Good Day All,
I have recently upgraded my Computer to the new specifications as shown below. After comparing the processing speed during optimization in TB, I found the optimization time taken to be similar and there was no marked increase in the optimization speed of trading blox at all.
Is there ...
Search found 12 matches
- Fri Mar 09, 2012 10:13 pm
- Forum: Testing and Simulation
- Topic: How to improve the processing speed of Trading Blox?
- Replies: 0
- Views: 3274
- Mon Jun 06, 2011 11:04 pm
- Forum: Testing and Simulation
- Topic: Robust Optimization Question
- Replies: 7
- Views: 7945
- Fri Jun 03, 2011 7:50 am
- Forum: Testing and Simulation
- Topic: Robust Optimization Question
- Replies: 7
- Views: 7945
- Thu Jun 02, 2011 4:37 am
- Forum: Money Management
- Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
- Replies: 9
- Views: 12214
- Thu Jun 02, 2011 4:30 am
- Forum: Testing and Simulation
- Topic: Donchian or Modified Turtle System on Weekly Time Frame
- Replies: 4
- Views: 5497
- Wed Jun 01, 2011 1:44 am
- Forum: Testing and Simulation
- Topic: Robust Optimization Question
- Replies: 7
- Views: 7945
Robust Optimization Question
Hi all,
I realise that the issue of robust optimization and the problems of overcurvefitting have been mentioned in this forum. However, I would appreciate everyone's comments on the proper sequence for optimization. Assuming I have accurate end of day futures data for the last 25years years and I ...
I realise that the issue of robust optimization and the problems of overcurvefitting have been mentioned in this forum. However, I would appreciate everyone's comments on the proper sequence for optimization. Assuming I have accurate end of day futures data for the last 25years years and I ...
- Fri May 27, 2011 8:11 am
- Forum: Money Management
- Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
- Replies: 9
- Views: 12214
- Fri May 27, 2011 7:58 am
- Forum: Money Management
- Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
- Replies: 9
- Views: 12214
Hi AFJ Garner, just to follow up on your earlier comment that 'over the long term few if any have achieved a return greater than their maximum draw down", I must say that I am absolutely in agreement with what you have mentioned. After extensive testing and tweaking with some of TBB's systems over a ...
- Fri May 27, 2011 6:41 am
- Forum: Testing and Simulation
- Topic: Donchian or Modified Turtle System on Weekly Time Frame
- Replies: 4
- Views: 5497
Donchian or Modified Turtle System on Weekly Time Frame
Hi all,
I was wondering whether has anybody had any experience testing the Donchian or Modified Turtle system on weekly data?
I have been searching the forum for quite some time and I can't seem to find a guide on testing systems on the weekly time frame?
Could somebody point a newbie such as ...
I was wondering whether has anybody had any experience testing the Donchian or Modified Turtle system on weekly data?
I have been searching the forum for quite some time and I can't seem to find a guide on testing systems on the weekly time frame?
Could somebody point a newbie such as ...
- Fri May 27, 2011 5:55 am
- Forum: Money Management
- Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
- Replies: 9
- Views: 12214
- Fri May 27, 2011 3:30 am
- Forum: Money Management
- Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
- Replies: 9
- Views: 12214
Thanks for your reply AFJ Garner. Yes I am using Sluggo's BBBO RM and after switching off it, I noticed that the difference in trades has shrunk tremendously, but the drawback was the increase in DD length and TE DD.
By the way AFJ Garner, I have been tweaking the Modified Turtle System and I can ...
By the way AFJ Garner, I have been tweaking the Modified Turtle System and I can ...
- Fri May 27, 2011 1:31 am
- Forum: Money Management
- Topic: Number of Trades Decrease as Risk Per Trade (%) Increases?
- Replies: 9
- Views: 12214
Number of Trades Decrease as Risk Per Trade (%) Increases?
Hi all,
I did a few modifications to AFJ Garner's "Modified Turtle System" by switching the traditional MACD Porfolio Manager for a Moving Median PM and adding additional Chandelier Stops to the system. In additional, I have also changed the Fixed Fractional MM to risk a percentage of core equity ...
I did a few modifications to AFJ Garner's "Modified Turtle System" by switching the traditional MACD Porfolio Manager for a Moving Median PM and adding additional Chandelier Stops to the system. In additional, I have also changed the Fixed Fractional MM to risk a percentage of core equity ...