Search found 129 matches

by Chelonia
Thu Mar 18, 2021 6:40 am
Forum: Futures Markets
Topic: Anybody in here survive to grab a hold of these recent trends?
Replies: 3
Views: 8821

Re: Anybody in here survive to grab a hold of these recent trends?

Alive and kicking Levi!! Bouncing against equity high
by Chelonia
Fri Feb 14, 2020 10:13 am
Forum: Testing and Simulation
Topic: By What Measure? - How do You Know if a System is Good?
Replies: 84
Views: 111079

Re:

Hi George -- MAR stands for Minimum Acceptable Return. As for how it's calculated, there are a couple of threads that are useful. http://www.tradingblox.com/forum/viewtopic.php?t=36 Basically the % CAGR divided by the % maximum drawdown over your test period. Nice clean measure of reward vs. pain. ...
by Chelonia
Sat Aug 24, 2019 4:12 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

TF back from the dead ..... again! Hows things now for all of you?!
by Chelonia
Wed Mar 27, 2019 5:36 pm
Forum: Testing and Simulation
Topic: Data (D):/UA insists to write to C:/Files
Replies: 3
Views: 4503

Re: Data (D):/UA insists to write to C:/Files

Thanks a lot Roger, I was going through everything with my son for about an hour, reinstalled CSI, TB and what not, when I quickly checked for a reply on the forum :-)

Your a life saver, thanks man!
by Chelonia
Tue Mar 26, 2019 5:06 am
Forum: Testing and Simulation
Topic: Data (D):/UA insists to write to C:/Files
Replies: 3
Views: 4503

Re: Data (D):/UA insists to write to C:/Files

When trying to add a picture I get: HTTP Error
by Chelonia
Tue Mar 26, 2019 5:03 am
Forum: Testing and Simulation
Topic: Data (D):/UA insists to write to C:/Files
Replies: 3
Views: 4503

Data (D):/UA insists to write to C:/Files

Hi, Not sure if I should post this in Data or support (elapsed I guess), but here goes. TB Builder II 5.02 x64 Version 5.0.2.4. ________________________________________________________________________________ I reinstalled UA from my C to my D drive, and uninstalled/deleted everything UA from C UA i...
by Chelonia
Tue Mar 26, 2019 5:02 am
Forum: Testing and Simulation
Topic: Data (D):/UA insists to write to C:/Files
Replies: 0
Views: 6291

Data (D):/UA insists to write to C:/Files

Hi, Not sure if I should post this in Data or support (elapsed I guess), but here goes. TB Builder II 5.02 x64 Version 5.0.2.4. ________________________________________________________________________________ I reinstalled UA from my C to my D drive, and uninstalled/deleted everything UA from C UA i...
by Chelonia
Tue Mar 19, 2019 5:19 am
Forum: Testing and Simulation
Topic: Single Stock Futures
Replies: 2
Views: 3799

Re: Single Stock Futures

Thanks for your reply jklatt. Have a listen to this episode in which Jerry Parker talks SSF and how he trades them. https://www.toptradersunplugged.com/systematic-investor-series-26/ I´m not convinced in what he says. Obviously you can´t test on SSF data due to lack of liquidity/insufficient data, s...
by Chelonia
Thu Jan 31, 2019 3:09 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

LeviF wrote: Tue Jan 29, 2019 6:56 pm Wow, some blasts-from-the-past in here. Nice to hear something from you all.

It looks like I just passed the 15 yr anniversary of my joining the forum - beers on me.
LeviF, long time no see buddy. Yes, indeed, who would have thought. Hope your alright. Cheers!
by Chelonia
Thu Jan 31, 2019 3:06 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

Happy to report that I landed a new large managed account and be able to continue my track record. Didn´t miss much in January, system shows -1.6%. Preparing the infra-structure, and should be good to go next week, all being well. “ It’s not the strongest of the species that survives, nor the most i...
by Chelonia
Thu Jan 31, 2019 2:54 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

Three of the futures money managers to whom I allocated money, closed shop recently, and returned my remaining account balance. I don't know whether they were "true trendfollowers" or not. However I do know that their real-money, multi-year underperformance seems to have told them: find a...
by Chelonia
Tue Jan 22, 2019 1:50 pm
Forum: Testing and Simulation
Topic: Single Stock Futures
Replies: 2
Views: 3799

Single Stock Futures

Evening All,

Does anyone has experience with testing/trading Single Stock Futures? Looking to build a SSF system for further diversification if testing pans out. I downloaded the SSF from One Exchange on CSI but volume doesn´t seem that great. I would appreciate your input. Thank you so much.
by Chelonia
Tue Jan 22, 2019 12:05 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

I guess it does not matter what technique you use, if there is no trend when you buy or sell, you will never be able to sell at higher prices, and buy back at lower prices.
by Chelonia
Sun Dec 30, 2018 4:52 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

Thanks for your comment! I'm sure you're right about that. Like a sea turtle waiting to resurface :-)
by Chelonia
Fri Dec 21, 2018 4:37 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

+15.29 ytd, net of 2/20 and brokerage fees. Natgas made a really nice contribution in November with biggest $ gain/market for the year. Unfortunately one of my largest investors, a family office from Lnd, jumped ship in December taking out 5m. Obviously nothing to do with performance, but changed ci...
by Chelonia
Sat Nov 17, 2018 6:39 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

Multi systematic with 25% of total equity allocated to a shorter term system i.e.: shorter holding period due to more agressive exit rules.
by Chelonia
Tue Nov 06, 2018 7:47 am
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 27
Views: 26337

Re: Any trendfollowers

Wow, just checking back on this post and it seems like "the last of the mohicons" in here. Now I feel even more lonely :( The good thing is that we´re up 10.2% for 2018 to date, with a solid 5.24% for october alone (net of 2/20). Jan/Feb we also outperformed followed by a give back period ...
by Chelonia
Thu Sep 14, 2017 3:10 am
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 15032

Re: Status of CSI after Hurricane Irma

Today, for the first time this week, we seem to be ok, after refreshing database history/downloading a couple of times.
by Chelonia
Wed Sep 13, 2017 2:35 am
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 15032

Re: Status of CSI after Hurricane Irma

csidata.com now also down