Search found 84 matches
- Tue Dec 20, 2005 4:02 am
- Forum: Trader Psychology
- Topic: As a Man Thinketh - James Allen
- Replies: 12
- Views: 21253
- Tue Oct 18, 2005 6:52 pm
- Forum: Testing and Simulation
- Topic: MetaStock Format
- Replies: 7
- Views: 6624
You may find this useful.
- Wed Aug 17, 2005 5:44 pm
- Forum: Trader Psychology
- Topic: So, I am in the technical analysis camp ...
- Replies: 0
- Views: 5211
So, I am in the technical analysis camp ...
A not so short while ago, I did some web research and chose a CTA that I could trust and would statisfy my criteria. It turns out that this CTA is down about 30% since inception, yet I have no intention, at all, to jump ship. All the reasons I had to chose them then, still hold today: they use 100% ...
- Sun Mar 27, 2005 4:09 pm
- Forum: Trader Psychology
- Topic: Overcoming bad habits acquired from day trading
- Replies: 17
- Views: 24151
- Fri Mar 25, 2005 8:16 pm
- Forum: Trader Psychology
- Topic: Overcoming bad habits acquired from day trading
- Replies: 17
- Views: 24151
What is an effective method of placing stops in a system where you don't look at the prices until the EOD? A very simple answer is to estimate the amount of slippage you'd get on your stops, and factor that in your position sizing. In your $50 example with a stop at $48.50 and a close at $47 your s...
- Thu Mar 17, 2005 5:36 pm
- Forum: Testing and Simulation
- Topic: Has Trend Following Really Gotten Harder?
- Replies: 10
- Views: 13795
- Wed Mar 16, 2005 9:00 pm
- Forum: Testing and Simulation
- Topic: Encoding geometric patterns
- Replies: 5
- Views: 5605
- Wed Mar 16, 2005 7:46 pm
- Forum: Testing and Simulation
- Topic: Encoding geometric patterns
- Replies: 5
- Views: 5605
- Sat Mar 12, 2005 8:31 am
- Forum: Trader Psychology
- Topic: Overcoming bad habits acquired from day trading
- Replies: 17
- Views: 24151
Unless you have other strong interests in life (reading, having fun with friends, playing some instrument, painting, writing, acting ...) I would suggest that you need a day job to escape the boredom of watching prices that don't go anywhere 90% of the time, even if you can afford not to get a regul...
- Sun Feb 13, 2005 4:45 am
- Forum: Testing and Simulation
- Topic: Trade sequencing
- Replies: 8
- Views: 7874
An alternative method (and it might be what Sluggo was hinting at) is to assume you are to trade each market at the very instant the signal is issued by your system. Obviously, for back testing purposes, this requires that you have access to intraday data, but this is probably the only method that d...
- Fri Feb 11, 2005 4:25 pm
- Forum: Testing and Simulation
- Topic: Trade sequencing
- Replies: 8
- Views: 7874
SL, I apologize in advance if you feel like I am putting words in your mouth. I am not, but what follows is how I perceived your post, right or wrong... :arrow: When I first read SL post I could sense some kind of emotion between the lines that I'm all too familiar with. In a nutshell: you've done ...
- Thu Feb 10, 2005 8:30 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio, etc.
- Replies: 12
- Views: 16526
- Thu Feb 10, 2005 7:14 pm
- Forum: Testing and Simulation
- Topic: Trade sequencing
- Replies: 8
- Views: 7874
Not to be such a nit-picker but ... [...]I'm only guessing here but I suspect that SL doesn't yet know exactly how he would handle this situation when trading his account real-time, [...] Isn't SL precisely saying he doesn't know how to handle market selection in his post? And isn't he asking for me...
- Tue Feb 01, 2005 6:57 pm
- Forum: Testing and Simulation
- Topic: Console.Writeline("How Do YOU Simulate?:Part II");
- Replies: 8
- Views: 8069
- Mon Jan 03, 2005 6:22 am
- Forum: Trader Psychology
- Topic: Most users ever online was 280 on Fri Dec 24, 2004 20:08
- Replies: 2
- Views: 6611
Most users ever online was 280 on Fri Dec 24, 2004 20:08
Does this tell anything about the weird lot that traders are? When everybody else is supposed to prepare to rejoice in familly, here we are, talking, breathing, smelling, eating trading on Christmas Eve
- Tue Nov 30, 2004 4:52 pm
- Forum: Custom C++ or Java Platforms
- Topic: Metastock parsing ... in Java
- Replies: 8
- Views: 24196
Have you used it successfully yourself? Any gotchas? As far as mechanical trading systems go, the answer is no. I don't need the database concept to store and retreive even large market datasets even more so for huge datasets, when I come to think of it :idea: Regarding market data standards you ma...
- Sat Nov 13, 2004 8:46 am
- Forum: Custom C++ or Java Platforms
- Topic: C++ Platform Design - Speed vs. Complexity
- Replies: 16
- Views: 27242
Ksberg points on time are very convincing. There is another dimension that he alluded to that must not be overlooked either: the level of abstraction. This has nothing to do with time, but with the what it is that you will be able to achieve using language/tools/libraries X, Y or Z. I started C++ mo...
- Sun Oct 17, 2004 12:44 pm
- Forum: Testing and Simulation
- Topic: Some puzzle about Walk Forward Optimization
- Replies: 6
- Views: 7086
This is effectively optimising by proxy on your OOS data. You can only walk-forward on your OOS data once. After that it becomes in-sample data. What an insightful remark! I knew this forum had great contributors :) To me, this single observation just kills OOS forever. It is also calls for a simpl...
- Sat Sep 11, 2004 4:05 pm
- Forum: Testing and Simulation
- Topic: Any help about the price vector model,please?
- Replies: 4
- Views: 5085
- Fri Sep 03, 2004 5:54 pm
- Forum: Trader Psychology
- Topic: An ironically bad trade based on fundametals ...
- Replies: 3
- Views: 6756
An ironically bad trade based on fundametals ...
Once or twice a week, when heading back home from work, I stop by a nearby Irish pub for a pint of Guinness. Just one pint, that's important for this story, as I am a slow drinker and it takes the best part of an hour for me to finish it, and I just don't fancy spending ages in a pub. During this ti...