Search found 63 matches
- Mon Jun 15, 2009 12:29 pm
- Forum: Testing and Simulation
- Topic: Question for Trading Blox users
- Replies: 14
- Views: 10723
Adding capital in a DD assumes you have a way of identifying situations in advance, after which the systems return is exceptional. I don't think you are able to do that, any more than you are able to do that for any market. Look at your picture. Assume that the biggest DD, the initial one, would hav...
- Sat Jun 13, 2009 1:46 pm
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 16247
Also, how do you feel about the future viability of Trading Blox? Do you think it is hear to stay? Don't worry. More and bigger operations depend on it that you imagine. Even his use of other software based upon its perceived strengths according to its abilities. Thanks, good to hear that you agree...
- Sat Jun 13, 2009 6:24 am
- Forum: Data Providers and other non testing software
- Topic: CSI UA 2.10.7
- Replies: 6
- Views: 5210
- Sat Jun 13, 2009 6:18 am
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 16247
I have another thought to add, having gone down a somewhat similar road. The thought is that the choice does not need to be one or the other. You can use TB for what it does best, use other software as well, and use your own code for what you need additionally, and to stitch it all together. In a co...
- Mon Jun 08, 2009 7:00 am
- Forum: Testing and Simulation
- Topic: RAR%
- Replies: 17
- Views: 10589
- Mon May 18, 2009 5:03 pm
- Forum: Testing and Simulation
- Topic: cfd's
- Replies: 15
- Views: 13506
- Sun May 03, 2009 5:43 pm
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25851
- Thu Mar 26, 2009 8:27 am
- Forum: Data Providers and other non testing software
- Topic: Setting up Pinnacle Futures Data to work with TradingBlox
- Replies: 6
- Views: 14342
Re: Bloomberg data
Of course. Just go ahead als LeapFrog did for Pinnacle, write down anything you think useful for followers to know, and post it on the forum.mpok8 wrote:Is it possible to create a similar sticky for bloomberg data?
Regards,
Asamat
- Tue Mar 24, 2009 9:38 am
- Forum: Data Providers and other non testing software
- Topic: Very Basic question about CSI
- Replies: 1
- Views: 2862
CSI is a data vendor. They sell EOD data, and so - yes, they charge you. Their software is named Unfair Advantage, abbreviated UA. When you are a CSI customer you can extract EOD data from their UA software in several formats, one of them being csv, which is then digested by TB. If you find CSI too ...
- Tue Mar 24, 2009 5:07 am
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10642
His system does not include discretionary judgement, whether this situation is over and he should stop trading it. That's why he asks and is concerned. And if I look very closely at the right end of the chart where his biggest DD so far occurred, I say he is rightly concerned. It's possible that his...
- Tue Mar 24, 2009 4:56 am
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10642
- Tue Mar 24, 2009 4:30 am
- Forum: Money Management
- Topic: simple money management...
- Replies: 13
- Views: 15474
I don't understand why Kelly is mentioned time and again in the context of money management. Let's make it totally clear: sizing according to Kelly is a guaranteed way to go broke. The Kelly formula gives a by far too big and optimistic results, and amplifies the tendencies of most private traders t...
- Sun Mar 22, 2009 11:34 am
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10642
I would suggest that some serious Monte Carlo permutation and bootstrap testing of your actual results might give you the answers you're looking for. Sorry, I have to disagree. His problem is not about how to extract more information from the limited set of trades he has. His problem is that his sy...
- Sat Mar 21, 2009 7:03 pm
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10642
I'm sorry to have to repeat: this information is not enough to know your risk. We could calculate a few things from these 11 months, but in reality that timespan is too short to give you sufficient confidence in your system to continue trading in case the 12% draw down go to 20% or 30%. Generally it...
- Sat Mar 21, 2009 5:37 pm
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10642
With the data given so far it's not possible to know the risk. How do you know the win percentage and the other numbers? Do these numbers come from backtests, or from your real trades? If they come from real trades, how many trades over which timespan? If from backtests, how long back was your data?...
- Sat Mar 21, 2009 2:01 pm
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10642
Hi Maildigger, return alone is not enough to rate a system. So the question whether a system making 70% a year is a good system does not have an answer. For example, if the expected draw down is 100%, then the answer is: no. At least you need to look at the risk together with the return. A 12% draw ...
- Sat Mar 07, 2009 3:41 pm
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596
In my opinion the information provided isn't nearly enough to give a meaningful answer. I'd say the acceptable DD depends, among other things, and not in this sequence of importance, on a) what fraction of the traders personal wealth does the account constitute, b) what is the expected gain, c) what...
- Sat Mar 07, 2009 11:15 am
- Forum: Data Providers and other non testing software
- Topic: CSI Download Problems UA 2.9.3
- Replies: 18
- Views: 12944
- Sat Mar 07, 2009 9:33 am
- Forum: Data Providers and other non testing software
- Topic: CSI Download Problems UA 2.9.3
- Replies: 18
- Views: 12944
- Sat Mar 07, 2009 9:24 am
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596