Search found 129 matches
- 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
- 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. ...
- 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?!
- 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!
Your a life saver, thanks man!
- 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
- 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...
- 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...
- 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...
- Tue Mar 19, 2019 5:10 am
- Forum: Testing and Simulation
- Topic: Solving for how many trades/day to achieve a certain % of profitable days
- Replies: 5
- Views: 9008
Re: Solving for how many trades/day to achieve a certain % of profitable days
..... Somehow I think this is the wrong response buddy
- Thu Jan 31, 2019 3:09 pm
- Forum: Testing and Simulation
- Topic: Any trendfollowers
- Replies: 27
- Views: 26337
- 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...
- 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...
- 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.
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.
- 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.
- 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
- 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...
- 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.
- 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 ...
- 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.
- 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