Search found 57 matches
- Wed Apr 08, 2009 12:52 pm
- Forum: Testing Software
- Topic: Imagining the Dream Testing Software?
- Replies: 18
- Views: 23247
An optimization engine with a genetic algorithm that lets one enter the results they want , 60% winners 100% return 20% draw down 200 trades per year ect. and the software finds the parameters that come closest to achieving this. Genetic optimization engine is a great thing. Tradestation just added...
- Thu Feb 05, 2009 11:46 pm
- Forum: Trader Psychology
- Topic: The Robusti family
- Replies: 16
- Views: 24761
- Tue Feb 03, 2009 9:20 pm
- Forum: Trader Psychology
- Topic: The Robusti family
- Replies: 16
- Views: 24761
Let's look at it from a different angle. How does your human brain work? While I can't remember every lesson I've learned about riding a bike, I do use my entire history of riding a bike to make my decisions. Some memories stick with you... like almost getting hit by a car. I have memories of riding...
- Fri Dec 12, 2008 12:14 am
- Forum: Testing and Simulation
- Topic: Interesting Equity Curve
- Replies: 9
- Views: 7363
- Thu Dec 04, 2008 4:19 pm
- Forum: Money Management
- Topic: Constant risk as % of account
- Replies: 4
- Views: 5902
- Thu Dec 04, 2008 8:14 am
- Forum: Money Management
- Topic: Constant risk as % of account
- Replies: 4
- Views: 5902
Constant risk as % of account
I was thinking about trend-following systems and how the number of contracts are determined by the initial risk. Seems to me that this is fine, but what if you enter a position when the ATR is at an extreme? If the trend lasts a long time, this volatility at the start of the trade affects the life o...
- Tue Nov 04, 2008 9:15 pm
- Forum: Testing Software
- Topic: Software for visual inspection of charts
- Replies: 8
- Views: 9572
- Thu Oct 30, 2008 3:23 pm
- Forum: Data Providers and other non testing software
- Topic: EOD Data with true electronic close
- Replies: 3
- Views: 4124
You can set up a Tradestation account. You can specify exact times to generate the chart with them. Some symbols allow you to do this automatically. For example, you could enter @ES.D and the session from 8:30am-3:15pm would be displayed on the chart. Or you could create your own custom session time...
- Thu Oct 09, 2008 12:32 am
- Forum: Testing and Simulation
- Topic: Intraday Market Replay Simulator
- Replies: 4
- Views: 4122
- Thu Sep 25, 2008 1:00 am
- Forum: Testing and Simulation
- Topic: Intraday Market Replay Simulator
- Replies: 4
- Views: 4122
- Mon Apr 28, 2008 7:00 pm
- Forum: Futures Markets
- Topic: VIX futures
- Replies: 7
- Views: 7187
- Mon Mar 24, 2008 11:55 pm
- Forum: Trader Psychology
- Topic: This is why trendfollowing is hard
- Replies: 19
- Views: 26797
Re: Recent market
Well put Tim. That being said - I had a similar experience as Chris in recent weeks. I found that having a big equity run up in such a short period of time was much more stressful than I could have imagined. I think the hardest part was a few weeks back when you could just feel a top coming. I told...
- Wed Mar 12, 2008 1:54 pm
- Forum: Testing and Simulation
- Topic: curve fitting delema
- Replies: 2
- Views: 3163
Dan, get LeapFrog to review your system. He's the resident expert on short term systems, and yours seems to be a very short term system, holding trades less than two bars. He can suggest ways to test whether you've accidentally underestimated slippage or the effects of within-bar gaps. I think ther...
- Tue Mar 11, 2008 7:14 pm
- Forum: Testing and Simulation
- Topic: curve fitting delema
- Replies: 2
- Views: 3163
I've come into quite a curve fitting delema myself. I backtested an intraday Forex system for 9 years (with 5 minute bars). The CAGR was 741%, MAR 21.97 over 9700 trades. It's a very simple system that buys the dip...only 4 rules...two of which are moving averages (short MA is greater than Long MA, ...
- Wed Oct 31, 2007 2:01 pm
- Forum: Futures Markets
- Topic: Rolling strategies and the emergence of ETFs
- Replies: 3
- Views: 4747
- Tue Oct 30, 2007 7:40 pm
- Forum: Testing and Simulation
- Topic: Playing the equity curve
- Replies: 4
- Views: 4851
Interesting...I'm going to code some stuff time allowing. I made a beautiful stock trading system last year, and it has performed totally different from backtesting...sleeping better with automatic cut-offs is great. Also, I like this approach when letting others trade my money (I've recently become...
- Mon Oct 29, 2007 2:04 pm
- Forum: Testing and Simulation
- Topic: Playing the equity curve
- Replies: 4
- Views: 4851
Sluggo, I believe I can do this in TB...haven't tried it yet though. It seems like it would help determine when to stop trading a system when the market changes...and then re-start when/if it changes back. As we know (and I've liked your input on this), markets do change and systems can stop working...
- Sun Oct 28, 2007 7:07 pm
- Forum: Testing and Simulation
- Topic: Playing the equity curve
- Replies: 4
- Views: 4851
Playing the equity curve
I was wondering if anyone has used a system's equity curve as a variable in trading. For example, if the equity curve goes under a moving average, stop making trades. I've had systems that stop working well in real trading. At this time, I stop trading them if a new equity high is not made in 12 mon...
- Thu Oct 18, 2007 12:09 pm
- Forum: Testing and Simulation
- Topic: Using the COT
- Replies: 4
- Views: 4417
First, read Larry's book. It's not bad, although it's not how I use the COT. Knowing how the dumb money is positioned can really help with timing, although Larry tends to paint a rosey picture with his indicators. Still, just a slight edge combined with trading systems helps a great deal. Kind of li...
- Thu Oct 18, 2007 12:59 am
- Forum: Testing and Simulation
- Topic: Using the COT
- Replies: 4
- Views: 4417
Using the COT
So...who uses the commitment of traders report for timing?
I've been using it to help with my stock trades (actually it's quite fine on its own). Wondering how many use it for commodities? If not, why? Never heard of it, don't think it works? Let's discuss.
D
I've been using it to help with my stock trades (actually it's quite fine on its own). Wondering how many use it for commodities? If not, why? Never heard of it, don't think it works? Let's discuss.
D