Search found 6 matches
- Sun Jan 21, 2007 7:18 am
- Forum: Testing and Simulation
- Topic: single moving average system
- Replies: 5
- Views: 5654
Welcome to the forum. As c.f. has already said, there isn't that much difference in entry whichever of the different moving average methods you use. You can easily see this by plotting the different MA indicators on a price chart. If you do this on historical data, at the start of a long trend you'l...
- Sun Dec 31, 2006 11:13 am
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 11081
- Fri Dec 15, 2006 3:53 am
- Forum: Money Management
- Topic: Pre-emptive money management
- Replies: 9
- Views: 13061
if you stick to the system you could be putting on a large sized position on the back of a triggered signal, that then tears you a new arse. yes, it could go your way, but if it doesn't...you are overleveraged perhaps in relation to standard size. In my opinion, if you become overleveraged when a p...
- Tue Nov 07, 2006 3:01 am
- Forum: Testing and Simulation
- Topic: Reverse technical analysis
- Replies: 8
- Views: 6649
I'm not really sure. The discussion goes something like someone looking for a system that gives big losses per trade with the idea that by simply reversing the direction it'll produce big gains instead. But it was improper exits that let losses run that caused losses. From what I remember in Van Tha...
- Mon Nov 06, 2006 6:06 pm
- Forum: Testing and Simulation
- Topic: Number of optimized variables and ranking of system goodness
- Replies: 18
- Views: 13289
Simply put, using the number of indicators a system uses as a measure of system robustness. I think it could give a rough indication but that there'd be a point where lines get blurred. The system's concept would best tell whether or not it's robust, it's easy to see if it's obviously not robust but...
- Mon Nov 06, 2006 5:42 pm
- Forum: Testing and Simulation
- Topic: Reverse technical analysis
- Replies: 8
- Views: 6649
Welcome to reality, where things aren't as simple as what's said in books. :lol: The thing is technical analysis is merely a part of a trading system. Trading veterans usually consider the entry to contribute just 10% of a system's success. You haven't mentioned what money management the system uses...