Search found 11 matches

by trending3029
Wed Sep 04, 2013 9:31 pm
Forum: Testing and Simulation
Topic: Important - Know when to break the rules
Replies: 5
Views: 4232

Thanks for bringing this up. I've had similar instances where I've had to turn off systems. What I found interesting Tom Basso's comment in a podcast " I would shut myself in a room and ask my secretary not to bother me unless there was something urgent and I would take a look at the market and the ...
by trending3029
Wed Aug 28, 2013 12:19 am
Forum: Testing and Simulation
Topic: Volatility risk filter blox
Replies: 3
Views: 3651

You could also use Kaufmans efficiency ratio: ER = Direction / Volatility Where: Direction = ABS (Close – Close[n]) Volatility = n ∑ (ABS(Close – Close[1])) n = The efficiency ratio period. Here is an example of a 3 period ER: - See more at: http://etfhq.com/blog/2011/02/07/kaufmans-efficiency-r...
by trending3029
Sun Aug 25, 2013 11:31 pm
Forum: Testing and Simulation
Topic: Trading a large number of systems without a large account
Replies: 9
Views: 8958

Re AFJ: The more complex a system or concept, the more rando

I really see this as a very generalized statement, and I don't know what you are attempting to imply.
by trending3029
Sat Aug 24, 2013 1:09 am
Forum: Testing and Simulation
Topic: Trading a large number of systems without a large account
Replies: 9
Views: 8958

Each trading system that you look at has specific characteristics which are unique. Some characteristics being namely: 1. Money Management 1. Entry tactic 2. Filters 3. Trailing stops 4. Exit tactic If you were to take the approach of the consensus oscillator how would you know which system you woul...
by trending3029
Sun Mar 04, 2012 5:06 pm
Forum: Futures Markets
Topic: Differences between Micro / Mini contracts Vs Normal
Replies: 1
Views: 1434

Differences between Micro / Mini contracts Vs Normal

Hi,
I am quite new to Futures and I had a specific query.
What is the difference between Micro / Mini contract Vs Normal contract excluding size? i.e what are the price differences between OHLC on a normal contract Vs Mini / Micro contract.

regards
by trending3029
Wed Jan 11, 2012 9:50 pm
Forum: Testing and Simulation
Topic: This is good
Replies: 7
Views: 3090

Those returns look very good in my perspective.
by trending3029
Mon Jan 02, 2012 4:56 pm
Forum: Trend Indicators and Signals
Topic: Questions on indicators and time frames
Replies: 7
Views: 4922

I'd like to thank: michaelt, babelproofreader, Moto moto and TrendsCatcher.

Michaelt, thank you for your suggestion regarding creating a measure for volatility.
by trending3029
Thu Dec 15, 2011 8:10 pm
Forum: Trend Indicators and Signals
Topic: Questions on indicators and time frames
Replies: 7
Views: 4922

michaelt, TrendsCatcher thanks for your responses. TrendsCatcher, your advice of reducing the bet size (fractional) is something that i currently follow. My rule uses % bet-size reduction for a fixed string of losses continuously. michaelt, your advice of volatility measurement definitely makes logi...
by trending3029
Mon Dec 12, 2011 1:06 am
Forum: Trend Indicators and Signals
Topic: Questions on indicators and time frames
Replies: 7
Views: 4922

Questions on indicators and time frames

I have been facing a lot of whipsaws lately with my breakout system. I was wondering is there is a filter / indicator to identify whipsaw market and thereby reduce risk or even avoid taking the signal (based on accuracy of whipsaw filter). Long term, medium term and short term trend following meant ...
by trending3029
Thu Nov 17, 2011 4:46 pm
Forum: Testing Software
Topic: Wealth-Lab Pro versus TB
Replies: 3
Views: 2945

I am exactly looking for the same answer from anyone who has used the 2 platforms.