Search found 57 matches
- Tue Oct 09, 2007 3:24 pm
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 17134
- Tue Oct 09, 2007 4:57 am
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 17134
I have to assume this route is being taken for contra-trend following? There is definitely an edge there...but not for large positions. I've seen lots of these on collective2.com. Interesting how the MAR on VST systems is so high while LTTF is so crappy. But will LTTF take the last laugh when money ...
- Wed Sep 19, 2007 9:51 pm
- Forum: Testing and Simulation
- Topic: Correlation: Between Markets or MarketSystems?
- Replies: 5
- Views: 7017
it is entirely likely that different systems in correlated Markets could have non-correlated equity curves Bingo. That's exactly why we try to trade a suite of systems that are non-correlated. If you use several different styles to trade (trend following, reversal systems, volatility, etc) and even...
- Mon Aug 20, 2007 5:02 pm
- Forum: Market Psychology
- Topic: IS IT ME OR....... ?
- Replies: 2
- Views: 12695
Isn't this they way it is supposed to be at a possible major turn? Fighting it all the way before admitting to any of the facts? Yes indeed. Just the fact that the subject has been brought up a few times on this board is almost the same as when my dear old mom asked me how I was doing right at the ...
- Fri Jul 27, 2007 4:46 pm
- Forum: Trend Indicators and Signals
- Topic: Jim Simons
- Replies: 15
- Views: 46476
Thanks for posting, very interesting indeed. For me, the odd part was about his models changing weekly. Markets do change, but on a weekly basis? My guess is that since he's basically marketing his fund, he wants people to know that he's willing and able to change the systems in use. He's probably ...
- Tue May 29, 2007 7:07 pm
- Forum: Trader Psychology
- Topic: Times you couldn't take the trade and how you overcame it
- Replies: 8
- Views: 15249
From my own experience, I've found that trading my mechanical systems without fail took two things: (1) Absoute knowledge of my trading system and how it behaves in real-time (is my slippage similar to backtesting?). (2) The pain that comes from not trusting the signals. The pain from not following ...
- Tue May 29, 2007 3:46 pm
- Forum: Stocks
- Topic: Trend Following with EMA + CANSLIM
- Replies: 7
- Views: 18001
- Tue Apr 03, 2007 6:20 pm
- Forum: Testing and Simulation
- Topic: Cats out of the BAG LTTF VS SWINGING
- Replies: 34
- Views: 39812
Re: Cats out of the BAG LTTF VS SWINGING
On Way of the Turtle Blog, c.f. says this"Some may think that as a Turtle, I would be largely in the camp of Trend Followers and Systematic traders. This is not true. In fact, I believe that Trend Following is probably not the best starting place for most people who want to trade, and that swi...
- Mon Mar 05, 2007 6:06 pm
- Forum: Testing and Simulation
- Topic: In your experience as a system trader... 80/40 or 40/40 ?
- Replies: 46
- Views: 50684
I'm glad to hear that you believe Monte Carlo analysis cannot be used to forecast system performance in the future. Although System 1 had a nice smooth equity curve during 1973-1994 (21 years!) and although it outperformed System 2 during that period, the markets changed. System 2 outperformed Syst...
- Wed Jan 24, 2007 4:52 pm
- Forum: Testing and Simulation
- Topic: Optimization what it is.
- Replies: 8
- Views: 7719
- Mon Jan 22, 2007 5:07 pm
- Forum: Testing and Simulation
- Topic: Trick in finding Support/Resistance point
- Replies: 3
- Views: 4525
If you have access to Tradestation, you could copy the source code of the Tradestation User Functions called SwingHigh and SwingLow, as they do exactly what you want. Function: SwingHigh(OCCUR, PRICE, STRENGTH, LENGTH) Parameters: OCCUR which occurrence (i.e. 1=most recent, 2=2nd most recent, and s...
- Sat Dec 30, 2006 6:52 pm
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 11297
- Mon Dec 04, 2006 5:48 am
- Forum: Stocks
- Topic: Systematic equity funds? CTA's that trade stocks?
- Replies: 18
- Views: 24611
One thing you might also add is a thought or two on start date dependency; which I am sure you have researched. You might also like to give us your thoughts on portfolio turnover and management. Particularly if you intend to go global, you have either got to have an extremely small allocation to ea...
- Fri Dec 01, 2006 7:35 am
- Forum: Testing and Simulation
- Topic: How Do You Test?
- Replies: 18
- Views: 17775
- Fri Nov 17, 2006 9:51 pm
- Forum: Testing and Simulation
- Topic: Number of optimized variables and ranking of system goodness
- Replies: 18
- Views: 13373
- Fri Nov 17, 2006 4:13 am
- Forum: Testing and Simulation
- Topic: Number of optimized variables and ranking of system goodness
- Replies: 18
- Views: 13373
I have a stock trading system with a large amount of variables and it works REALLY well. Anyone else have a system that's not so simple, yet works well over time? From the posts I've read, most don't stray too far from the donchian, ATR breakout, moving average x-over type of systems. Anyone else go...
- Fri Nov 17, 2006 4:03 am
- Forum: Testing and Simulation
- Topic: Neural networks
- Replies: 16
- Views: 13715
Let's be frank about something...whether we use Trading Blox or Neural Networks, we're curve fitting to some degree. If I want to find the best pain/gain ratio with TB, I'm going to keep testing all parameters until I get the best. Well, this is what NNs do. Only they use some calculus to get to the...