Search found 5 matches

by george chahine
Wed Nov 03, 2004 3:58 pm
Forum: Testing and Simulation
Topic: By What Measure? - How do You Know if a System is Good?
Replies: 83
Views: 77090

Thanks Tim

Thanks Tim.
GC
by george chahine
Wed Nov 03, 2004 11:00 am
Forum: Testing and Simulation
Topic: By What Measure? - How do You Know if a System is Good?
Replies: 83
Views: 77090

MAR

Can someone tell me what does MAR stand for? How is it calculated?
Thanks.
GC
by george chahine
Sun Oct 31, 2004 9:42 am
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 57892

2.3 win/loss size

Kiwi, Thanks for your reply. The only remaining question: Is it reasonable to expect a win size / loss size ratio of 2.3 on a daily basis? And can you get that signal as fequently as 6 times a day? One way to do it is to have very tight stops, but then doesn't one whipsaw a lot and doesn't the hit r...
by george chahine
Sat Oct 30, 2004 11:12 am
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 57892

Interesting conversation

kiwi and George, What you say is very interesting. But I am still biased toward Tom. I am still not able to see how you can make 2% per day. Can we go back to Kiwi's example about 6 trades a day with a 70% or 60% hit rate and a 0.5% bet size? If I do some math, I get this [please help me where I am ...
by george chahine
Thu Oct 28, 2004 12:34 pm
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 57892

System can address that

I don't think being high on N and O is a hinderance to trading or trend-following as long as the trader is aware of these tendencies and designs his system around them. For example, a successful trader who is high on N&O might be trading a long-term system and spending his time / energy on developin...