Search found 7 matches

by paloma
Sun Oct 05, 2008 10:18 pm
Forum: Money Management
Topic: Position Size, Volatility, and Trend
Replies: 4
Views: 4273

nodoodahs,

If you size positions using a volatility adjusted algorithm, then your position sizes will automatically become larger when volatility is low and become smaller when volatility is high.

Sebastian
by paloma
Mon Jul 07, 2008 2:38 pm
Forum: Stocks
Topic: Auto Execution for All US Equities
Replies: 3
Views: 5263

Thanks Sluggo.
by paloma
Mon Jul 07, 2008 1:25 pm
Forum: Stocks
Topic: Auto Execution for All US Equities
Replies: 3
Views: 5263

Auto Execution for All US Equities

Hi guys, I have developed a long term, long only trend following program that trades all US equities (ie. approx. 13,000 tickers). I have backtested this system from 1991 using 64Bit blox which has been magnificent BTW and 8 gigs of RAM. I am wondering if anybody has done the same and/or knows of a ...
by paloma
Thu Jun 05, 2008 11:40 am
Forum: Testing and Simulation
Topic: Retracements, drawdowns and surfing the curve
Replies: 4
Views: 3106

Hey Sluggo, Thanks for your post. I was just wondering what is your definition for 'lower risk entry". Are you describing price risk? eg. Stock A: entry at $20 and our stop is 18 so the risk is 2/20=10% Stock B: entry at $20 and our stop is 15 so the risk is 5/20=25% Assuming we can only pick one of...
by paloma
Mon Jun 02, 2008 1:02 pm
Forum: Trend Indicators and Signals
Topic: Pullbacks and LTTF methods
Replies: 11
Views: 10024

I never fully "believed" in the classic Dennis approach, it is simply one approach that Dennis used in the past, Dennis himself doesn't believe in this approach as much anymore. I believe in using reason to discover scientific methods of mechanically extracting profits from the markets that have sho...
by paloma
Sat May 31, 2008 2:24 pm
Forum: Trend Indicators and Signals
Topic: Pullbacks and LTTF methods
Replies: 11
Views: 10024

Angelo, Im am interested to see why you feel that long term trendfollowers like Dunn and Henry are accurate proxies for the systems that Seykota is using now. I find it interesting that you do not mention the performance of long term trendfollowers like Eckhardt, Winton etc, Salem, Parker etc. whose...
by paloma
Sun Mar 16, 2008 12:28 am
Forum: Testing and Simulation
Topic: Eckhardt Trading Company equity curve
Replies: 19
Views: 9577

AFG Garner,

Im guessing your talking about Seykota. I wonder what makes you think he is not trading anymore? Do you keep up to date with his FAQ?

Sebastian