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
Search found 11 matches
- Tue Mar 08, 2005 10:04 am
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 84142
- Tue Mar 08, 2005 9:43 am
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 84142
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...
- Fri Jan 14, 2005 9:05 am
- Forum: Data Providers and other non testing software
- Topic: Compressing tick data
- Replies: 2
- Views: 4636
- Thu Jan 13, 2005 11:56 am
- Forum: Data Providers and other non testing software
- Topic: Compressing tick data
- Replies: 2
- Views: 4636
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
How can I do this using either using Excel or some other software?
I would be grateful for any suggestions.
Sam
- Wed Jan 05, 2005 10:30 am
- Forum: Testing Software
- Topic: Just my experiences so far..
- Replies: 1
- Views: 3955
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...
- Tue Dec 14, 2004 8:01 am
- Forum: Testing and Simulation
- Topic: Statistical approach to trailing stops
- Replies: 7
- Views: 8322
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...
- Tue Mar 16, 2004 12:38 pm
- Forum: Futures Markets
- Topic: Record low followthrough in S&P
- Replies: 5
- Views: 7037
- Tue Mar 16, 2004 12:30 pm
- Forum: Futures Markets
- Topic: Record low followthrough in S&P
- Replies: 5
- Views: 7037
- Sun Jan 11, 2004 4:03 pm
- Forum: Money Management
- Topic: Black Swans
- Replies: 14
- Views: 15170
- Sun Jan 11, 2004 2:42 pm
- Forum: Money Management
- Topic: Black Swans
- Replies: 14
- Views: 15170
- Wed May 21, 2003 2:39 pm
- Forum: Money Management
- Topic: Black Swans
- Replies: 14
- Views: 15170
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...