Search found 367 matches
- Fri Dec 31, 2004 10:46 am
- Forum: Brokers
- Topic: Stop Order Acceptance
- Replies: 17
- Views: 18925
No broker in the world will accept a liquidating sell stop loss at 45.00 AFTER the market trades through this price, it defeats the purpose of a stop loss. I never use stop orders so I'm unfamiliar with the specific mechanics of this. I've also never personally used a retail futures brokerage for e...
- Thu Dec 30, 2004 10:45 am
- Forum: Brokers
- Topic: Stop Order Acceptance
- Replies: 17
- Views: 18925
- Wed Dec 29, 2004 3:53 pm
- Forum: Brokers
- Topic: Stop Order Acceptance
- Replies: 17
- Views: 18925
Stop Order Acceptance
We ran into an issue where a user reported that some of the stop orders as generated by VeriTrader couldn't be accepted directly by their broker. In particular, the broker rejected trades where the close had already penetrated the stop. For example, let's say you are long Crude and want to place you...
- Mon Dec 27, 2004 8:05 am
- Forum: Trend Indicators and Signals
- Topic: Bollinger Band Breakout Systems
- Replies: 3
- Views: 7617
I highly recommend purchasing the Modus Trading course. It provides a very good foundation for someone at your stage of learning. You can search for Modus here and find some comments from people who have purchased the course. I also suggest you take the next step and start doing some testing yoursel...
- Tue Dec 21, 2004 9:51 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100540
Using VT to test, I have had a hard time getting my MAR ratio near 2.0 on any single system that has decent returns. To achieve a MAR ratio > 2.0, you're going to have to find a way of really limiting your max DD. I haven't been able to design any stand-alone system that can cut max DD w/o dramatic...
- Wed Dec 15, 2004 7:29 am
- Forum: Money Management
- Topic: Diversification Question
- Replies: 16
- Views: 16289
I am aware that people on this forum have warned against trading the optimal-f percentage. I am not debating that. I am asking about the mechanics of diversification with fixed fraction. I would very much appreciate it if someone can clarify this for me. Thank you. I think you are asking a question...
- Wed Dec 08, 2004 3:38 pm
- Forum: Data Providers and other non testing software
- Topic: Whats happened to Troy (oowdg)??
- Replies: 25
- Views: 25050
janvir, I wasn't worried so much about overnight data vendors but rather the live feeds. Large-scale outages for live feed vendors happen all the time for an hour or two. This won't stop CSI or another daily data vendor from having their data at some time during the night. So I'm not so concerned ab...
- Mon Dec 06, 2004 12:03 pm
- Forum: Trader Psychology
- Topic: Cross roads..
- Replies: 3
- Views: 7285
How true... One of the most important lessons life teaches us is that the path set before us by others, whether our parents, our teachers, our friends, or society in general, may not be the right path for us. We need to make our own path; and we need to take ownership of our life being the product o...
- Fri Dec 03, 2004 7:17 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100540
Would those figures be based on single-contract testing? I don't ever test a single contract. Position sizing is too important to proper diversification and risk control, so the figures I quoted are for systems that use a position sizing algorithm for multiple contracts. Would you consider saying a...
- Wed Dec 01, 2004 4:08 pm
- Forum: Data Providers and other non testing software
- Topic: A New Consortium for a New Trading Data Standard
- Replies: 10
- Views: 13549
- Wed Dec 01, 2004 7:22 am
- Forum: Data Providers and other non testing software
- Topic: A New Consortium for a New Trading Data Standard
- Replies: 10
- Views: 13549
I have been thinking of XML as the language for dictionary entries, etc. and a binary format for the data. The XML dictionary would define the fields, their order, etc. while the binary data would be readable using standard binary file routines. There would be provision in the format to handle big-e...
- Wed Nov 24, 2004 7:20 pm
- Forum: Forex
- Topic: OHLC in the 24h Forex Markets
- Replies: 2
- Views: 6454
- Fri Oct 15, 2004 5:33 pm
- Forum: Data Providers and other non testing software
- Topic: A New Consortium for a New Trading Data Standard
- Replies: 10
- Views: 13549
A New Consortium for a New Trading Data Standard
TT data format was a huge breakthrough in the early days, but it has some serious limitations now. I have not found an open (or semi-open) format that is any better, including Computrac/Metastock IMHO. The proprietary formats, such as TC2000 and CSI, are as only good as the vendor and the interface...
- Thu Oct 14, 2004 3:35 pm
- Forum: Testing and Simulation
- Topic: After simulation & Testing - How do you start trading a
- Replies: 16
- Views: 15894
I've tested both approaches side by side. My testing indicates that the approach I outline is better for my needs which is targeted at fund performance that investors want. I'll add the ability to configure whether or not VeriTrader just jumps in right away or takes only new signals to 2.0. It will ...
- Thu Oct 14, 2004 1:37 pm
- Forum: Testing and Simulation
- Topic: After simulation & Testing - How do you start trading a
- Replies: 16
- Views: 15894
If I understand you right, you are saying that you should only paper trade thru an already open position until it is closed out, and you should only enter a position at the true entry point. Is that a correct interpretation? Yes, your interpretation is correct. That's what I recommend unless you ha...
- Thu Oct 14, 2004 11:34 am
- Forum: Testing and Simulation
- Topic: After simulation & Testing - How do you start trading a
- Replies: 16
- Views: 15894
First, let me say this is one of the more interesting questions I've read here in quite some time. Second, I agree with Chris. The issue is one of stops. You really have to be willing to let the positions go all the way back to the stops for the initial entry or any ongoing trailing stops. If you us...
- Sun Oct 10, 2004 8:36 pm
- Forum: Testing and Simulation
- Topic: Simulation w/ Fees
- Replies: 3
- Views: 4901
- Tue Oct 05, 2004 8:06 am
- Forum: Testing and Simulation
- Topic: Robust Optimization
- Replies: 26
- Views: 26299
- Mon Sep 27, 2004 8:56 pm
- Forum: Testing Software
- Topic: VT, TR, WLD, AmiBroker Which one for me?
- Replies: 17
- Views: 17573
sluggo brings up a good point. There is nothing about the ease of the language that constrains the ultimate speed of the execution of the resulting systems. Another interesting development over the last 10 years of so is the advance of technologies that blur the distinction between between compiled ...
- Mon Sep 27, 2004 7:01 pm
- Forum: Testing Software
- Topic: VT, TR, WLD, AmiBroker Which one for me?
- Replies: 17
- Views: 17573
I'll agree with 1. - compiled programs do indeed run much faster than non-compiled, interpreted scripts. The trade-off here is one of flexibility. Each time you want to modify a system's basic rules (not just the parameters), it's a simple matter for a script, but it's impossible for anyone without...