Search found 11 matches

by Sam
Tue Mar 08, 2005 10:04 am
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 59285

Kiwi,

An average of 2% (non compounding) a day equates to a return of 500% on the original capital (assuming 250 trading days a year)! Kiwi, are you generating this sort of return? If so, that's astounding!!

Sam
by Sam
Tue Mar 08, 2005 9:43 am
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 59285

Probably the hardest thing i have had to deal with so far, is being psychologically willing to let a profit turn into a loss....or letting a profit turn into being stopped out for no gain or loss. From what i recall, i believe c.f. stated this psychological hang up was one of the larger stumbling b...
by Sam
Fri Jan 14, 2005 9:05 am
Forum: Data Providers and other non testing software
Topic: Compressing tick data
Replies: 2
Views: 3696

Kevin,

Many thanks for this. Unfortunately I don't have Java. However I have now managed to convert price ticks to 5 sec bars using Amibroker (with the developer's help).

Cheers,

Sam
by Sam
Thu Jan 13, 2005 11:56 am
Forum: Data Providers and other non testing software
Topic: Compressing tick data
Replies: 2
Views: 3696

Compressing tick data

I have some tick data in ascii/csv format that I would like to compress into open-high-low-close time bars (e.g. 5 sec, 15 sec, 1 minute etc), again as ascii or csv format.

How can I do this using either using Excel or some other software?

I would be grateful for any suggestions.

Sam
by Sam
Wed Jan 05, 2005 10:30 am
Forum: Testing Software
Topic: Just my experiences so far..
Replies: 1
Views: 3330

Just my experiences so far..

Up to November of last year, I have been developing systems and back testing by hand using historical charts. Not the easiest of tasks, although certainly pretty laborious! The charts I referred to were both end-of-day and intraday (in order to check if positions were stopped out and had to be reent...
by Sam
Tue Dec 14, 2004 8:01 am
Forum: Testing and Simulation
Topic: Statistical approach to trailing stops
Replies: 7
Views: 6496

Why would you decrease your profit target if volatility has increased? If vol has increased, then surely you would be more likely to be stopped out on trades. In order to compensate, would you not need to increase your profit targets? I suppose if you are measuring vol using ATR, then adjustments du...
by Sam
Tue Mar 16, 2004 12:38 pm
Forum: Futures Markets
Topic: Record low followthrough in S&P
Replies: 5
Views: 5775

Blueberrycake,

Would you be able to post a link for the above chart - no problem if it's proprietary...

cheers

Sam
by Sam
Tue Mar 16, 2004 12:30 pm
Forum: Futures Markets
Topic: Record low followthrough in S&P
Replies: 5
Views: 5775

I experienced quite a drawdown on my S&P system because of the decline in movement. In January I was becoming quite scared since all the trades I made were losers. From back testing the system since the S&P (big) futures started, I have never had a month where all the trades were losers. Fortunately...
by Sam
Sun Jan 11, 2004 4:03 pm
Forum: Money Management
Topic: Black Swans
Replies: 14
Views: 11518

Thanks for mentioning it - I will check it out....
by Sam
Sun Jan 11, 2004 2:42 pm
Forum: Money Management
Topic: Black Swans
Replies: 14
Views: 11518

Exclusion list? By this do you mean particular instruments are excluded or is there a list of incidents where they will not guarantee the stop?
by Sam
Wed May 21, 2003 2:39 pm
Forum: Money Management
Topic: Black Swans
Replies: 14
Views: 11518

Black Swans

Dear All, I was wondering what type of protection, if any, do traders have against the 'black swan' type event in their daily trading activities. For those those who don't know to what I am referring to, I am talking about 'rare' events such as sudden market crashes, currency devaluations, market su...