Search found 10 matches
- Mon Jun 22, 2015 8:38 am
- Forum: Trend Indicators and Signals
- Topic: How to handle stop loss on volatility market?
- Replies: 1
- Views: 4060
Re: How to handle stop loss on volatility market?
You have Avg True Range at the bottom of the charge; in a volatile market the Avg True Range increases so your stop would be larger....a lot of TF systems use Avg True Range to set initial and trailing stops.
- Tue Jun 02, 2015 6:46 am
- Forum: Testing and Simulation
- Topic: Trading Stocks
- Replies: 3
- Views: 5247
Re: Trading Stocks
Stocks are more granular and you can size / rebalance positions more finely than e.g. a palladium futures contract which has big $ volatility and big contract size.
- Thu May 28, 2015 4:01 am
- Forum: Data Providers and other non testing software
- Topic: Data providers for hong kong stock and china stock
- Replies: 3
- Views: 5191
Re: Data providers for hong kong stock and china stock
Historical stock data (properly adjusted for dividends and splits etc) are hard to come by for non-US stocks. For US stocks there are a few options like Norgate or Quantquote. The HKEX may have this data (a friend of mine wrote a PhD paper about HK stocks once) in the form of physical CDs, I suggest...
- Wed May 27, 2015 10:59 pm
- Forum: Testing and Simulation
- Topic: Trend Following: Profitable Reality or an Illusion doomed to
- Replies: 28
- Views: 33160
Re: Trend Following: Profitable Reality or an Illusion doomed to
Re-reading this thread as of May 2015; some of the statements above came out to be prescient - after a bad period from 2009-2013, TF came back strongly in 2014. We will have bad, horrible trendless years - keep the risk per trade small by assuming your drawdown will be 1.5X or 2X the backtested resu...
- Sun Mar 08, 2015 3:04 am
- Forum: Futures Markets
- Topic: Norway OBX futures
- Replies: 1
- Views: 3816
Norway OBX futures
Has anyone traded this market? Contract size is not too large at NOK100 per point. Quite correlated to the Swedish OMX30 index but wondering about the merits of including both Norway and Sweden and halving the position size for both markets. The only downside seems to be the limited volume at under ...
- Thu Sep 18, 2014 12:44 am
- Forum: Futures Markets
- Topic: Mexico IPC Index futures
- Replies: 2
- Views: 4676
- Sun Sep 14, 2014 11:03 pm
- Forum: Futures Markets
- Topic: Korean Won
- Replies: 3
- Views: 6105
- Sun Sep 14, 2014 1:23 am
- Forum: Futures Markets
- Topic: Mexico IPC Index futures
- Replies: 2
- Views: 4676
Mexico IPC Index futures
As we all know, Equity indices tend to be very correlated with one another. Some people deal with it by trading only the big indices. I try to find as many "weird" and liquid enough markets as I can. I have been on a quest to find some "less" correlated index futures (less correl...
- Sun Sep 14, 2014 1:11 am
- Forum: Futures Markets
- Topic: SGX Rubber TSR20
- Replies: 3
- Views: 5089
- Thu Sep 11, 2014 11:11 pm
- Forum: Futures Markets
- Topic: SGX Rubber TSR20
- Replies: 3
- Views: 5089
SGX Rubber TSR20
Singapore rubber TSR20, quoted in USD, is available on Interactive Brokers. Daily volume goes into the 300 - 500 range, kind of on par with lumber on CME. Backtesting also shows "good" results. Has anyone traded this contract? I realize TOCOM rubber is a lot more liquid but Interactive doe...