Traders' Roundtable

In addition to the quesiton I raised on 10/19 - I was wondering if it's possible when using a TMA strategy, to only enter long on brand new crossovers? In other words, I don't want to enter a position that is already in a current tend - I want to only enter long on new, end of day entry signals. Is ...

I set Use Broker Positions = True and I then entered my positions in the Broker Position table. When I run a simulation i'm in the black but the summary results/reports show a differnt story - any thoughts? thanks.

Brilliant. Thank you very much.

Thank you for the reply. Your example is for futures - I see you multiplied 1.55 by 500; what would you do when using stocks versus futures?

Is it possible to have TB assume that you are using the orders generated (as I'm importing end-of-day data from CSI) and udpate TB with the actual positions as they were filled in the market? This will allow TB to monitor my account as it atually stands in the market. Likewise, i'd want to update TB...

What is the formula to calculate quantity? I'm using TMA, 1% risk per trade, ATR Stop, ATR Average = 20, Stop ATR = 1; Equty = $250,000 THANK YOU.

Fab, Thank you very much for your analysis - it makes perfect sense and I agree with your thoughts. I was under the impression that the 1% is the amount you're willing to lose on a false identification of a trend (for lack of a better phase). Now I need to figure out how automate a defined amount of...

I used the TMA strategy, had equity of $250,000, risking 1% per trade. I ran a simulation from 2006-08-01 to current date (actually whenever the sample equities data ends). Nevertheless, when I review the trades for the period there is a transaction for a quantity of 1996 with an order fill of 21.27...

Thanks Sluggo and Chris for your replies. I'll checkout the link you provided and get back with feedback.

Hi C, thanks for responding. is your strategy geared towards a more longer or shorter term trend? do you implement your TMA strategy over multiple markets (ex. equites & forex)? do you use TB to generate your orders for next day trades? curious to hear from you as I don't know others using this ...

Hi,

Does anyone have any successful experience using TMA that would be willing to chat?

Additionally, I test is Futures prior to updating data and then after - using the exact same system and same run dates (2010-01-01 to 2012-12-31) my returns were drastically lower...what happened when I "update data"?

How do you make a copy? According to the user guide "Select the system to copy, press the copy system button, and enter a new name." However the guide does not direct me to the "copy system" button. Maybe it is not appearing beacuse I purchased the Turtle System? Thanks.

Sorry not sure I follow - are you saying there is free daily end-of-day futures data that can be downloaded and incorporated in to the simulator? I performed the steps described, tried to run a test from 2013-01-01 to current day and got an error message. Thanks.

Hi,

Does anyone know how to allocate a percentage of your portfolio to futures and equites without running separate simulations? I want to use the TMA strategy but allocate 60% of my portfolio to futures and the other 40% to equities. Appreciate any thoughts.

Thanks for the quick response. Is this also true for futures? Thanks.

Hi,

New to this forum and to TB. I just ran a back test using TMA from 2010-01-01 to 2011-12-31. When I review the trades that would were identified they have entry and exit dates from 2007 - anyone know why my results would have dates out of scope? Thank you.