Traders' Roundtable

I don't know the answer to your question, but I think this underlined phrase in the Rules document may be important, at least in situations where some of the units were add-ons. You might want to run the Trading Blox Turtle system and look at the Total Risk Profile graph in the output, to see (A) th...

I am sorry you are not able to figure out the number of units related to the percentage of total equity, by reading the Original Turtle Rules document. Perhaps another resource that might help you, is to study the source code of the Turtle system, which is included in the Trading Blox User's Guide o...

I suggest you experiment with the idea of only trading the March, June, Sept, and Dec contracts of class III fluid milk. Try various rollover schedules and see whether you're happy with the volume and open interest of the Old, and the New, contract in the vicinity of the rollover. I think you may be...

Perhaps a better title might be "The last 7 years have been rough for this one system, trading this one portfolio, using this one particular set of S&C cost assumptions"

Your studies will quickly lead you to the mighty central limit theorem , which gives the surprising result that the sum of N independent random variables tends towards the normal (aka Gaussian) distribution (as N gets larger and larger), regardless of the distributions of the independent random vari...

Just to be clear, you want to hire someone to help you set up your CSI Unfair Advantage software? If so then perhaps the Trader's Roundtable forum named

Simulation and Testing Platforms / Data Providers and Other Non-Testing Software

might be a good spot to place your advertisement.

These may help get you started http://www.tradingblox.com/forum/viewtopic.php?p=40917&highlight=code#40917 http://www.tradingblox.com/forum/viewtopic.php?p=40359&highlight=code+api#40359 http://www.tradingblox.com/forum/viewtopic.php?p=39982&highlight=code+api#39982 http://www.tradingblo...

I just bought historical data only through CSI and they are telling me that I need to have all the data in the form I want it saved to my computer in 30 days, at which time I lose access to Unfair Advantage Well, one possibility is: you could do what I used to do with Technical Tools data back when...

That's a question to ask your broker; it can vary. Usually, brokers require you to place a margin deposit before you can trade. If you trade products whose futures contracts are denominated in (currency X), usually the broker automatically converts the appropriate amount of (your base currency) into...

Where have all the (>1 Sharpe Ratios) gone? As written here in Dec 2009*, Here are some of the places they've gone Made tons of money, retired, closed their fund (cf. Monroe Trout) Closed fund to new investors, stopped reporting performance to database providers (cf. E. Thorp) Never reported perform...

This may be useful: Trading a large number of systems without a large account

Good luck with the idea, I hope it works well in testing and even better in live trading!

Versions of it that use intraday data, may perform differently than versions that use end-of-day data; you and your friend might see this as a cost/performance tradeoff.

Sounds like you're talking about a rule that only goes long, i.e., that only enters on breakouts to the upside . I think it will be important to decide whether or not you'll enter on the bar where the breakout occurs, or on the next bar afterwards. Similarly I think it will be important to decide wh...

Chelonia appears to be a particularly enthusiastic booster and supporter of Knight; the search below found five endorsements. I also seem to recall another that was such overt advertising, it was quickly scrubbed. Ah yes there it is (was), found it by searching for moderator when author=Chelonia. Le...

Glad and relieved to hear that nothing's broken and there is no problem.

I think you might want to do some checking. Your post here in the Trader's Roundtable forum doesn't have the little "Trading Blox" icon below your name, which indicates that the Trader's Roundtable forum software doesn't think you are a Blox customer. And yet you're running Blox simulation...

I have shared my research. Jake has shared his research. It's now time for others to do the same.

It works for me. Perhaps someone at Hogwarts has put a spell on you?

Many people trade a "portfolio" of instruments and thus have more than one position at a time. For these people, statistics about individual trade outcomes are less important than statistics about daily, weekly, and monthly returns from holding numerous simultaneous positions. Trading Blox...

Because that is the exact word your broker requires you to say, when you make a trade To enter into a Long position, you tell your broker to BUY To exit from a Long position, you tell your broker to SELL To enter into a Short position, you tell your broker to SELL To exit from a Short position, you ...