Search found 64 matches
- Wed Apr 11, 2007 5:13 am
- Forum: Futures Markets
- Topic: palladium
- Replies: 5
- Views: 6754
- Mon Oct 23, 2006 1:44 pm
- Forum: Testing and Simulation
- Topic: How Do You Test?
- Replies: 18
- Views: 17745
- Mon Oct 23, 2006 6:25 am
- Forum: Testing and Simulation
- Topic: How Do You Test?
- Replies: 18
- Views: 17745
How Do You Test?
An open question: How do you test? I have spent quite a lot of time thinking about the testing process, and the more testing I do the less I think I know. Using TB is very easy, we can now test our edges, draw fabulous Monte Carlo graphs and so on, but with so many infinite combinations and paramete...
- Tue Oct 03, 2006 5:53 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 45580
- Sun Aug 27, 2006 5:21 am
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23191
- Sat Aug 26, 2006 8:23 am
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23191
RedRock, I absolutely agree. Reducing risk may not be the best plan, and backtesting supports your comment. However, I think there is a big difference in having a drawdown from a profit situation, versus a drawdown from the starting balance. It is much easier to cope with accumulated profits disappe...
- Fri Aug 25, 2006 2:23 pm
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23191
- Fri Aug 25, 2006 6:43 am
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23191
Longshot, I enter with buy or sell stops. My average risk/trade over 22 years and 2024 trades is 0.8% Alerionsailor, I put a 7% risk/trade into my system to see what would happen. The system went bust after just 3 years, with a whopping -131% year. Just don't underestimate drawdown. If you think a 4...
- Thu Aug 24, 2006 6:35 pm
- Forum: Money Management
- Topic: Heat
- Replies: 24
- Views: 23191
- Fri Jul 21, 2006 2:47 pm
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 46898
- Mon Jul 10, 2006 5:06 am
- Forum: Testing Software
- Topic: Trading Blox trial - interesting results
- Replies: 3
- Views: 6123
Hi Seraphim, I have a similar experience when testing futures with different size accounts. The reason my system performs differently is the position sizing. With a starting balance of say $1.5m, I may get a signal to buy 1 or 2 contracts of unleaded gas, based on a small percentage risk, typically ...
- Mon Jul 10, 2006 4:48 am
- Forum: Testing Software
- Topic: Trading Blox trial - questions
- Replies: 3
- Views: 6113
- Sun Jun 04, 2006 4:57 pm
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28473
Hi AFJ, I am trying to understand your problems, really I am, but I just don't get it. You trade a long term system, so I guess you don't trade each market that often. I trade a shorter time frame and can happily go days without putting an order in, as there is no trade approaching a breakout, hence...
- Thu May 11, 2006 6:22 am
- Forum: Trend Indicators and Signals
- Topic: 1234567890
- Replies: 8
- Views: 10162
- Sun Mar 19, 2006 6:40 am
- Forum: Data Providers and other non testing software
- Topic: Different test results with CSI 2.9.1
- Replies: 3
- Views: 5491
jkk3131, I had the same experience when I changed from 2.9.0 to 2.9.1. I run 2 identical setups of UA and TBB, and always compare test results when I change either installation. I found small differences between the 2 computers after I had put 2.9.1 on both machines. This showed up in the instument ...
- Wed Mar 08, 2006 12:29 pm
- Forum: Testing and Simulation
- Topic: Difference Between Exponential and Simple Moving Averages
- Replies: 7
- Views: 9210
- Sun Feb 19, 2006 6:32 am
- Forum: Testing and Simulation
- Topic: Trading Solutions Software
- Replies: 24
- Views: 18937
- Fri Feb 03, 2006 5:16 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21396
- Wed Feb 01, 2006 10:41 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21396
- Thu Jan 19, 2006 7:37 am
- Forum: Data Providers and other non testing software
- Topic: Data - Where is the best place to get it?
- Replies: 3
- Views: 5673