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- 44 Results (2 Threads , 42 Replies )
- wguan replied May 27, 2011
Turtle System Results on a basket of futures..
- wguan replied May 27, 2011
I wouldn't suggest that...its curve fitting. Buts nontheless, it sounds enticing...
- wguan replied Mar 2, 2011
Great system(s)(?) you got there. I thought i had a similiar system last week but it turned out to be a postdictive error in my code....: ( Anyways, I still consider myself a newbie so sorry about the noob questions haha. What is a fitness algo? and ...
- wguan replied Feb 26, 2011
anyone got ideas about other position sizing algorithms? -kelly criterion -volatility based these seems to be the only one i know. in terms of kelly, the equation is: Kelly = ((WP * W/L) - (1 - WP)) / W/L where: WP = Winning percentage W/L = Avg ...
- wguan replied Feb 23, 2011
parameters looking at are... no platform fees cheap commissions preferably no data fees
- wguan replied Feb 22, 2011
oh oops. i typed it wrong. I meant the number 4 volatility based algorithm is the most perferred one. I only risk 2% max on any trade. I have two systems but then I am not sure if i should risk the same amount for each one. They complement each ...
- wguan replied Feb 22, 2011
is there any books you recommend?
- wguan replied Feb 22, 2011
Also wanted to know more about position sizing algorithms. There seems to be only the following category of position sizing algorithms. 1. Fixed-amount model 2. Equal leverage model 3. Percent risk model 4. Percent Volatility model Is there more? ...
- wguan replied Feb 21, 2011
I'm also looking for a discount futures broker. Any opinions?
- wguan replied Feb 19, 2011
I don't think my systems are high frequency. They operate on the daily timeframe.
- wguan replied Feb 17, 2011
M: I also came along this thing called walk forward analysis in Pardo's book. From what my understanding, you separate your data into 2 segments. Test and optimize the initial segment while use the second segment to do the final testing. I am not ...
- wguan replied Feb 17, 2011
url this will give u a rough idea on how the pros do it back in the 80s. Implementing volatility measures to risk manage will really help with your trading Trading blox is a great backtesting software but I think mechanica is more down to earth ...
- wguan replied Feb 16, 2011
System Development — I have been testing out strategies in my backtesting program and the results has been showing some drawdowns which I am uncomfortable with. From anyones experience, is there some ways to decrease DD while increase the ...
- wguan replied Jan 3, 2011
Count me in
- wguan replied Dec 23, 2010
haha, i don't think so, i actually am reflecting on my idea of using and EA. I think they will rather assist me in terms of entry but in terms of exit, i feel that i will have an money management EA to and myself to handle that.... as for my ...
- wguan replied Dec 23, 2010
does anyone have any variations of MM strategy where it lets them successful (most of the time) ride the trend? my current idea.....got from a trading system here at FF -open 2 lots, and set TP for one lot at 50 and the other at 100; SL for both are ...
- wguan replied Dec 21, 2010
hey buddy, no worries, im still 19. I have experienced bad times in trading, as a matter of fact, its inherent in this business. Loosing is like the price you pay for experience. I hope you things will turn positive for you.
- wguan replied Dec 21, 2010
Anyone uses expert advisors? how do you manage your trades with them. I have been backtesting a OzFX_MethodV2 for a while and the backtest is just not working, I would ultimately want to bring some EA to live trading, but how do you go about ...
- wguan replied Dec 21, 2010
sry, i am not particularly fast in learning , another follow up question: are you saying that if i don't put a stoploss, the backtest will simply treat my trailing stop as my stop loss?
- wguan replied Dec 21, 2010
Thanks so much for all the pointers, I really need them to improve. And with more people discussing, the more closer in terms of getting the point of MM across. The main problem I have right now is how to use TP, SL, TS, to complement each other. Do ...