Search found 3 matches

by Reggie Johnson
Thu Sep 23, 2004 12:14 am
Forum: Testing and Simulation
Topic: System performance
Replies: 9
Views: 15374

Perhaps I'm missing something...

I traced the code to http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=12868

This code seems really incomplete, where are the money management rules? How can you have test results without bet sizing? What does Wealthlab do when you run out of cash for ...
by Reggie Johnson
Thu Jul 08, 2004 8:08 am
Forum: Stocks
Topic: Stock Margin Questions from a Futures Trader
Replies: 0
Views: 6239

Stock Margin Questions from a Futures Trader

I noticed a discussion about margins in the Beta section that made me realize I have no idea how margins work for stock trading.

How do stock brokers account for your open positions?

Do they mark the positions to market each day like they do with futures?

If I have $100,000 and buy 1,000 shares ...
by Reggie Johnson
Fri May 09, 2003 7:52 am
Forum: Testing and Simulation
Topic: Have the Optimal Parameters Changed?
Replies: 5
Views: 8411

Interesting subject. How do others change their system's or system values or parameters over time?

How do you know when you should make changes?