Search found 367 matches
- Thu May 11, 2006 2:26 pm
- Forum: Trend Indicators and Signals
- Topic: people on this forum were rude and are fake traders
- Replies: 34
- Views: 37186
I wasn't trying to be harsh or to imply that you were guessing only that charts and chart formations are fuzzier than specific rules that can be described in language. You probably have some very specific rules in mind when you described your ideas above. What I see is a chart with a bunch of lines ...
- Thu May 11, 2006 10:22 am
- Forum: Trend Indicators and Signals
- Topic: people on this forum were rude and are fake traders
- Replies: 34
- Views: 37186
Yes, most of us have come to the conclusion that if we have some specific understanding of what it is that we do to make money then we can describe that in terms of algorithms that we can specifically define. If we are sufficiently skilled and have the appropriate tools we can run simulations or &qu...
- Tue May 09, 2006 11:21 am
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 14588
- Tue May 09, 2006 11:15 am
- Forum: Futures Markets
- Topic: S&P CNX Nifty CSI#742 "NFI"
- Replies: 4
- Views: 4887
Several posts that followed were split into a new topic:
Futures Market Data Pitfalls - Newbies Beware
as they were of more general interest than the topic here might imply.
- Forum Mgmnt[/url]
Futures Market Data Pitfalls - Newbies Beware
as they were of more general interest than the topic here might imply.
- Forum Mgmnt[/url]
- Tue May 09, 2006 10:54 am
- Forum: Testing and Simulation
- Topic: Reoptimization( Model Shelf Life )
- Replies: 2
- Views: 4659
I'm sure that there is something to this idea. Markets go through phases (smooth trending, consolidating, range bound, volatile but trending, etc.) and strategies that are dependent on a market being in a certain phase will not last as long as strategies that work independent of that phase. I don't ...
- Tue May 09, 2006 10:09 am
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 14588
I looked at the CSI contract information a few years ago and found it so riddled with errors for the Big Point Value that I decided not to use their data as the basis for our starting numbers. Instead, I went to the exchange web sites and looked at the contract specifications and then manually deter...
- Thu Apr 20, 2006 1:12 am
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25140
Barli, I've made these sorts of mistakes myself, however, the type of peeking you refer to is not possible in TradingBlox because unlike with products like WealthLab, with TradingBlox you can only see the data at any point in the simulation that you would actually be able to see in real life. We won...
- Wed Apr 19, 2006 7:59 pm
- Forum: Trend Indicators and Signals
- Topic: Adaptive systems vs. curve fitting
- Replies: 18
- Views: 25140
- Tue Apr 18, 2006 4:49 pm
- Forum: Money Management
- Topic: A method to monitor and adjust system's risk?
- Replies: 5
- Views: 7767
Paul's definition matches TradingBlox internal notion of risk. TradingBlox will graph risk over the duration of the test. You can access the risk at the system, group or correlated market level if you are using the TradingBlox Builder. You can easily do the same sorts of things as you can with Tradi...
- Fri Apr 14, 2006 10:07 am
- Forum: Testing and Simulation
- Topic: MAR Ratio, etc.
- Replies: 12
- Views: 16361
- Sun Apr 09, 2006 10:38 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 27546
As I mentioned in the turtle rules document, slippage can be controlled. As turtles we never used stop orders. We had prices we used as mental stops but we almost always used limit orders. Occasionally, if I knew the floor broker who would be handling the order personally, I would use a market order...
- Sun Mar 26, 2006 7:39 am
- Forum: Testing and Simulation
- Topic: Is Monte Carlo Analysis Useful?
- Replies: 6
- Views: 7445
I had the same gut reaction to Monte Carlo analysis of Trading Systems when I first examined the idea. However, I now see it and its output like any other statistic from any simulation, more information useful for some things but with limitations or shortcomings; If we examined any statistic: MAR, S...
- Sun Mar 26, 2006 7:06 am
- Forum: Testing and Simulation
- Topic: Is Monte Carlo Analysis Useful?
- Replies: 6
- Views: 7445
Is Monte Carlo Analysis Useful?
[MODERATOR'S NOTE: This topic was split from one in the Trading Blox Support Area discussing the new Monte Carlo feature in Trading Blox.] I first want to say that I'm convinced that c.f. (and sluggo) is doing a great job in implementing Monte Carlo in TBB. The graphs presented so far look really re...
- Sat Mar 04, 2006 1:15 pm
- Forum: Custom C++ or Java Platforms
- Topic: Custom Java system, Plus self intro
- Replies: 5
- Views: 12918
Java will always lose relative to C++. C++ will always lose relative to C. Most of the time I have seen significant performance differences, they have been due to design inefficiencies rather than compiled vs. interpreted issues. This is especially true with modern JIT Java Virtual Machines. - Foru...
- Sun Feb 26, 2006 9:34 am
- Forum: Testing Software
- Topic: Margins in Foreign Markets
- Replies: 6
- Views: 7437
- Sat Feb 25, 2006 8:38 am
- Forum: Testing Software
- Topic: Margins in Foreign Markets
- Replies: 6
- Views: 7437
- Sun May 01, 2005 7:47 am
- Forum: Testing and Simulation
- Topic: Continuous Reliability
- Replies: 1
- Views: 2631
Continuous contracts are not inherently unreliable, however, you should take into account the costs of doing a contract roll if you do any backtesting using continuous contracts. I wouldn't let this aspect of futures trading scare you away. A much more difficult problem for most people is the amount...
- Tue Feb 22, 2005 5:51 pm
- Forum: Brokers
- Topic: Asian Brokers and Trading Centers
- Replies: 2
- Views: 4908
We are tentatively thinking of going to Hong Kong and Singapore, and perhaps Syndey while we are on this trip and may schedule some meetings, free seminars, and/or demonstrations while we are there. Are there other cities we should seriously consider? Asia's pretty far from the Virgins Islands so we...
- Sun Feb 13, 2005 9:40 am
- Forum: Testing and Simulation
- Topic: Trade sequencing
- Replies: 8
- Views: 7730
This is just one of the issues that confronts those who are trying to test using insufficient information. As discussed, end-of-day data (actually anything but actual tick data) is insufficient to determine the order of events within the day (or bar for intraday data). The specific problem of trade ...
- Wed Jan 05, 2005 10:45 am
- Forum: Testing Software
- Topic: Just my experiences so far..
- Replies: 1
- Views: 3939