Traders' Roundtable

LongShot wrote:Alerion, RedRock, Turtle40

What´s your average % risk per trade? What type of order are you using for entering trades?

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Trust this fact... The future does not = the past exactly. Your perfect world 30%dd may well end up being a 50% drawdown at 2%. Now, at 5%, you're broke.

Not saying you shouldnt "go for the ring". But he who survives, lives to trade another day.

c.f. and company, Would it be possible to build a routine into TBB which could track parameter drift and graph the trend? Can 'robustness' as measured with walk fwd data, be reduced to a single number. Which could be used to optimize on the parameter set which is not smoothest, most profitable etc, ...

BARLI wrote: technical trader would try to find situations when people are being caught in the market and run to liquidate by doing this creating clear picture what to do

Sounds like Barli was short cocoa recently...

Forum Mgmnt,

I am curious as to your thoughts on optimizing the same set of rules on a portfolio with different parameters for long and short entry and exit. Is this curve fitting, or do longs and shorts deserve different parameter sets?

Thanks,
rr

I believe there's something out there that's to be discovered yet about finding the best average for the entire portfolio. One could set up a large set of tests to see if various portfolios walk forward better if they are optimized as a whole, or on a per instrument basis. Adaptive indicators tuned...

Barli,

Why not just set the starting capital high enough so that no trades would be dropped. Should eliminate your concern on missed trades skewing results. Good point btw. I suppose other trade limiters like a Min. volume filter could have a small influence as well.

rr

seraphim wrote:I noticed that c.f. mentioned (on a different board) that TradingBlox *does* do Monte Carlo, but maybe that's not included in the demo version?

Thanks again!

MC is in the current beta version and works quite well.

Hello MontyXto, I am not an expert on ts. My only experience with it was as a customer of Aberration and other Tradesystem inc products, which were run on the TS platform in a feature limited sense. After the big Aberration drawdowns, and other of Keiths systems also hit the wall, such as I-Master,...

Fraud: CFTC Pursuant to Section 4b(a)(iv), 7 U.S.C. § 6b(a)(iv) it is unlawful to bucket customer orders. Here are the true life stories of some "distinguished gentlemen" who thought they might try... http://www.cftc.gov:8765/query.html?col=cftc&qt=bucketing+orders&charset=iso-885...

Bentley -vs.- Camero.

If the floor broker had the order and market conditions were not fast it is his her trouble. If the broker did not deliver the order to the pit broker, its their responsibility. The firm would enter a position at the market adjust the price for your account and place the difference into the firms er...

Barli, For fun i set up a test with the three MA runs you provided. I used a portfolio called meats over 10 years. LH LC PB DA. On my laptop the test took about two hours. I deleted the results. Was just curious about the speed. Did you run optimization test or backtesting? I am curious about resul...

Barli, Of course, the process I recommend could be automated and probably will be in a future version of Trading Blox, . Interesting... Sort of an expert system for parameter optimization? So long as it would present its "notes" for a clear understanding of how a result set was conjured u...

I see one thing different. You are entering following a close beyond bb. I was using any penetration to triger next entry. Does make some difference. Interesting idea to play with... This includes $20rt comm and NO skid on a very broad portfolio from 1980. One contract traded. Trading Performance CA...

I make no claim to being but a beginner at coding in blox. However, I am unable to come up with any simple counter BB system which shows a profit as your testing describes. The results are similar to the built in counter trend BB system that ships with TBB. A nice steady decline of equity from start...

Pac Man wrote:What is the Hmmmm in reagards to...?

Just hmmm... I hadnt tested this concept on a portfolio. Sort of tastes like turtle soup.

pac man, is your strategy based on buying once the price penetrated the lower band and shorting once it penetrated the upper band? If so, I've been working a bit on such a system. I have 4 bars bands and the standard deviation of the BB is 1 each. This system inters on market and exits on market th...

Hmmmmm

My dad always taught me that if you want something done a certain way. Doing it yourself is the only certain way. Whether it is correct or ideal or whatnot... I have come to accept that no one, will look out for my best interest the same way as I can or will. So I manage my own order placement. It w...