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Why don't you trade it, as they say, in real life using real money at 1/10th position size, for 2000 trades? If it's a really spectacular system, this little test will give you some very comforting confirmation, and it only costs you 3 months of your life. On the other hand, if there is a...

Make contour plots -- you only need 28 of them. The human eye+brain is very good at interpreting contour plots. Math: binomial coefficient C(8,2) = 8*7/2 = 28.

I've fooled with similar things in the past. I recall that (backtest simulated) performance was improved when trades were entered using price orders (stop, limit). If the goal of the system is to see a favorable move and then jump aboard, stop orders helped. If the goal is to fade a move and...

I think you may have better success if you attempt to define (or to calculate) the asymptotic upper bound to scalability, for a given ensemble of trading methodologies applied to a given set of tradeable instruments. How much money is too much? Can you trade the ensemble with 10^6...

Why don't you get Intrade to list a futures contract on this Cold Fusion concept? They already trade a contract on a different (competitor) fusion based generator (LINK HERE) You could support Andrea Rossi and make a huge profit for yourself, trading these futures. But first you need to...

It varies by broker. Some are allowing you to take new short positions the EuroSTOXX and the MIB and the CAC, others aren't. I am told that IB and MFG are in the former camp, Newedge the latter. Call your broker and find out the details, there.

You could choose other allocations besides (Sys1=100%, Sys2=0%) and (Sys1=0%, Sys2=100%). Perhaps when the indicators are in Condition X, you might allocate (Sys1=70%, Sys2=30%). However when the indicators are in Condition Y, you could allocate (Sys1=30%, Sys2=70%) instead.

Yes there is. I am sure you will find it after a brief search, and post it here.

Pinnacle Data rolls on the 11th. I think they do it on the Close. http://www.pinnacledata.com/clc.html You may want to briefly consider the idea of NOT trading all twelve months of the NYMEX energy contracts. You may want to think about rolling less often than 12x per year. For example...

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It isn't mandatory to roll your entire position on one fixed day. If you wanted to, you could roll 20% on day X, another 20% on day (X+1), another 20% on day (X+2), 20% more on day (X+3), and a final 20% on day (X+4). This smooths out some of the random fluctuations in the price for the...

I kinda think the USA's best friend might be CanaMexiBritian more so than Israel. And those nice folks from France, who gave us the Statue of Liberty, and fought with us in the War of Independence, are darn good friends too.

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A CTA who offers to trade your account, will give you a document called a "Disclosure Document." Read it. The CTA won't trade your account until you've signed an affadavit saying that you've read the Disclosure Document. A commodity pool who offers you an interest in the pool (an...

Van Tharp's book "Trade Your Way to Financial Freedom" discusses this on pages 253 to 255. Chuck LeBeau's book "Computer Analysis of the Futures Markets" discusses it on pages pages 170 to 174. And here are a couple of chat-board discussion threads that touch upon the same theme: (Link-1)...

There's another interest rate product on Eurex, that's definitely worth exploring. I trade it and I'm not alone. Schatz, BOBL, Bund, BUXL. Check the Eurex website, check your broker's website, check your data vendor's website. See what you think.

Here's one way to trade hundreds (or thousands) of different trading systems, out of a modest sized account: Trading a large number of systems without a large account (link) One way to decide which systems to put in your harem, is to choose a set of systems whose equity curve RETURNS have...

Coolweb: I can predict the future ET: Why so can I, so can everyone. It's dead easy. What's hard is to predict AND BE CORRECT. Henry IV (W. Shakespeare), Part I, Act 3, scene 1: Glendower: I can call spirits from the vasty deep. Hotspur: Why so can I, so can any man. But will they...

Yes there is. Here is how you can discover it for yourself. First, calculate your total risk of the position at the time of entry: ($ risk per share at entry) x (#shares at entry). Let us call this number "TRAE" for TotalRiskAtEntry. Now, some amount of time after trade entry, calculate...