Turtle System Results on a basket of futures..

Simplified original turtle trading system

I wouldn't suggest that...its curve fitting. Buts nontheless, it sounds enticing...

Generic MA Crossover Version 2 [TD]

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 ...

Systematic trading

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 ...

Systematic trading

parameters looking at are... no platform fees cheap commissions preferably no data fees

Futures Trading Broker

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 ...

Systematic trading

is there any books you recommend?

Systematic trading

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? ...

Systematic trading

I'm also looking for a discount futures broker. Any opinions?

Futures Trading Broker

I don't think my systems are high frequency. They operate on the daily timeframe.

Systematic trading

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 ...

Systematic trading

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 ...

MM for simple dual crossover

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 ...

Systematic trading

Count me in

Need Trading System Testers

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 ...

Money Management - the art of the exit

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 ...

Money Management - the art of the exit

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.

Money Management - the art of the exit

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 ...

Money Management - the art of the exit

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?

Money Management - the art of the exit

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 ...

Money Management - the art of the exit