Traders' Roundtable

shakyamuni

I'v got a headache,and am seeking for the hints or guide about it......

You might try running some simulations with real market data instead of imaginary synthetic data and see if the headache persists.

shakyamuni

You might like to read this.

shakyamuni

Good point Dr. H, it probably would have been good for Nick too.

shakyamuni

I read the above mentioned posts from the Elite Trader board. Itâ€™s ironic that he mentions coin tossing- because I sure can't make heads or tails of any of this. I notice that many of those who assert lots of claims about mathematics often tend to have a flimsy understanding of their assertions. I...

shakyamuni

Why, whatever do you mean leonardo? The martingale betting strategy is at the core of any solid trend-trading system. Buy cheap, sell dear, snatch your profits up quickly and double down on your losers. Be sure not to put in any stops and give your losers breathing room aplenty. It works best when s...

shakyamuni

You can also try the martingale strategy- itâ€™s a surefire winner every time. Some traders claim it might be pretty risky, but that is neither here nor there. The martingale works best if you have a very small bankroll to begin with. Just throw down an initial bet of arbitrary size, then - as the p...

shakyamuni

You might like to try my very special and highly exlusive recipie for success in long/short, beta-neutral stock trading. When you have winning stocks on the long side, snatch up the profits as quickly as possible and allocate the funds to the biggest losers on the short side- then replace the long s...

shakyamuni

Thanks for your comments.

shakyamuni

I'm experimenting with different search algorithms to investigate the parameter space.

Would any systems developers like to share some of their own experiences/insights/techniques with respect to this issue?

shakyamuni

Good Luck!

shakyamuni

Previously, I have made oversimplifying assumptions with respect to my instrument selection algorithms in backtesting in order to keep the process as simple as possible.

Maybe you guys can share your thoughts and make some suggestions of other ideas and avenues that I might want to investigate.

shakyamuni

Awesome, thanks for the great help guys! I read the other threads and got some good info.

shakyamuni

Anyone have DBase experience? I need to build one to house my historical data and snatch it out to run sims.

shakyamuni

Neil,

You may want to raise the issue with some of the boys from g.c..

shakyamuni

Good points, guys.

shakyamuni

Please don't let this interesting subject degrade into a flame war...

Maybe we can encourage one another to undertake testing and simulation in a motivational way as opposed to an adversarial way.

shakyamuni

The technique you mention sounds non-robust.

shakyamuni

King Tiger,

Good question. Instrument selection can be trickey.

shakyamuni

Forum Mgmnt wrote: I personally don't think that adding positions in uncorrelated markets increases your risk. If the markets are truly uncorrelated, then adding new positions decreases your risk.

I agree.

shakyamuni

Another way to think about pyramiding (adding more size to an existing trade) is to consider each of the pyramid entries to be its own unique self-contained trading system. This lets you simulate and analyze them individually....It could help you see whether you're putting on the first unit too soo...

Traders' Roundtable

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Parameter Search Algorithms

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Testing Instrument Selection

DBase

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