Search found 37 matches
- Mon Oct 21, 2013 9:48 pm
- Forum: Testing and Simulation
- Topic: Trading Next Days Open
- Replies: 14
- Views: 13262
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 ...
- Sat Oct 19, 2013 9:31 pm
- Forum: Testing and Simulation
- Topic: Trading Next Days Open
- Replies: 14
- Views: 13262
- Tue Oct 15, 2013 9:54 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
- Mon Oct 14, 2013 10:32 pm
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
- Sun Oct 13, 2013 9:58 pm
- Forum: Testing and Simulation
- Topic: Trading Next Days Open
- Replies: 14
- Views: 13262
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...
- Sun Oct 13, 2013 9:05 pm
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
- Tue Sep 03, 2013 11:00 pm
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
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...
- Mon Sep 02, 2013 9:03 pm
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
Help reviewing trades
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...
- Wed Aug 21, 2013 12:49 pm
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
- Mon Aug 19, 2013 2:55 pm
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
- Sun Aug 18, 2013 11:09 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 35355
Triple Moving Average Experience
Hi,
Does anyone have any successful experience using TMA that would be willing to chat?
Does anyone have any successful experience using TMA that would be willing to chat?
- Thu Aug 01, 2013 10:12 pm
- Forum: Testing and Simulation
- Topic: Entry Date
- Replies: 6
- Views: 4253
- Thu Aug 01, 2013 9:22 pm
- Forum: Testing and Simulation
- Topic: Allocating between Futures and Stocks
- Replies: 3
- Views: 2969
- Thu Aug 01, 2013 9:07 pm
- Forum: Testing and Simulation
- Topic: Entry Date
- Replies: 6
- Views: 4253
- Wed Jul 31, 2013 10:00 pm
- Forum: Testing and Simulation
- Topic: Allocating between Futures and Stocks
- Replies: 3
- Views: 2969
Allocating between Futures and Stocks
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.
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.
- Wed Jul 31, 2013 6:53 pm
- Forum: Testing and Simulation
- Topic: Entry Date
- Replies: 6
- Views: 4253
- Wed Jul 31, 2013 5:41 pm
- Forum: Testing and Simulation
- Topic: Entry Date
- Replies: 6
- Views: 4253
Entry Date
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.
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.