Traders' Roundtable

Thanks,Bondtrader,and I updated it there.

regard

I heard of a 'Top Stop Exit' in Traderclub.com's forum,but I couldn't find the exact description about it,anyone here knows it?Could you please give me some clues,please?

Thanks in advance

[moderator edit] could you please give some suggestion on how to deal with the drawback of back-adjust/forward-adjust continuous data? TrendMonkey,thanks for your hints,could you please give me a detailed address? and here is my revised description about the same question(some snapshots are plused f...

Hi,paul king,your statement is very good,of course I know there are much difference between test/simulation and reality,but the purpose of test/simulation is to build some self-confidence with my system before I have to paid for the costly cost,so I want to get a more close way. PS:your article 'The...

I meet dilemmas when I'm developing futures trading system,they are problems of data proceeding. We all know that each futures contract has a starting date and a expiring date,for example,Cu contract usually starts in July and expires in Jan.when we chain all the contracts with the same starting and...

Thanks Paul King,from the performance comparision,system A is superior,but from the statistical distribution of 10000 monte carlo simulation,the MDD % and Net % of A are bigger than those of B,from the theory of monte carlo simulation,should we consider that the result from performance report is a s...

this is a package including 4 snapshots of results of A & B's MC simulation

I have two systems and I perform them on the same market groups in the same period with the same position sizing rules. And run the monte carlo simulations with their relating data separately.Thus I have two performance reports and two monte carlo simulation results. the problem is there is a sharp ...

There are seveal monte carlo methods,including scattering trades,or equity with discrete and continuous distribution,what's the pros*cons of each of them? I found many guys discussed monte carlo methods,but none talked about it,it should be useful for the monte carlo beginner as me to tell the diffe...

....... TK, I think you've hit upon the limitation of testing with too little data, as much or more than the effect of changing one market. With five years data, you simply don't have enough information to draw valid trading conclusions. Even 10 years of data is too little in my book (notwithstandi...

Ok,I'v downloaded it,and will study it as soon as posible.
Thanks.

I seperated an index data into several parts by year,and calculated the statistical characteristics of each year,the results showed no orderliness at all,that's we don't know what the statistical characteristics of next year's data at the end of the current year at all...... How disappointed is it!~...

sluggo,you mean I should take the Priorities of the positions into account,so as to actively reduce the positons before the limitation of cash is hit? But the problem is still there that different algorithms made the different parts of the positions are picked out,maybe the characteristics of these ...

Rines,could you please give me a copy of the newest version of your synthetic data generator? My email address is yoyo2000yoyo2000@hotmail.com. And i found a post which discussed 'test date generator',address is here: http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/topic?id=16985&start=0 Hope it...

The core of the problem is,some logical algorithms prevent part of trades to be perform,are the the characteristics of the distribution of the trades changed?if not,how much of the part will result the change.In the case of trend trading,maybe some special algorithms wipe the profitable trades,other...

When a system bases on a basket of stocks,commodities,or currencies,it possibily meets the problem of the limitation of account cash or other fixed position rules(for example,max 10% account capital for risk,or max 10 position,ect.).They therotically wipe part of the trades,and maybe,the characteris...

Several weeks ago, when I test my system on a basket of stocks,I met a problem which puzzles me till now: The 2nd Pic is the result of that system performed on 100 stocks out of a whole market,slippage and commission are taken into account,100 shares are hold in each trade.It's not an acceptable one...

No,actually,I just feel there is a relationship between them,but can't get a clear view.
IMO,it's important when developing a realistic system before real money&loss are made,I posted my opnion here for further guide & help.

In TS/WLD/AB or other platforms,slippage should be taken into account,many guys relate it with volume,or volatility,or both,but what's the relationship between them?(IMO,correlation but not linear),anyone give me some suggestion or references please? and,in the case of volume,how to get the threshol...

:shock: two different statement... anyway,I got some tips from his book,the thought of RRR is very good. below is a table of RRR: http://www.okhere.net/upload/images.asp?id=353 could anyone code it,please? and what's your opnion about rebalancing asset every month? Is it really a good approach to ma...