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Posts Made By:
markbrown
Forum:
Traders Hideout
March 10th, 2013, 10:15 AM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
i want to help the op that is why i am here...
i want to help the op that is why i am here anyway. he can win this negative and make it a positive by breaking from typical accepted theory.
i will state that the op expects to get a fill on his...
Forum:
Traders Hideout
March 9th, 2013, 11:57 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
any model that has slippage is not built...
any model that has slippage is not built properly, i stated before that a no slippage model would be buying while the market is going down while in a uptrend. this gets you positive slippage and...
Forum:
Traders Hideout
March 9th, 2013, 11:33 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
mike did you pay to become and elite member? no...
mike did you pay to become and elite member? no - yet i bet you are one right?
same principle applies to many in the business but with commissions.
the purpose of my post was to get people...
Forum:
Traders Hideout
March 9th, 2013, 05:10 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
i think this was uncalled for honestly " You...
i think this was uncalled for honestly " You cannot give something away which you clearly do not possess. "
i did not use someone else's quote against you like that. i think you don't know what...
Forum:
Traders Hideout
March 9th, 2013, 04:06 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
you have a great weekend also but make note of...
you have a great weekend also but make note of this:
unlike yourself you will see that i never lowered myself to getting mad or upset or making accusations with quotes from someone intended to...
Forum:
Traders Hideout
March 9th, 2013, 02:50 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
build your model to take advantage of positive...
build your model to take advantage of positive slippage -
back on topic - to reduce slippage and commission on a conventional trading model you could do as counter trend traders do and buy into a...
Forum:
Traders Hideout
March 9th, 2013, 02:27 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
the facts are i have no transaction cost or...
the facts are i have no transaction cost or slippage - how i obtain that i have flirted with telling you that is why it will or will not make sense. you sound like you have experience in "formal"...
Forum:
Traders Hideout
March 9th, 2013, 01:03 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
Prime bank customer - outside the exchanges. ...
Prime bank customer - outside the exchanges. What your talking about does not apply.
mark brown
ps
pulled off google.. Definition of 'Interbank Market'
Forum:
Traders Hideout
March 9th, 2013, 10:50 AM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
bank's not retail firms or even clearing houses -...
bank's not retail firms or even clearing houses - will pay prime customers to provide liquidity. the prime customer, put's up as collateral the equivalent of his house to gain a bicycle so it is...
Forum:
Traders Hideout
March 9th, 2013, 08:47 AM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
this is what i live by - lay out the choices to...
this is what i live by - lay out the choices to correct this and a human mind can not come up with a logical solution. i am fully an advocate of machine learning, if not for that i would never have...
Forum:
Traders Hideout
March 9th, 2013, 01:14 AM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
some people have credit cards that pay points and...
some people have credit cards that pay points and some do not. even when you get points you paid for them right so what did the points cost that you didn't receive but yet you paid for them.
...
Forum:
Traders Hideout
March 9th, 2013, 12:30 AM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
let me spark your interest in my answer with a...
let me spark your interest in my answer with a question: in what case would i not only "not" include cost in backtesting to be realistic but yet would in fact have to add profits to the backtesting...
Forum:
Traders Hideout
March 8th, 2013, 10:56 PM
Replies:
30
How large should transaction costs be for backtesting futures?
Views:
16,233
Posted By
markbrown
i would never use any transaction or slippage...
i would never use any transaction or slippage cost when backtesting. doesn't mean that i ignore the cost it just means that have good reason to deny it's presence in the testing process.
mark...
Showing results 1 to 13 of 13
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