Search found 31 matches
- Fri Mar 14, 2008 10:25 am
- Forum: Testing and Simulation
- Topic: Eckhardt Trading Company equity curve
- Replies: 19
- Views: 13773
- Sun Apr 09, 2006 11:01 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28135
- Sun Apr 09, 2006 2:20 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28135
Copied from elitetrader-Forums ›› Technically Speaking ›› Strategy Trading ›› Original Turtle Rules - Discussion with Murray Ruggiero ..........also you use a different instrument portfolio than the original turtles used. that's okay, because some of those markets don't exist anymore, an...
- Fri Apr 07, 2006 11:46 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28135
Today in the morning I get a message regarding my research on slippage telling me and I believe this message in system design you have to be very very carful and very very cautious - basically I believe this. ... and I think my fellow traders, system designers and hedgefund managers have a problem i...
- Thu Apr 06, 2006 9:06 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28135
- Thu Apr 06, 2006 7:42 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28135
- Wed Apr 05, 2006 3:08 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28135
Chris, I generally test with 8% slippage. If you have a good broker, this corresponds pretty closely with what I have seen in real orders. Sure, at times, I'll get much higher slippage, but there will be many times when you get no slippage. If you have a lot of systems that only use stops at volati...
- Sat Jan 07, 2006 6:41 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30757
- Fri Jan 06, 2006 2:40 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30757
Margin To Equity Ratio - useful or not!???
As far as I see all examples of the performance of trading systems (created with trading blox) presented in this forum are with the global parameter leverage set to 1. As my experience shows that even the total risk profile shows you a tolerable heat, the margin to equity ratio could reach values pr...
- Fri Dec 30, 2005 6:11 am
- Forum: Testing and Simulation
- Topic: Trading Solutions Software
- Replies: 24
- Views: 19045
- Thu Dec 29, 2005 6:05 am
- Forum: Testing and Simulation
- Topic: Trading Solutions Software
- Replies: 24
- Views: 19045
- Sun Dec 18, 2005 4:41 am
- Forum: Testing and Simulation
- Topic: Trading Solutions Software
- Replies: 24
- Views: 19045
- Sat Dec 17, 2005 9:23 am
- Forum: Data Providers and other non testing software
- Topic: ;-)
- Replies: 4
- Views: 6235
I uprade my Unfair Adavantage Version from 2.81 t0 2.84. I use for research listed and unlisted stocks. Version 2.84 stops working and a pop up window recommends calling CSI Marketing. I learn that CSI has many customer complaints but management decision is irreversible --> I can write a e-mail .......
- Fri Dec 16, 2005 5:34 am
- Forum: Testing and Simulation
- Topic: ;-)
- Replies: 3
- Views: 3953
- Thu Dec 15, 2005 1:58 pm
- Forum: Custom C++ or Java Platforms
- Topic: Choice of Database
- Replies: 5
- Views: 10096
I think using a database costs performance. Think of running a stock system over all listed and delisted stocks (Nasdaq - 7500)??! I use TB and it has out of obvious reasons no SQL database. It uses files (metastock or ascii) and etc. for futures a additional data dictionary. Now compare the perform...
- Wed Dec 14, 2005 2:19 pm
- Forum: Custom C++ or Java Platforms
- Topic: charting component for your engine
- Replies: 7
- Views: 13984
- Mon Dec 12, 2005 8:21 am
- Forum: Testing and Simulation
- Topic: Wanted: high frequency tradingsystem
- Replies: 10
- Views: 7891
- Mon Dec 12, 2005 7:13 am
- Forum: Testing and Simulation
- Topic: Wanted: high frequency tradingsystem
- Replies: 10
- Views: 7891
- Thu Nov 24, 2005 5:41 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 31712
- Wed Mar 09, 2005 3:07 pm
- Forum: Testing Software
- Topic: Trading Recipes vs. Wealth Lab
- Replies: 2
- Views: 8088
If you would like to do a lot of research and you don´t know your system yet then I think you should go with veritrader because the speed is .... wow. And I think the programmable version 2.0 will come soon. I tried TR, use wealthlab and even bought tradersstudio. I would say don´t go with a d...