Hi, I’m struggling to get the same settlement price as the NQ futures on CME. On their site it says it’s calculated by VWAP at 14:59:30-15:00 CT...
Really interesting this is. I get that now (I think!). What you're saying is you don't want much variance from the mean because it kind of says...
That was exactly what i thought may be the case, i just wasn't sure. Thats a good point, i'll look into that. This is the first time i've ever...
Not sure how to answer your question to be totally honest, apologies for my lack of understanding, trying to learn as i go. Here are the...
thanks, I simply used a parameter ranging from 50% to 130% and optimised it in steps of 10, so only 8 iterations. I don’t like to optimise much....
Hi, I did a walk forward backtest, 4 years INS, 1 year OOS, starting in 2007. I optimised one parameter to find the best value for each INS and...
Thanks both, makes sense. Yes when backtesting i try and use as much data as possible.
Something I’m trying to learn and understand at the moment is comparing system results when the backtest length is different for some markets....
Hi, I’ve been learning and researching about Monte Carlo simulations. Currently building my own one in spreadsheet form. However, If my back...
Hi, my minimum exposure on my order ticket for WTI crude says £435 - that's the minimum i can buy - 8 barrels, but in the sheets calculation it...
Thanks, i put 4 as my order ticket with my broker said the spread was 4 but i see what you mean now. Only thing i'm unsure of is why the results...
Apologies here you go - Thanks [IMG]
Hi, I'm calculating my costs for the starter system, in particular the 10YR US Bonds futures. The total normalised costs came out very high (for...
Thanks Rob, I appreciate your time and replies on this, it really means a lot to me. I've just recalculated my costs actually as i forgot that on...
Hi, Just doing my starter system with 2 instruments but am a touch skeptical about my risk adjusted costs, they seem extremely low. I’m trading...
Yes apologies I just figured it out by multiplying it by 100.
Thanks Rob, that makes sense. Quite a newbie here so appreciate that info.
Hey all, I'm working through the LT book and have been doing spreadsheets of costs/inst risk/min capital req - problem i'm having is im finding it...
Oh damn it yes! sorry i see that now! Ugh sorry about that. Long day, head has not left the book!
Quick question regarding minimum capital calculations for the starter system in Leveraged Trading please - The minimum units I can buy on CMC...
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