Search found 11 matches
- Wed Sep 04, 2013 9:31 pm
- Forum: Testing and Simulation
- Topic: Important - Know when to break the rules
- Replies: 5
- Views: 6398
- Wed Aug 28, 2013 12:19 am
- Forum: Testing and Simulation
- Topic: Volatility risk filter blox
- Replies: 3
- Views: 5135
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...
- 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: 13589
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.
- 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: 13589
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...
- Sun Mar 04, 2012 5:06 pm
- Forum: Futures Markets
- Topic: Differences between Micro / Mini contracts Vs Normal
- Replies: 1
- Views: 2251
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
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
- Wed Jan 11, 2012 9:50 pm
- Forum: Testing and Simulation
- Topic: This is good
- Replies: 7
- Views: 5376
- Mon Jan 02, 2012 4:56 pm
- Forum: Trend Indicators and Signals
- Topic: Questions on indicators and time frames
- Replies: 7
- Views: 8938
- Thu Dec 15, 2011 8:10 pm
- Forum: Trend Indicators and Signals
- Topic: Questions on indicators and time frames
- Replies: 7
- Views: 8938
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...
- Mon Dec 12, 2011 1:06 am
- Forum: Trend Indicators and Signals
- Topic: Questions on indicators and time frames
- Replies: 7
- Views: 8938
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 ...
- Mon Nov 21, 2011 12:39 am
- Forum: Testing and Simulation
- Topic: Can Google Predict the Markets?
- Replies: 11
- Views: 9895
- Thu Nov 17, 2011 4:46 pm
- Forum: Testing Software
- Topic: Wealth-Lab Pro versus TB
- Replies: 3
- Views: 5892