Search found 64 matches

by Turtle40
Fri Jul 04, 2014 5:26 am
Forum: Futures Markets
Topic: How USDCAD relates to Silver?‏
Replies: 15
Views: 6567

Good question-I'm logged in but no access....Do you have to be current with the maintenance program perhaps??
by Turtle40
Thu Jul 03, 2014 3:50 am
Forum: Futures Markets
Topic: How USDCAD relates to Silver?‏
Replies: 15
Views: 6567

Same here.....
by Turtle40
Thu Jun 07, 2012 4:38 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 19966

Levi, Your monthly returns are interesting. Do you have a high risk/trade? Or are you trading a very correlated portfolio? I designed my system to be more conservative, I don't have any losing months (yet) greater than 20%, conversely I don't have any winning months greater than 24%. I see you are i...
by Turtle40
Thu May 31, 2012 2:48 pm
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11819

Personally I think it is suicidal to use improper MM in any market (!). I am happily using the good old FF MM in TB, but I only risk 1% per trade. The stops move quickly enough with favourable trades, such that open risk per trade drops immediately if the trade moves in the desired direction. At pre...
by Turtle40
Thu Mar 24, 2011 6:29 pm
Forum: Data Providers and other non testing software
Topic: CSI doesn't hold LSE data pre 2006 - any idea where to go to
Replies: 2
Views: 1759

Or you could try Sharescope. The end of day package costs £18 per month and includes data back to 1995.

www.sharescope.co.uk
by Turtle40
Mon Feb 14, 2011 5:05 am
Forum: Brokers
Topic: Price discrepancy
Replies: 2
Views: 2937

Are you absolutely sure you are comparing the same month? Mar and May are about 9c apart. Could this explain the difference?
by Turtle40
Mon Feb 14, 2011 5:01 am
Forum: Testing and Simulation
Topic: Blending noncorrelated (or anti-correlated) equity curves
Replies: 50
Views: 30179

Thank you for your continued input! I can't honestly say I fully understand the maths, but the article is fascinating none the less.
How do you have the time to do all of this?
Please write a book-it would be a best seller I'm sure!

Thanks again.
by Turtle40
Sat Jul 24, 2010 5:00 am
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10312

Not working here in the UK at 10.00 am
by Turtle40
Thu Jul 01, 2010 3:46 am
Forum: Data Providers and other non testing software
Topic: cannot download Csidata this morning
Replies: 8
Views: 3831

Same here too!
by Turtle40
Fri Apr 09, 2010 7:03 am
Forum: Brokers
Topic: Brokerage outside of the US
Replies: 6
Views: 4792

Anthony are you visiting Guernsey on your travels? Perhaps you would like to meet if you are coming this way, PM me if this fits in with your travel plans.

John
by Turtle40
Fri Jun 12, 2009 6:24 pm
Forum: Data Providers and other non testing software
Topic: CSI UA 2.10.7
Replies: 6
Views: 3406

I have been using 2.10.7.9 with no issues. 2.9.3 is not rated for use with Vista.
Both Vista and 2.10 have worked fine for me.
by Turtle40
Thu May 07, 2009 6:21 pm
Forum: Testing and Simulation
Topic: The short side and trend following
Replies: 41
Views: 20619

Sluggo your modesty is touching, but I and many others I'm sure, really appreciate your posts. You clearly have a depth of knowedge and understanding of trading which helps makes this forum the great place it is. I read each and every post of yours-yes you definately deserve "elevation" above knight...
by Turtle40
Fri Aug 29, 2008 3:45 pm
Forum: Testing Software
Topic: XP Service Pack 3
Replies: 8
Views: 5756

Yep have used F Fox3 since is was beta with no issues. It got the best write up for browser in September's PC Plus, beating such names as Opera and Safari.
by Turtle40
Fri Aug 29, 2008 3:24 pm
Forum: Testing Software
Topic: XP Service Pack 3
Replies: 8
Views: 5756

...another reason to stick with Firefox. It seems IE8 is still beta though.
by Turtle40
Wed Aug 27, 2008 4:26 am
Forum: Testing Software
Topic: XP Service Pack 3
Replies: 8
Views: 5756

Been using XP SP3 on numerous machines without issue and also Vista SP1, again without any problems.
by Turtle40
Fri Mar 28, 2008 1:36 pm
Forum: Testing and Simulation
Topic: Which stepped value would you use for trading?
Replies: 8
Views: 4544

Probably most people here have read WOTT where he makes the point that (using your graph above):
"...parameter 29 represents a better value to trade but one where the future actual trading results probably will be worse than that indicated by historical test."
Quote from p170
by Turtle40
Mon Mar 10, 2008 4:24 am
Forum: Testing and Simulation
Topic: Flat equity curve in recent history...
Replies: 14
Views: 7142

You may have to review your testing procedure. Did you test in a way that has over-optimised the parameters to the data? Have a read of Bob Pardo's books on testing and optimising trading strategies. He suggests using a portion of data for what he calls "Walk-Forward Analysis" of WFA. He cautions th...
by Turtle40
Wed Feb 13, 2008 3:01 am
Forum: Trader Psychology
Topic: Making the right decision in limit up or limit down
Replies: 11
Views: 10788

Spreadbetting companies will offer a "guaranteed" stop loss if you want it, however you pay for it with a wider spread in the price. Personally I don't use guaranteed stop losses as the spreads are wide enough already and gaps are quite rare, but the extra protection is available if required. The no...
by Turtle40
Thu Jan 10, 2008 8:45 am
Forum: Data Providers and other non testing software
Topic: CSI UA 2.10.0
Replies: 25
Views: 17399

Just had a look at CSI latest software. Version 2.10.6 (beta) has returned.

Recently 2.10.5 came, went, came back and now has gone again(!). I think I will stick with 2.9.3 as it seems to work ok.

Why do they keep issuing and withdrawing newer versions? Aren't they tested properly before release?
by Turtle40
Sun Jan 06, 2008 2:35 am
Forum: Futures Markets
Topic: Where to trade sugar futures
Replies: 5
Views: 4852

I would check your figures. The March sugar contract from MF Global indicates a much higher OI than you suggested: