Search found 141 matches

by marriot
Sat Feb 19, 2011 4:13 am
Forum: Testing and Simulation
Topic: Things you might do, even though they HURT performance
Replies: 14
Views: 8476

Hi Kianti, can you make an example?
thank you
by marriot
Sat Feb 19, 2011 2:22 am
Forum: Testing and Simulation
Topic: Things you might do, even though they HURT performance
Replies: 14
Views: 8476

I have decided to not over optimize where is possible. As an expample on a Triple moving average i optimize by 10 Long average, by 5 medium and short. Using a the same very large portfolio on all your systems seem to hurt performance, untill you understand that it is the first and easiest way to red...
by marriot
Fri Feb 18, 2011 10:17 am
Forum: Futures Markets
Topic: Cotton Lock Limit Day
Replies: 9
Views: 4224

My typo, it was 7%.
by marriot
Thu Feb 17, 2011 2:03 pm
Forum: Futures Markets
Topic: Cotton Lock Limit Day
Replies: 9
Views: 4224

I am a stupid chicken, i have never stopped to think on the purpose of a lock limit day.
Seem obiuovs that i can sell on a lock limit up.
by marriot
Thu Feb 17, 2011 11:39 am
Forum: Futures Markets
Topic: Cotton Lock Limit Day
Replies: 9
Views: 4224

Cotton Lock Limit Day

Et voila', first Lock Limit Day of my life on Cotton.
Broker: " Cotton is locked at 17% more then yesterday price, you can't sell at more than that price"....
So, my question:Is it always possible to trade on LLD or today is it just a special day?
Thank you
by marriot
Wed Feb 16, 2011 11:55 am
Forum: Testing and Simulation
Topic: Blending noncorrelated (or anti-correlated) equity curves
Replies: 50
Views: 35604

A lot of bad things can happen, but i would like to have this kind of "know how".
Almost sure it can help to find a more efficent blend of systems.

I hate Sluggo !

:lol:
by marriot
Tue Feb 15, 2011 3:30 am
Forum: Testing and Simulation
Topic: Don't know what to do when account < $40 million
Replies: 4
Views: 2807

Thank you Stan, really my point was discussed long time ago and lead to this: http://www.tradingblox.com/forum/viewtopic.php?t=2663&highlight=live+fast+die+young. Maybe after six years can we add differents point of view? This test has a starting account of 1.5 millions. In the first graph,whith a t...
by marriot
Mon Feb 14, 2011 1:50 pm
Forum: Testing and Simulation
Topic: Don't know what to do when account < $40 million
Replies: 4
Views: 2807

After months (years?) of tests I finally created the perfect suite. A great mix of different systems that work on a portfolio of hundreds futures. It is a long time that i gave up on find the best MAR, R3 or R Sharp, since these carry DD to unacceptable levels. The percentage of risk is now very low...
by marriot
Wed Feb 09, 2011 2:52 am
Forum: Data Providers and other non testing software
Topic: More CSI problems
Replies: 12
Views: 4590

Hi Chris,
csi version 2.10.7.111
Tokio Palladium & Tokio Platinum, rolling on open interest, generate forward, roll on second trigger are today on Dec 2011
by marriot
Sun Feb 06, 2011 9:27 am
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 18027

Have you set Margins one by one in the futures dictionary?
by marriot
Sun Jan 23, 2011 9:21 am
Forum: Brokers
Topic: Fed Fund Point Value
Replies: 2
Views: 3544

Yes, i am surprised :o

Thank you.
by marriot
Sun Jan 23, 2011 6:44 am
Forum: Brokers
Topic: Fed Fund Point Value
Replies: 2
Views: 3544

Fed Fund Point Value

In the last statement i find 4168 usd to be the point value for FF.
Thanks
by marriot
Wed Sep 22, 2010 4:31 am
Forum: Brokers
Topic: MF Global
Replies: 6
Views: 10452

On my Mfglobal account in london i pay interest on currencies where i am down, but i get nothing on credits.
Is it the same for you?

Thank you
by marriot
Wed Sep 08, 2010 12:10 pm
Forum: Data Providers and other non testing software
Topic: csi today
Replies: 1
Views: 1886

csi today

Anybody else is getting this code error today?
I get this in the morning for yesterday files and now in the afternoon.
Thank you
by marriot
Sat Jul 24, 2010 3:12 am
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 11529

Me too,
Last time it get working just after Mr Sluggo breakfast

Let us see. :D
by marriot
Thu Jul 01, 2010 3:06 am
Forum: Data Providers and other non testing software
Topic: cannot download Csidata this morning
Replies: 8
Views: 4265

cannot download Csidata this morning

I get ErrorCmp Daily Message.
Anyone else
by marriot
Tue Jun 08, 2010 10:54 am
Forum: Futures Markets
Topic: FTSE-ASE-20 Greece
Replies: 3
Views: 2719

Mf Global London let me trade it.
by marriot
Thu May 27, 2010 12:42 pm
Forum: Testing and Simulation
Topic: mini S&P rollover
Replies: 1
Views: 1771

Roll on second trigger will solve the problem.
by marriot
Sat May 22, 2010 4:46 am
Forum: Data Providers and other non testing software
Topic: Csidata Point values mistakes
Replies: 1
Views: 1921

Csidata Point values mistakes

Maybe is usefull write here all csidata errors. Use as a warning, i can be wrong. This is what i find till now: BFX, csi point value 20, correct value 10. BL2, csi point value 1250, correct value 50. DJE, csi report trading all months, correct months HMUZ. KFX, csi point value 10.000, correct value ...
by marriot
Sun May 16, 2010 1:40 am
Forum: Testing and Simulation
Topic: Compute risk when not holding stops
Replies: 2
Views: 1919

Compute risk when not holding stops

Someone would like to share some idea on how to track total heat in systems like "Average Crossover" if you dont want to hold/use stops?

thank you