moving average...
Hi Guys and Gals, I have been recently testing a few systems and fairly new to back testing. Was wondering if anyone would be so kind to share with me some input, what are some of the most important numbers you should look at right off the get go when the results come back. One of the systems I am t...