Search found 1002 matches
- Fri Dec 30, 2005 11:33 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average vs. All The Others
- Replies: 40
- Views: 39496
Tim, Tim, Tim. I keep trying to gently suggest that you include non-US futures in your testing portfolio, but it appears I still haven't succeeded. I find that when I run the 3MA system for CY2005 using the same number of markets ( 28 ) as you ran, but employing an international portfolio of futures...
- Thu Dec 29, 2005 9:10 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average vs. All The Others
- Replies: 40
- Views: 39496
Recommendations for user pakua42 are found at this hyperlink
- Thu Dec 29, 2005 9:09 am
- Forum: Testing and Simulation
- Topic: triple moving average system vs. 20 day moving average
- Replies: 1
- Views: 3021
Recommendations for user pakua42 are found at this hyperlink
- Sat Dec 17, 2005 2:32 pm
- Forum: Brokers
- Topic: Robo Brokers
- Replies: 2
- Views: 5041
A little searching will yield results. To whet your appetite, here are two search hits
viewtopic.php?p=13498&highlight=robo#13498
http://www.tradingblox.com/tradingblox/brokerparter.htm
viewtopic.php?p=13498&highlight=robo#13498
http://www.tradingblox.com/tradingblox/brokerparter.htm
- Fri Dec 16, 2005 12:26 pm
- Forum: Data Providers and other non testing software
- Topic: Google Data
- Replies: 21
- Views: 23247
This is a perfect win-win situation. CSI and you guys think CSI are getting the best end of the arrangement, while on the other hand I believe I have gotten a great deal. Let us rejoice. What I am paying 20% extra for, is a second full installation of CSI Unfair Advantage, on a second computer. Comp...
- Fri Dec 16, 2005 8:48 am
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 11003
- Fri Dec 16, 2005 8:41 am
- Forum: Data Providers and other non testing software
- Topic: Google Data
- Replies: 21
- Views: 23247
- Mon Dec 12, 2005 9:00 am
- Forum: Testing and Simulation
- Topic: Wanted: high frequency tradingsystem
- Replies: 10
- Views: 7823
- Sat Dec 03, 2005 10:50 pm
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30447
- Wed Nov 23, 2005 6:24 pm
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30447
- Tue Nov 22, 2005 12:45 pm
- Forum: Futures Markets
- Topic: How do I deal with quote differences
- Replies: 8
- Views: 7806
- Tue Nov 22, 2005 9:28 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30447
- Fri Nov 18, 2005 12:51 pm
- Forum: Money Management
- Topic: CAPITAL REQUIREMENT
- Replies: 10
- Views: 13307
- Thu Nov 17, 2005 7:22 pm
- Forum: Money Management
- Topic: CAPITAL REQUIREMENT
- Replies: 10
- Views: 13307
- Sat Nov 12, 2005 11:00 am
- Forum: Testing and Simulation
- Topic: Contract Rollover Slippage
- Replies: 1
- Views: 2886
Maybe one way to get a different viewpoint on this, is to first estimate your slippage in dollars-per-contract, then convert back to ATR%. Or perhaps figure out what you want your slippage to be in dollars-per-contract, then with your current settings see what it actually is , and adjust the slippag...
- Fri Nov 11, 2005 8:12 am
- Forum: Testing and Simulation
- Topic: Symmetrical vs. Non-Symmetrical System / Robustness
- Replies: 6
- Views: 6117
Boy, that's embarrassing. Although I did manage to remove sixteen bonds and interest rate futures, Damian's absolutely right: I mistakenly left four of them behind. Correctly omitted: Canadian 10 Yr bond (CGB), Swiss Confederation Bond (CON), Euro Bund (EBL), Eurobobl (EBM), Eurodollars (ED), Libor ...
- Thu Nov 10, 2005 10:17 pm
- Forum: Testing and Simulation
- Topic: Symmetrical vs. Non-Symmetrical System / Robustness
- Replies: 6
- Views: 6117
- Thu Nov 10, 2005 4:28 pm
- Forum: Testing and Simulation
- Topic: Symmetrical vs. Non-Symmetrical System / Robustness
- Replies: 6
- Views: 6117
This thread may be of interest: viewtopic.php?p=11185&highlight=symmetr%2A#11185
- Wed Nov 09, 2005 1:54 am
- Forum: Money Management
- Topic: Ryan Jones on his Fixed Fractional strategy.......
- Replies: 12
- Views: 19614
Maybe it's possible to program the Fixed Ratio idea in computer software? If so then you could run the software yourself, try it out for yourself, and see it work (or fail to work!) with your own eyes. I suspect that a sufficiently motivated person could write this software (or pay a consultant to h...
- Sat Nov 05, 2005 8:29 am
- Forum: Testing and Simulation
- Topic: Ralph Vince Test Metrics - Discussion
- Replies: 2
- Views: 3242