Hi Kianti, can you make an example?
thank you
Search found 141 matches
- Sat Feb 19, 2011 4:13 am
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11701
- Sat Feb 19, 2011 2:22 am
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11701
I have decided to not over optimize where is possible. As an expample on a Triple moving average i optimize by 10 Long average, by 5 medium and short. Using a the same very large portfolio on all your systems seem to hurt performance, untill you understand that it is the first and easiest way to red...
- Fri Feb 18, 2011 10:17 am
- Forum: Futures Markets
- Topic: Cotton Lock Limit Day
- Replies: 9
- Views: 6404
- Thu Feb 17, 2011 2:03 pm
- Forum: Futures Markets
- Topic: Cotton Lock Limit Day
- Replies: 9
- Views: 6404
- Thu Feb 17, 2011 11:39 am
- Forum: Futures Markets
- Topic: Cotton Lock Limit Day
- Replies: 9
- Views: 6404
Cotton Lock Limit Day
Et voila', first Lock Limit Day of my life on Cotton.
Broker: " Cotton is locked at 17% more then yesterday price, you can't sell at more than that price"....
So, my question:Is it always possible to trade on LLD or today is it just a special day?
Thank you
Broker: " Cotton is locked at 17% more then yesterday price, you can't sell at more than that price"....
So, my question:Is it always possible to trade on LLD or today is it just a special day?
Thank you
- Wed Feb 16, 2011 11:55 am
- Forum: Testing and Simulation
- Topic: Blending noncorrelated (or anti-correlated) equity curves
- Replies: 50
- Views: 47151
- Tue Feb 15, 2011 3:30 am
- Forum: Testing and Simulation
- Topic: Don't know what to do when account < $40 million
- Replies: 4
- Views: 4108
- Mon Feb 14, 2011 1:50 pm
- Forum: Testing and Simulation
- Topic: Don't know what to do when account < $40 million
- Replies: 4
- Views: 4108
After months (years?) of tests I finally created the perfect suite. A great mix of different systems that work on a portfolio of hundreds futures. It is a long time that i gave up on find the best MAR, R3 or R Sharp, since these carry DD to unacceptable levels. The percentage of risk is now very low...
- Wed Feb 09, 2011 2:52 am
- Forum: Data Providers and other non testing software
- Topic: More CSI problems
- Replies: 12
- Views: 7283
- Sun Feb 06, 2011 9:27 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 23984
- Sun Jan 23, 2011 9:21 am
- Forum: Brokers
- Topic: Fed Fund Point Value
- Replies: 2
- Views: 5056
- Sun Jan 23, 2011 6:44 am
- Forum: Brokers
- Topic: Fed Fund Point Value
- Replies: 2
- Views: 5056
Fed Fund Point Value
In the last statement i find 4168 usd to be the point value for FF.
Thanks
Thanks
- Wed Sep 08, 2010 12:10 pm
- Forum: Data Providers and other non testing software
- Topic: csi today
- Replies: 1
- Views: 2549
csi today
Anybody else is getting this code error today?
I get this in the morning for yesterday files and now in the afternoon.
Thank you
I get this in the morning for yesterday files and now in the afternoon.
Thank you
- Sat Jul 24, 2010 3:12 am
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16517
- Thu Jul 01, 2010 3:06 am
- Forum: Data Providers and other non testing software
- Topic: cannot download Csidata this morning
- Replies: 8
- Views: 6207
cannot download Csidata this morning
I get ErrorCmp Daily Message.
Anyone else
Anyone else
- Tue Jun 08, 2010 10:54 am
- Forum: Futures Markets
- Topic: FTSE-ASE-20 Greece
- Replies: 3
- Views: 3695
- Thu May 27, 2010 12:42 pm
- Forum: Testing and Simulation
- Topic: mini S&P rollover
- Replies: 1
- Views: 2426
- Sat May 22, 2010 4:46 am
- Forum: Data Providers and other non testing software
- Topic: Csidata Point values mistakes
- Replies: 1
- Views: 2604
Csidata Point values mistakes
Maybe is usefull write here all csidata errors. Use as a warning, i can be wrong. This is what i find till now: BFX, csi point value 20, correct value 10. BL2, csi point value 1250, correct value 50. DJE, csi report trading all months, correct months HMUZ. KFX, csi point value 10.000, correct value ...
- Sun May 16, 2010 1:40 am
- Forum: Testing and Simulation
- Topic: Compute risk when not holding stops
- Replies: 2
- Views: 2625
Compute risk when not holding stops
Someone would like to share some idea on how to track total heat in systems like "Average Crossover" if you dont want to hold/use stops?
thank you
thank you