Traders' Roundtable

Ok now im totally baffled!!!.....as im trying to problem solve with these problems im encountering, it appears my account for contract roll setting does not work. Im running 2.0.11 beta. I get the same results for when its set to true or false. Ive now run it on an ultra long term turtle system to e...

Further to my last post which i forget to mention was that using the calculation you provided in your post, that for me to get figures of around the $75 slippage mark, using just the slippage% and roll slippage(atr), and no minimum dollar slippage requires a figure of around 50%!......i remember rea...

Thanks a lot sluggo.....you taught me something valuable there. You seem the type of person that knows TB inside out, but i`ll tell you my findings anyway. I kinda went around it in an odd fashion but it taught me what was going on. If i set all slippage settings in global parameters to 0 AND set ac...

Can anyone throw some light onto a problem i am having with slippage settings?.....Im testing a medium term trend following system, and it produces good results. It even tests well when i introduce $10 commission and 50% slippage and 50% slippage on contract roll. HOWEVER, as soon as i add a fixed d...

I totally agree with you. I have just added to your last thread involving dynamic portfolio theory in which i began touching on this very subject. It would be interesting to hear your comments on that Dean. Thanks.

my point exactly! but to go through a trend following system that relies heavily on the power of diversification, searching for each commodities largest drawdown as a guide to position sizing is not my idea of ideal! Drawdowns evolve and revolve around new market conditions.....and those very same n...

If you use fixed ratio position sizing on a portfolio, how do you make an explosive move in oats pay for the losses on the yen or orange juice? In other words, If you`re trading a portfolio, then you must have a way to make all markets "equal". This is a much underestimated part of the ben...

Hello A two fold post.... 1. Can anyone highlight any problems they can think of in regard to this method of trading a mechanical trend following system on the major currency futures......use cash data to plot all moving average values and to derive trading signals, whilst using the contract month y...