Traders' Roundtable

Good question-I'm logged in but no access....Do you have to be current with the maintenance program perhaps??

Same here.....

Levi,

Your monthly returns are interesting. Do you have a high risk/trade? Or are you trading a very correlated portfolio?

I designed my system to be more conservative, I don't have any losing months (yet) greater than 20%, conversely I don't have any winning months greater than 24%.

I see you ...

Personally I think it is suicidal to use improper MM in any market (!). I am happily using the good old FF MM in TB, but I only risk 1% per trade.

The stops move quickly enough with favourable trades, such that open risk per trade drops immediately if the trade moves in the desired direction.

At ...

Or you could try Sharescope. The end of day package costs £18 per month and includes data back to 1995.

www.sharescope.co.uk

Are you absolutely sure you are comparing the same month? Mar and May are about 9c apart. Could this explain the difference?

Thank you for your continued input! I can't honestly say I fully understand the maths, but the article is fascinating none the less.
How do you have the time to do all of this?
Please write a book-it would be a best seller I'm sure!

Thanks again.

Not working here in the UK at 10.00 am

Same here too!

Anthony are you visiting Guernsey on your travels? Perhaps you would like to meet if you are coming this way, PM me if this fits in with your travel plans.

John

I have been using 2.10.7.9 with no issues. 2.9.3 is not rated for use with Vista.
Both Vista and 2.10 have worked fine for me.

Sluggo your modesty is touching, but I and many others I'm sure, really appreciate your posts. You clearly have a depth of knowedge and understanding of trading which helps makes this forum the great place it is.

I read each and every post of yours-yes you definately deserve "elevation" above ...

Yep have used F Fox3 since is was beta with no issues. It got the best write up for browser in September's PC Plus, beating such names as Opera and Safari.

...another reason to stick with Firefox. It seems IE8 is still beta though.

Been using XP SP3 on numerous machines without issue and also Vista SP1, again without any problems.

Probably most people here have read WOTT where he makes the point that (using your graph above):
"...parameter 29 represents a better value to trade but one where the future actual trading results probably will be worse than that indicated by historical test."
Quote from p170

You may have to review your testing procedure. Did you test in a way that has over-optimised the parameters to the data?

Have a read of Bob Pardo's books on testing and optimising trading strategies. He suggests using a portion of data for what he calls "Walk-Forward Analysis" of WFA. He cautions ...

Spreadbetting companies will offer a "guaranteed" stop loss if you want it, however you pay for it with a wider spread in the price. Personally I don't use guaranteed stop losses as the spreads are wide enough already and gaps are quite rare, but the extra protection is available if required.

The ...

Just had a look at CSI latest software. Version 2.10.6 (beta) has returned.

Recently 2.10.5 came, went, came back and now has gone again(!). I think I will stick with 2.9.3 as it seems to work ok.

Why do they keep issuing and withdrawing newer versions? Aren't they tested properly before release?

I would check your figures. The March sugar contract from MF Global indicates a much higher OI than you suggested: