Trading Knowledge Base
The Traders' Roundtable forum has been running since 2003. Its archive holds original research, hard-won practical detail, and a great deal of argument between people trading real money — but twenty years of threads is difficult to navigate.
These 16 guides map the best of it by subject. Each one groups the threads worth reading first and says what they concluded, so you can go straight to the material rather than dig for it. Reading the forum is open to everyone; posting requires a free account.
Systems and testing
How mechanical systems are built, tested, and judged.
The Original Turtle Trading System
The complete rules and twenty years of argument about them — including published test results for the "last trade was a loser" filter, and what the Turtles themselves said about which parts mattered.
Read the guide →Testing and Simulation
Original research from members: random-entry and random-exit experiments, whether profit targets help, blending uncorrelated equity curves, and how to tell a good system from a lucky backtest.
Read the guide →Money Management
Position sizing, optimal f and why the peak of that curve is the wrong place to bet, portfolio heat, correlation, and how much capital a diversified futures portfolio really needs.
Read the guide →Trend Indicators and Signals
Defining a trend in code, entry filters, exits, adaptive indicators, and which markets actually trend — plus a trap that quietly randomises your system when you cap open positions.
Read the guide →Commercial and Public-Domain Systems
What happened when members traded systems they bought, including a long real-time account of a severe drawdown, and the rule of thumb the forum settled on for what to expect live.
Read the guide →Short-term and Day Trading Systems
The case for and against shorter holding periods, volatility regimes, pattern methods, and the hard question of why short-term systems rarely show long public track records.
Read the guide →Markets, brokers and data
The practical knowledge a backtest will never tell you.
Futures Markets
Contract specifications that data vendors get wrong, exchange quirks, liquidity distribution in Japanese contracts, spreads, and counterparty risk after the broker failures.
Read the guide →Stocks
Survivorship bias and what it does to an equity backtest, split-adjusted data, momentum and sector rotation, and testing across thousands of instruments.
Read the guide →Forex
Why spot behaves differently from currency futures, the carry your price data silently ignores, charted midpoints versus executable prices, and building a multi-currency portfolio.
Read the guide →Brokers
Choosing a broker for systematic trading, what a clearing agreement permits a broker to do with your collateral, and execution problems that only appear once real orders go out.
Read the guide →Data Providers
Which vendors members used and why, historical data corrections that change your results after the fact, roll and splicing settings, and the file formats Trading Blox expects.
Read the guide →The trader
Psychology, and trading as an occupation.
Trader Psychology
Whether you are built for trend following, what a drawdown actually feels like when it is your own money, and the harder problem of a large gain you are itching to take.
Read the guide →On Becoming a Pro
Trading your own money versus managing others, what raising assets is really like, and a simulation showing how much of an impressive track record can simply be luck.
Read the guide →Trading for a Living
How much capital it takes to replace a salary, working the number backwards from what you earn now, going live, taxes, slippage, and how you take a holiday.
Read the guide →Starting out
Where to begin, and what to read.
Total Newbie Questions
The questions everyone asks, answered by people who had been trading for decades — including the testing traps that catch beginners and how much money you actually need.
Read the guide →Books, Courses, and Seminars
Twenty years of reading recommendations from working traders, with honest disagreement about which famous books deserve their reputations.
Read the guide →Trading Blox customers also have a guide to the Trading Blox Support forum, covering order generation, data setup, system building and release history. Open it after signing in, or see the documentation.