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Re: Portfolio backtesting: Behold



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Hi Steve,

Steve Research wrote:
> Behold has dynamic money management , portfolio optimizer and it is able to
> run multiple systems on multiple markets.

I asked you again earlier, but maybe you missed my question:

Could you post some results of a simple channel-breakout system, traded
over a 15-market portfolio, with dynamic money-management, using Behold
? What I have in mind is what Mark Johnson did at
http://traderclub.com/discus/messages/18/348.html#POST1220

 
> Pierre, nothing wrong with TS if you want to use real-time data and you
> trade 1-2 markets, but if you are looking for portfolio backtesting with
> dynamic money management, TS sucks. You can reply that you can use Rina
> stuff but their MM is fixed, it's not language driven and with the $$ you
> pay to get TS+Rina you can get 6 copies of Behold.

Well... you are comparing MAJOR apples and oranges here, because TS+Rina
*ISN'T* portfolio backtesting with dynamic money management. And I'm not
talking about the inability to use your own betsizing strategy (which is
limiting ofcourse), but the fact that RINA is based on FLAWED CONCEPTS.

I'll ask again: Please provide a portfolio backtest with dynamic money
management, using Behold. Any system will do, preferrably a very simple
channel breakout with fixed-fractional betsizing, over a dozen or so of
markets during the last 10-20 years. Since you said you also use Trading
Recipes, you know that it would only take a couple of minutes.

Regards, M.