Search found 3 matches

by streetcat
Fri Mar 06, 2015 12:50 pm
Forum: Testing and Simulation
Topic: Position sizing in backtests using volatility
Replies: 3
Views: 4325

Re: Position sizing in backtests using volatility

Thanks Jake. One other question--is the software upgradeable? IE: if I buy the Turtle version can I upgrade to the others by just adding on the additional cost? What "3 systems" are included in the turtle version? The product page mentions Turtle (of course) and TMA. What is the other syst...
by streetcat
Thu Mar 05, 2015 8:38 am
Forum: Testing and Simulation
Topic: Position sizing in backtests using volatility
Replies: 3
Views: 4325

Position sizing in backtests using volatility

I'm a prospective TB buyer. One of the problems I have with my current software is that in backtesting I cannot specify how trades are sized at the time of the trade using volatility. The volatility for so many commodities like NG change rapidly, and I want to make the test realistic since I would h...
by streetcat
Sat Jun 02, 2007 12:47 pm
Forum: Data Providers and other non testing software
Topic: CSI UA 2.10.0
Replies: 25
Views: 23099

I was using a broker to trade systems for me using CSI UA. There was a data error / software error that caused me to be long Yen for a few days when I should have been short. I was on vacation for a few days so my normal running of the charts that might have caught it did not happen. The cost could ...