Search found 6 matches
- Thu Nov 05, 2015 4:00 pm
- Forum: Testing and Simulation
- Topic: Solving for how many trades/day to achieve a certain % of profitable days
- Replies: 5
- Views: 7245
Re: Solving for how many trades/day to achieve a certain % of profitable days
LOL Try never as your expected return is negative. You are expecting to make 95 cents per dollar risk. Not to say you won't have positive runs on occasion but clearly it is a losing proposition.
- Wed Dec 17, 2014 12:21 pm
- Forum: Testing and Simulation
- Topic: Bond Funds
- Replies: 2
- Views: 6364
Re: Bond Funds
While not entirely accurate I use total return series. Of course knowing my results are a bit optimistic. In the real world of trading this does not amount to a tremendous difference. I have been using this methodology for many years and find by assigning additional slippage to my fixed income serie...
- Wed Sep 04, 2013 10:42 am
- Forum: Testing and Simulation
- Topic: Important - Know when to break the rules
- Replies: 5
- Views: 6456
- Wed Sep 04, 2013 10:20 am
- Forum: Testing and Simulation
- Topic: Important - Know when to break the rules
- Replies: 5
- Views: 6456
- Wed Oct 29, 2008 2:54 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13690
Very interesting AFJ. I have been trying to find a clean way to rebalance either monthly or quarterly a similar system using ETFs. If you have the desire I would like to hear how you accomplished this. I just found your post on Marketplace (Stocks BBO) so maybe that will get me going in the right di...
- Wed Jun 04, 2008 11:42 pm
- Forum: Testing and Simulation
- Topic: Question for those who trade what they test...
- Replies: 4
- Views: 4663