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Posts Made By:
tortexal
Forum:
EasyLanguage Programming
November 10th, 2010, 12:39 PM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
pot calling the kettle black here. Cant improve...
pot calling the kettle black here. Cant improve much on the code bc the functions you included are token filed and expire in Dec. So before you get up in arms about my blocking out added inputs,...
Forum:
EasyLanguage Programming
November 9th, 2010, 06:49 PM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
i added money management code to the strat to do...
i added money management code to the strat to do what i talked about in my previous post. the blacked out part covered input names and settings
Forum:
EasyLanguage Programming
November 9th, 2010, 04:28 PM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
When planning a trip to vegas, it is best to have...
When planning a trip to vegas, it is best to have some kind of strategy in sofar as when to get up and leave the hold em table. I leave for two reasons. 1: to keep my winnings 2: to prevent me from...
Forum:
EasyLanguage Programming
November 9th, 2010, 11:30 AM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
Have to know when to walk from the table. ...
Have to know when to walk from the table.
That aside, we already know the system is anything but robust.
Forum:
EasyLanguage Programming
November 9th, 2010, 10:25 AM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
Then to refute the previous statement that stops...
Then to refute the previous statement that stops and profit targets only hurts performance, below are the exact same settings as above but with basic money management:
As you can see, you go from...
Forum:
EasyLanguage Programming
November 9th, 2010, 08:55 AM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
Here's performance w slippage going back to...
Here's performance w slippage going back to 1/1/2008. As you can see, the use of mkt orders and not accounting for even 1 tick in slippage completely destroys the strat, which is an enormous problem....
Forum:
EasyLanguage Programming
November 8th, 2010, 10:26 AM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
can you post you strat inputs for this time...
can you post you strat inputs for this time period? this is for the NWA_ES_R3a system. I ran an optimization from 9/26 to now, then looked at performance from 1/1/2008 and its straight off a cliff. i...
Forum:
EasyLanguage Programming
November 6th, 2010, 02:10 PM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
if its 5k and 2.5 per week, for the month the...
if its 5k and 2.5 per week, for the month the amount you're willing to lose regardless if you turn the system off or not is $20,000 and $10,000 per month. initial margin on a mini is what 5600? This...
Forum:
EasyLanguage Programming
November 5th, 2010, 12:45 PM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
if that gets hit every day for the week how much...
if that gets hit every day for the week how much $$ do you lose?
understoodd whats why im reccomending you incluse the full cost of the xaction (comission and slippage) so that you are able...
Forum:
EasyLanguage Programming
November 5th, 2010, 07:39 AM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
if you're using market orders then you'd have...
if you're using market orders then you'd have 12.50 in slippage per side for a total of $25 per RT which is not being acounted for. if you can please enter than amount in your strat properties and...
Forum:
EasyLanguage Programming
November 4th, 2010, 01:47 PM
Replies:
70
Profitable Neural Network Strategy
Views:
47,568
Posted By
tortexal
how much slippage and comission are included in...
how much slippage and comission are included in the reports you are dispaying?
and this is your 1 yr performance?
https://nexusfi.com/attachment.php?attachmentid=22552&d=1286906883
Showing results 1 to 11 of 11
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