Search found 1001 matches

by sluggo
Sat Jun 21, 2014 12:37 am
Forum: Futures Markets
Topic: How to compare the strength between 2 items in different dir
Replies: 4
Views: 2543

You asked for suggestions. You received five suggestions. Be thankful.
by sluggo
Fri Jun 20, 2014 8:11 pm
Forum: Futures Markets
Topic: How to compare the strength between 2 items in different dir
Replies: 4
Views: 2543

Have you considered Indicator1 = (HH(5 bars) - LL(5 bars)) / (HH(100 bars) - LL(100 bars)) Indicator2 = SMA(TrueRange, 10 bars) / SMA(TrueRange, 100 bars) Indicator3 = Welles Wilder's ADX Indicator4 = PrettyGoodOscillator Indicator 5 = Chande's Momentum Oscillator Then you would simply program your ...
by sluggo
Sun Jun 15, 2014 10:31 am
Forum: Money Management
Topic: What to consider on position sizing on Forex?
Replies: 4
Views: 3857

The Original Turtle Trading Rules (.pdf) talks about adding to existing positions, a tactic which some people describe as "pyramiding".
by sluggo
Sat Jun 14, 2014 10:04 am
Forum: Money Management
Topic: How to manage fund portiolio?
Replies: 1
Views: 2118

1. Devise three or four different "strategy ideas" about what to do when you sell a security 2. Program each of these strategy ideas into your historical backtesting software (Trading Blox, Wealth-Lab, Tradestation, etc) 3. Run a backtest simulation of each strategy idea, and save the simulation res...
by sluggo
Wed Jun 11, 2014 9:25 am
Forum: Stocks
Topic: Selecting a Portfolio
Replies: 7
Views: 3474

The usual thought process is to decide how you will modify the portfolio in the future, loooong after backtesting is completed, and real-life, real-money trading is well underway. Then build your backtesting portfolio using that same methodology. For example, many people believe that some day in the...
by sluggo
Mon May 26, 2014 8:29 pm
Forum: Trend Indicators and Signals
Topic: Any indicator better than ADX on measuring the Strength?
Replies: 4
Views: 8279

Maybe this - http://en.wikipedia.org/wiki/Vortex_indicator ? A quick click of the "Search" button here on the Roundtable http://i.imgur.com/TwuaQcv.png shows that there is a full and complete trading system based on Vortex, in the Blox Marketplace section of the tradingblox.com Forum. The system's ...
by sluggo
Thu May 08, 2014 11:33 am
Forum: Trend Indicators and Signals
Topic: How to trade with any volatility indicator?
Replies: 6
Views: 4106

I think you had better write a stiff note to Futures Truth magazine, informing them that The Volatility System (whose real-time performance they have been tracking for 20+ years), is not a trading system at all.
by sluggo
Wed May 07, 2014 11:57 pm
Forum: Trend Indicators and Signals
Topic: How to trade with any volatility indicator?
Replies: 6
Views: 4106

J. Welles Wilder's landmark book "New Concepts" (still available new on Amazon) includes a full and complete mechanical trading system called The Volatility System . Maybe that might be something worth studying. Here is a discussion thread about the mechanical system, on another website. This thread...
by sluggo
Wed Apr 23, 2014 8:31 am
Forum: Futures Markets
Topic: Rolling tips!
Replies: 2
Views: 2225

You could do both, in a couple different ways. First you could roll half your position with a market spread and roll the other half with a limit-order spread. That way you'll only be half disappointed. Second you could give yourself 3 days to perform the roll. The first two days you place limit-orde...
by sluggo
Tue Apr 01, 2014 9:09 pm
Forum: Money Management
Topic: When should I rebalance my portifolio?
Replies: 8
Views: 4812

Yes, go in ALL directions. Your backtest results will tell you which direction was the most profitable or least painful, or, or, or... whatever metric is important to you! In my opinion it's okay to sort the ideas-to-be-tested beforehand. In my opinion it's okay to try the ideas which seem the most...
by sluggo
Wed Mar 19, 2014 8:13 pm
Forum: Trader Psychology
Topic: Seykota new book "Govopoly"
Replies: 9
Views: 18356

I will wait a few months and buy it used, to support the used-book ecosystem by voting with my dollars. If it deprives the publisher and author of a payday, I don't mind. They aren't buying from me either.
by sluggo
Mon Mar 17, 2014 11:28 pm
Forum: Stocks
Topic: Filter stock trades based on the market direction
Replies: 5
Views: 3664

"The purpose of simulation is to correct faulty human intuition." --- my boss.
by sluggo
Mon Mar 17, 2014 11:26 pm
Forum: Money Management
Topic: When should I rebalance my portifolio?
Replies: 8
Views: 4812

I would program my trading system into a backtesting software program and then look at the historical results.
by sluggo
Fri Mar 07, 2014 8:24 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 25104

With the Pro Edition of Blox, you cannot create new blox or edit existing blox.

You can, however, install blox from the Marketplace, from system vendors, from programming consultants, and from people who created them on their (more expensive) copy of Blox Builder Edition.
by sluggo
Wed Mar 05, 2014 9:10 am
Forum: Stocks
Topic: Filter stock trades based on the market direction
Replies: 5
Views: 3664

Maybe it would be worthwhile to consider changing the way you think about a "filter". So far you've considered the "filter" to activate a simple on/off switch. A digital signal, either One or Zero. Another possibility is to have the filter control a continuously adjustable dial; a knob. Let's assume...
by sluggo
Wed Feb 26, 2014 8:31 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 74508

If AFJ Garner isn't able to reply right away, and if the simulation results are VERY IMPORTANT to you, you could program his modified system and run whichever specific tests you need most. Other forum members have already done this (link to example) so you have an "existence proof" that it is possib...
by sluggo
Thu Jan 23, 2014 10:12 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39354

Some curve fitting

Epidemiologists have performed a fun little bit of curve-fitting and come up with this graph: http://imgur.com/BjcGHZJ.png The number of searches on Facebook seems to be well-modeled by an infectious-disease recovery equation called "irSIR". Projecting that model into the future, it shows that the i...
by sluggo
Wed Dec 18, 2013 1:19 pm
Forum: Data Providers and other non testing software
Topic: Historical data not updating
Replies: 2
Views: 2410

Suppose that TB personnel go on vacation. Suppose that the automatic software process which controls the Free Data, went completely dead. The Free Data available from the Blox servers remains unchanged; it does not get refreshed or updated for two solid weeks. This could happen. In fact, I recommend...
by sluggo
Tue Nov 12, 2013 8:49 am
Forum: Testing and Simulation
Topic: Robust
Replies: 6
Views: 5114

Maybe you would find it enlightening to backtest your trading strategy against 100 (or 1000) portfolios of randomly chosen stocks. For a moment, suppose you have done this. Here are some possible outcomes 30% of the backtest runs were profitable; 70% of backtests lost money 52% of the backtest runs ...
by sluggo
Wed Oct 16, 2013 4:01 pm
Forum: Futures Markets
Topic: Optimum rates contract to hold
Replies: 2
Views: 2788

Isn't that something you could investigate by running backtests and comparing results? Build 12 different continuous contracts with 12 different rollover schedules (roll 0 month before expiry, roll 1 month before expiry, roll 2 months before expiry, ...) and squirt those continuous contracts thru so...