Search found 12 matches

by BigBrad
Wed Jan 05, 2005 10:39 am
Forum: Futures Markets
Topic: Just short the E-Mini NASDAQ instead?
Replies: 2
Views: 2670

You are still trend following and need to identify your entry into the "Bear Market" and therefore need a whole system set up for this.

I have a similar thought and am starting to do some investigation.

Brad.
by BigBrad
Mon Jan 03, 2005 12:19 pm
Forum: Trader Psychology
Topic: Most users ever online was 280 on Fri Dec 24, 2004 20:08
Replies: 2
Views: 5379

I noticed that as well, but suspect that like me most just scanned, found no new postings and went on......
by BigBrad
Mon Sep 27, 2004 10:57 pm
Forum: Stocks
Topic: Dogs of the Dow?
Replies: 5
Views: 7098

I believe that somebody has tested the "method" using a different entry time, i.e. select your trades yearly in July instead of January and found that the strategy just didn't hold up.....
by BigBrad
Mon Jul 19, 2004 10:35 pm
Forum: Stocks
Topic: Trend Following with EMA + CANSLIM
Replies: 7
Views: 15744

I personally like moving average cross-overs. However, I'm dealing in a longer timeframe than you. I've found that my results tend to be real good when I have the crossover as a technical signal. Use ADX (with DI+ and DI- confirming) and then look for price action to follow. What that means is I loo...
by BigBrad
Wed Jun 23, 2004 12:59 am
Forum: Trend Indicators and Signals
Topic: Trailing stop question - dual EMA or % loss?
Replies: 5
Views: 5421

You might also want to consider a multiple of ATR for each stock. When using Moving Average cross overs I've had success with 2 or 3 ATR stops as a stop loss (for positions that I'll hold about 2-3 months), and using another cross over for the "trailing" exit. What timeframe of N are you using? I've...
by BigBrad
Thu Jun 10, 2004 9:53 pm
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 59309

High on C 75% Low on O 25% Low on N 0% In some ways I think of mechanical system trading much like I think of flying an airplane. In the end you break it down into distinct smaller tasks and follow set procedures. In my thinking you have Airplanes: Startup Taxi for Takeoff Takeoff (Left seat take-of...
by BigBrad
Mon Mar 08, 2004 8:48 pm
Forum: Stocks
Topic: Why don't these guys trade stocks?
Replies: 11
Views: 12851

As others I cannot answer as to why futures and not stocks. Based on my back-testing I definately believe that a mechanical system can be created for the stock market that has above average returns and ratios and what all. A different issue with Stocks is the margin requirement. With stocks you can ...
by BigBrad
Fri Feb 27, 2004 10:09 pm
Forum: Testing and Simulation
Topic: Calculated Starting Account Size?
Replies: 9
Views: 7931

One way to approach #2 is to figure what a "fully loaded" condition the system can allow given the portfolio you'd want to trade. Select the smallest position size (1 contract, 4 contracts, 100 shares) as a single unit and then figure the max units your rules would allow. From that you can figure a ...
by BigBrad
Sun Feb 01, 2004 5:07 pm
Forum: Trend Indicators and Signals
Topic: How do you determine the "trend" aside of a 20-day
Replies: 25
Views: 21056

I can understand what you mean by WhipSaws and testing the MA as support. What I do is use a 1 - 3 ATR as a stop loss( the tighter for the smaller MA period), mainly to define my R value. I'm still not sold on the shorter time frame of the MAs to produce enough volitility to make trading worthwhile ...
by BigBrad
Sun Feb 01, 2004 11:01 am
Forum: Trend Indicators and Signals
Topic: How do you determine the "trend" aside of a 20-day
Replies: 25
Views: 21056

MA Crossovers

I'm playing around with an MA crossover system to just trade the Dow 30 stocks. The main thing I've found is that the fewer the days in the MA the more trades/more signals and you don't get enough movement to overcome slippage/commission. I've also not seen a "go short" strategy that's worked over a...
by BigBrad
Wed Dec 24, 2003 12:34 pm
Forum: Testing and Simulation
Topic: Validity of system
Replies: 19
Views: 12184

I've seen something similar in my research on short term trading stock trading systems. The best that I can figure out for what I tested is that with a smaller starting capital the cost of trading in terms of slippage and commissions eats into the profits enormously, but with larger starting capital...
by BigBrad
Wed Dec 24, 2003 12:29 pm
Forum: Money Management
Topic: negative correlation
Replies: 6
Views: 6315

Aren't you really determining two things with the correlations: 1. The closer to 0 the correlation between two series the less "predictive" they are, i.e. just because X went up it doesn't mean Y will go up. But at any point in time for short term they could be moving up together. 2. As the absolute...