Search found 5 matches
- Fri Jun 12, 2009 3:53 pm
- Forum: Testing and Simulation
- Topic: Long term trend following on equities a fool's game?
- Replies: 64
- Views: 53014
Trendfollowing works on any asset class
Imho trendfollowing works on any asset class. Whether you can build a unified system that works for all assets is another story. One factor to consider between different asset classes is volatility. Stocks are most volatile, Forex the least, bond and commodities in the middle. That's why you can get...
- Thu Apr 09, 2009 4:52 pm
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 118037
- Sun Mar 29, 2009 8:47 pm
- Forum: Testing and Simulation
- Topic: Support for custom built C++ DLL?
- Replies: 1
- Views: 2531
Support for custom built C++ DLL?
Hi, I remember there was a discussion about supporting custom build C++ DLL in TBB, however I couldn’t find any relevant info from current TBB guide. Has there been any progress recently? As a matter of fact I don’t own TB yet. I evaluated TBB about a month ago and I really like it a lot. Within...
- Sun Feb 22, 2009 12:22 pm
- Forum: Testing and Simulation
- Topic: TB simulation: FX slippage etc
- Replies: 6
- Views: 5035
How to enforce hard stop?
Hi, Thanks all for the reply. Truly helpful. By making sure to place order at the beginning of each day, now my stop orders, if triggered, do get executed on the same day instead of the next day :D In addition, by setting "use pips based slippage" to FALSE and setting global slippage to 0....
- Thu Feb 19, 2009 11:17 pm
- Forum: Testing and Simulation
- Topic: TB simulation: FX slippage etc
- Replies: 6
- Views: 5035
TB simulation: FX slippage etc
Hi, I am evaluating TB Builder and have quite a few questions. To get a feel for how easy it is to build some new strategies, I created a simple indicator to signal entry point using stop orders, and use simple moving average as trailing stop. I wish to simulate the following exit strategy: at the b...