Traders' Roundtable

Requires a bit of reformatting, but seems doable - https://www.cryptodatadownload.com/data/binance/

Hello Bob

Read your book years ago and have been a big proponent of WFA ever since as you could see by searching walk forward and my name.

Interested in your comment re “Another unspoken benefit of WFA is to turn the strategy off if it fails in the most current IS testing window.”

TB has a great ...

Ditto. Is there anyone out there other than Sluggo who can see it?

Thanks AFJ - as always you have insightful/practical/thought provoking comments.

Rajivm’s post and the IASG indices triggered thinking about my own asset allocation/diversification approaches. I can’t imagine doing “discretionary tradingâ€

Hmmm. Any ideas on how to understand this better - other studies, could there be hidden biases (eg. survivorship differences), definitional issues (eg how many in "discretionarly" index might actually be primarily systematic with slight "discretionary overlay"), LTTF proportion of systematic or ...

Thanks for that Sunyata - very cool animation which tells the story well - even if the story isn't great. Would you mind sharing how you did the graphing animation and how long it took to do (after you finished the TB simulation runs)?

Have a look in the User Guide at the Money Managers section of Built-in Systems and Blox. Also, re your questions in another thread on how to improve a system you might consider walk forward testing, which is a key part of Pardo's book mentioned in this thread. If your trial system is the latest ...

Leapfrog - agree
SAFW - 2 caveats, would agree in the case of indices, prob not in terms of individual commodities except gold, maybe silver. Also, perhaps study result is indicative of HFT?

I found this interesting. I’m not a futures trader (yet), but would be interested to know if this rings true to those who are.
http://www.sfomag.com/SFOWeekly/Detail. ... 573F53C983

Look at shorter term daily or intraday timeframes.

ycentrino

Any reason you aren't considering spot forex?

Thanks for all the input everyone. My overall take on what has been generated so far:

1. Percentage parameter stepping is conceptually superior to using steps of equal absolute size, assuming that “brute forceâ€

Welcome and excellent first post Trend Rider!

I'll probably have some comments on your post and others in this thread by the end of the week. In the meantime I've emailed Perry Kaufman in the hope that we can get some comment from him and will try to code up a blox based on Event Horizon's latest ...

A couple of the choices which need to be made in optimization testing of a trading system are which parameters to step, the min to max range and how much to step within the range. In regards to step size, most discussion I’ve seen revolves around the absolute size of the step. For example, if you ...

Great link Ross, thanks.

I’m happy with GFT and was happy to see that of the Retail Forex brokers they have the 2nd highest Excess Net Capital/Adjusted Net Capital ratio in the April 30 report (72%) and are the 4th largest of the retail brokers.

(1) Search for Walk AND Forward in this forum; (2) search for Robusti in this forum; and (3) Google Walk Forward.

In response to the moderator note above, I’ve reattached my blox here – even though as far as I can tell they are still there in my previous post.

As an added “bonusâ€

Attached is an auxiliary blox to assist in checking the performance of 12 Additional Goodness Measures, including Rabid Ric’s Hill Ratio. One way to assess the performance of goodness measures is to run Walk Forward tests where nothing is changed in each Simulation run except the Measure of ...

Or, if you can use Marketplace blox, you might want to try Print_Correlations_Date rev3.tbx in the Correlation & Risk Limiter Blox thread.

Bravo again and thank you Sluggo for all your recent posts. They are unusually valuable and prolific contributions, even in comparison with your usual high standards.

The three Topics you have recently initiated that stand out for me are this “Blending…â€