A quick search on the Trader's Roundtable found this image, in the "Blox Marketplace" section.
(I added the Red annotations myself, for this reply. They weren't in the original).
Search found 1002 matches
- Fri Jun 22, 2012 8:37 pm
- Forum: Money Management
- Topic: Novice Question
- Replies: 16
- Views: 16822
- Sat Jun 09, 2012 10:24 am
- Forum: Testing and Simulation
- Topic: When do you roll over ?
- Replies: 5
- Views: 4332
... when it comes to the actual roll, the target will be the desired spread based on the defined roll strategy, but you can still play with the spread trades since you generally have time to work it. Many people can make money on these roll spread trades, and reduce the system slippage over time .....
- Fri Jun 08, 2012 9:28 am
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 40635
... all good advice, however it is mostly applicable to those with deep pockets who are able to afford this type of diversification ... ... For those that cannot do this, the question still remains ... Here is one way to simultaneously trade numerous different timeframes without having deep pockets...
- Sat Jun 02, 2012 8:47 pm
- Forum: Futures Markets
- Topic: RF contract and Swiss Bank intervention
- Replies: 2
- Views: 3217
- Wed May 30, 2012 8:51 am
- Forum: Testing and Simulation
- Topic: How many years in back testing?
- Replies: 3
- Views: 3262
- Tue May 29, 2012 8:43 pm
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18691
Don't forget that in futures, every long has got a counterparty who is short. Thus it is impossible for everybody to have the same position. Thus it is impossible for the correlation between every pair of trader's positions to equal +1. By definition, half of the positions are long and the other hal...
- Tue May 01, 2012 7:15 pm
- Forum: Trend Indicators and Signals
- Topic: Signal or gap slippage
- Replies: 3
- Views: 6609
- Mon Apr 23, 2012 7:07 pm
- Forum: Testing and Simulation
- Topic: Testing Methods of Ranking Opportunities
- Replies: 4
- Views: 3863
- Sun Apr 15, 2012 11:58 am
- Forum: Futures Markets
- Topic: Interest Rate contracts liquidity
- Replies: 2
- Views: 3119
If you know somebody who runs CSI Unfair Advantage you can ask them to do you a favor. You can ask them to make continuous futures contracts, always rolling N months before expiration, for any N you like between 0 and 12. I think UA won't go out beyond 12, though. Then you could try out some trading...
- Thu Mar 22, 2012 8:54 pm
- Forum: Testing and Simulation
- Topic: Test results: 4 different entries + Random Exits
- Replies: 21
- Views: 39964
- Thu Mar 15, 2012 1:08 pm
- Forum: Money Management
- Topic: When To Start Your System?
- Replies: 28
- Views: 27561
Suppose someone else had started trading your exact system(s) and your exact portfolio(s), three years ago. Also suppose they had started with a small amount of capital and, after three years of trading, had grown it nicely. Further suppose their total account equity today is exactly equal to the a...
- Thu Mar 15, 2012 9:50 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16546
- Thu Mar 15, 2012 9:40 am
- Forum: Testing and Simulation
- Topic: Testing Results Question
- Replies: 17
- Views: 11386
- Mon Mar 12, 2012 6:53 pm
- Forum: Testing and Simulation
- Topic: Testing Results Question
- Replies: 17
- Views: 11386
- Tue Mar 06, 2012 10:12 am
- Forum: Testing and Simulation
- Topic: annual profit target
- Replies: 16
- Views: 11117
I guess if somebody really wanted to, they could perform some what-if experiments on past history. They could cobble together a suite of mechanical trading systems, create the little auxiliary blok described below, and then do some backtests on historical data. They could run backtests with the blok...
- Mon Mar 05, 2012 4:50 pm
- Forum: Futures Markets
- Topic: CSI Symbol for DOW JONES-UBS COMMODITY INDEX
- Replies: 2
- Views: 5969
- Thu Mar 01, 2012 8:58 pm
- Forum: Stocks
- Topic: GICS Global Sector Database Availability?
- Replies: 3
- Views: 7710
- Thu Mar 01, 2012 2:53 pm
- Forum: Testing and Simulation
- Topic: A practical question about coding the Donchian Trend system
- Replies: 4
- Views: 3978
Since the Donchian system is one of the presupplied trading systems that comes for free when you buy Trading Blox software, it is discussed in the Trading Blox User's Guide (section 11.10). You could download the TBUG from the Trading Blox sales website and have a look. You may also want to research...
- Wed Feb 29, 2012 10:16 am
- Forum: Testing and Simulation
- Topic: Complimentary system to Trend following
- Replies: 20
- Views: 13017
- Tue Feb 28, 2012 11:54 am
- Forum: Futures Markets
- Topic: Finessing MOO orders
- Replies: 5
- Views: 4604
If you split your order in half, executed half at market on open, and executed the other half using some kind of slippage_reduction finesse, then You would be able to precisely measure the benefit of your slippage_reduction; the MOO half serves as a benchmark, an experimental control; You would cut ...